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.
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: