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ofey73

High school student in the S.F. Bay Area.

I absolutely love mathematical physics it is my goal to get a B.S. in physics and computer science from the California Institute of Technology. Among the subtopics of the field, my favorites are quantum electrodynamics and fluid dynamics. I am a massive Feynman fan as well. I own and have read every single book he has written, I attended the symposium at Caltech celebrating his 100, and there also got a picture with his son Carl.

Particularly the applications of the latter to the quantitative finance space / algorithmic trading. I find the applications of Brownian Motion for example fascinating in the context of algorithmic trading and coming up with creative ways of modeling the financial markets in general. Take the limit order book (LOB) as an example: you have tons of orders, whether they be buy orders sell orders, or more complex / exotic orders and the behavior of the LOB is dependent on what is in the LOB! Changes in the prices and volumes of the asset is dependent on all the little things going on inside that asset's book. It is not always as simple as one person coming in with an order to buy 100 shares of TSLA @ $262.00really not investment advice and there happening to be someone else who wants to sell exactly 100 shares of TSLA @ 262.00kinda not investment advice, the market price of an asset depends on how all of these tiny orders interact with each other! If we model the LOB and the contents of it as a bunch of fragments of data--just like a bunch of particles in a fluid behaving as per Brownian Motion, we can find some very interesting things!

I find finance interesting because of the patterns and plethora of data available to look at, and for that reason I would like to work as a quant at a quant firm.

I also am a big fan of the C++ programming language and I write a lot of code in the language, I'm interested particularly in low latency engineering and concurrency / multithreading.

  • Member for 2 years, 2 months
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  • Last seen May 22 at 15:43