I am Aaron Janeiro Stone, a Quantitative Analyst at VirgoCX. 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 mainly concerns 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 worked at QuantConnect as a Software Engineering Intern where I developed a time series submodule for the LEAN algorithmic trading engine.
In terms of education, I graduated from the University of Waterloo with a Master of Mathematics in Statistics (2021). Prior to that, I received a B.A. Hons. in Psychology (Quantitative) from the University of Manitoba in 2018.
To see some of my previous work, my GitHub Account can be found at:
My LinkedIn profile can be found at:
And my Medium account can be found at: