Hacking Wall Street

Yes. That's my new job description. Before you get me wrong, the idea is not to literally "hack" wall street. The idea is to find non-random patterns in daily trading on the major stocks and derivatives exchanges around the world and use these patterns to make money. We look at trading data of a product (we have data for every trade and every order for a lot of stocks and derivatives) and use statistical methods to develop models to predict the price of the product over the next few seconds to a few minutes. An amazing mix of mathematics, computer science and financial markets. It's crazy but it's a lot of fun.