I have recently finished my PhD in Statistical Science where I studied at University College London (UCL) and a member of the Financial Computing CDT. I also have an MRes in Computer Science and an MPhys in Theoretical Physics from the University of Manchester.

I run a dashboard for crypto liquidity: https://cryptoliquiditymetrics.com/

I’m an open source contributor with multiple projects ongoing: dirichletprocess, HawkesProcesses.jl, AlphaVantage.jl, CoinbsePro.jl, AlpacaMarkets.jl.

I’ve written guest posts for QuestDB:

Want me to write for you or have something else interesting? Email me at dean[dot]markwick[at]talk21[dot]com


My Day Job Now

I’m currently an electronic trading quant working on both principal and algo execution. I build models, analyse data and construct algorithms to try and get the best prices in the market with the lowest impact.

I was a quant at BestX and spent the day researching financial markets with a focus on transaction cost analysis (TCA). This involved cleaning data, making graphs and trying to come up with some (hopefully) interesting insights about the world of FX, fixed income and equity trading.

Examples of my work can be found in the trade press:

Some of which are behind a paywall.

Outside the Day Job

I also have a keen interest in sports modelling and how statistics can be used in professional sports and gambling, I enjoy a good film, watching a boxset too quickly and a bit of a foodie. Here I am enjoying some delicious Korean BBQ.

Delicious BBQ

My blog is also aggregated on https://www.r-bloggers.com/ and https://www.juliabloggers.com/.

Recent Post:

    Trend Following with ETFs

    Trend following is a rebranded name for momentum trading strategies. It looks at assets where the price has gone up and buying them because it believes the price will continue to rise and likewise for falling prices where it sells. I’ll use this post to show you how to build a basic trend-following strategy in Julia with free market data.