Show Notes

• (01:59) David recalled his undergraduate experience studying Physics and Mathematics at Duke University back in the early 90s.
• (05:55) David reflected on his decision to pursue a Ph.D. in Physics at the University of Maryland, College Park, specializing in Nonlinear Dynamics and Chaos Theory.
• (10:18) David unpacked his Nature paper called “Topology in Chaotic Scattering.”
• (14:43) David went over his two papers on fractal dimensions in higher-dimensional chaotic scattering following his Nature publication.
• (21:42) David talked about his project K Desktop Environment, which provides a free, user-friendly desktop for Linux/UNIX systems (later turned into a print book with MacMillan Publishing in 2000).
• (24:20) David explained the premise behind his work on Andamooka, a site that supports open content.
• (27:24) David walked over his time as a quantitative analyst at Thales Fund Management after finishing his Ph.D.
• (30:50) David discussed his 4-year stint at Lehman Brothers — moving up the ladder into a Vice President role, up until Barclay’s Capital acquired it.
• (33:24) David talked about his proudest accomplishment during the 5-year stint as a headdesk in equities trader at KCG/GETCO.
• (35:37) David shared war stories while working at an investment firm called Teza Technologies and co-founding Galaxy Digital Trading (specializing in cryptocurrency trading).
• (41:34) David unpacked key concepts covered in his guest lectures on optimization of high-frequency trading systems at NYU Stern School of Business.
• (44:26) David explained his career change to work as a Machine Learning Engineer at Instagram in the summer of 2019.
• (47:17) David briefly mentioned his transition back to a quant trader role at 3Red Partners.
• (48:05) David is writing a technical book with Manning called “Tuning Up,” which provides a toolbox of experimental methods that will boost the effectiveness of machine learning systems, trading strategies, infrastructure, and more.
• (50:48) David reflected on the benefits of his physics academic background for his quant analyst career.
• (52:27) Closing segment.

David’s Contact Info

• Website
• LinkedIn
• Twitter

Mentioned Content

Publications

• "Topology In Chaotic Scattering" (Nature, May 1999)
• "Fractal Dimension of Higher-Dimensional Chaotic Repellors" (June 1999)
• "Fractal Basin Boundaries in Higher-Dimensional Chaotic Scattering"

Book

• “The Elements of Statistical Learning” (by Trevor Hastie, Robert Tibshirani, and Jerome Friedman)

People

• Jim Simons (Founder of Renaissance Technologies)
• Michael Kearns (Professor at the University of Pennsylvania, previously leading Morgan Stanley’s AI Center of Excellence)
• Vasant Dhar (Professor at NYU Stern School of Business, Founder of SCT Capital)

Tuning Up — From A/B testing to Bayesian optimization

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