I am currently working with a team to develop a signal detection algorithm for the identification of clusters in a multi-dimensional point process. We build upon existing methods proposed by the lab to extend detection power beyond spatiotemporal constraints and to add flexibility among search parameters.

At Basis Point, I analyzed fundamental data of S&P 500 stocks to improve their equity trading strategies. I was responsible for finding significant indicators that led to price changes in S&P securities and backtesting them to see how they performed against the S&P over time. My research was key in identifying a significant survivorship bias among S&P companies, which had an immediate impact on the analysis methods we used. We now have an unbiased dataset that allows BPGS to perform better analysis to improve their equity strategies. I was also in charge of their database, and I employed SQL to maintain the most up-to-date versions of their latest research.