chrisaycock
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About

I work for a proprietary trading firm in New York. I'm also the creator of Empirical, a language for time-series analysis.

I've spent a decade in quantitative finance, particularly stat arb and HFT. I have my BS and MS from Penn State and my DPhil from Oxford, all in computer science.

I am interested in programming languages, high-performance computing, and systematic trading. Outside of work, I enjoy fencing and squash.

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