I am Aaron Janeiro Stone, an Intermediate Software Engineer at Alpaca. I am building this website as a place to share my thoughts on quantitative finance, open source software, and other topics that interest me. Moreover, I hope to use this space to share some of my own projects and developments.
At VirgoCX, my work as a Quantitative Analyst mainly concerned market making, algorithmic trading, and quantitative research. Specifically, work has mainly revolved around the development and deployment of a new market making engine, programmed in Python, Cython, and C++. I also developed an anomaly detection framework built upon models trained using TensorFlow (using transfer learning to allow us to generalize an “index” model to new trading pairs). Previously, I also worked at QuantConnect as a Software Engineering Intern where I developed a time series submodule for the LEAN algorithmic trading engine.
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