I've been working as a quant / trader at a high frequency trading firm for nearly 4 years. I have been working on various projects concerning market microstructure and high frequency time series data analysis, primarily in Delta1 space in Asia Pacific. The outcome of these research projects led me to develop an array of valuation and execution algorithms. These algorithms are now adopted by all global offices of my company.
I am really keen to learn about how concepts, techniques, and frameworks of Big Data can be applied to high frequency financial time series. In particular, I am eager to learn if and how we can apply machine learning techniques for more optimal trading. That said, my interests in Data Science is not limited to trading or the realm of finance. I look forward to discussions with faculty and students on a wide range of topics.