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 have worked in the finance industry at large investment bank as part of an equity derivatives team that engineered software to price a large range of securities. I have also worked at a smaller firm as an intern trading ETFs across the globe.
I’ve written guest posts for QuestDB:
- High frequency finance with Julia and QuestDB
- A tour of high-frequency finance via the Julia language and QuestDB
What 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 a Quant at BestX and spend the day researching financial markets, which typically involves 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:
- To Cross or Not to Cross
- Choppy markets revive quest for RFQs magic number
- Volatile FX markets reveal pitfalls of RFQ
- Price limits in FX algos: fill your boots
- BestX RFQ Par Introduces a New Way to Look at Hit Ratios
- How Long Should TWAP algos run?
All of which you probably need to be a subscriber to.
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.
Fitting Mixed Effects Models - Python, Julia or R?
I’m benchmarking how long it takes to fit a mixed
effects model using
lme4 in R,
statsmodels in Python, plus
MixedModels.jl in Julia is also a viable option.