Stephen Vance Email & Phone Number

Data Scientist with over 14 years experience using machine learning to predict stock returns. Built and deployed medium frequency statistical arbitrage strategies that were traded profitably in stock markets worldwide. Full stack engineering experience with building systems that process data from multiple sources, calculate predictive signals, find optimal portfolios, and generate reports. Team leader able to communicate complicated concepts to a broad audience. STEM volunteer.Areas of Expertise: • Machine Learning • Statistical Analysis • Signal Prediction • Regression Analysis • Portfolio Optimization • Risk Modeling • Data Pipeline • Deep Learning • Time Series AnalysisTechnical Skills:Computer: Python, Matlab, C++, SQL, Perl, Mosek, TensorFlow, Keras, LinuxAlgorithms: Regression, Neural networks, CNN, GAN, LSTM, SVM, Random Forests, PCA, kNN, Multi-factor modelsKey Career Achievements • Built and traded equity statistical arbitrage strategies at leading hedge funds. • Built a full modeling system that processes data from multiple sources, forecasts stock returns, and calculates the optimal stock positions to hold. • Built a statistical arbitrage business that offered investors a low capacity, high return, risk controlled investment vehicle.

Listed skills include Equities, Hedge Funds, Statistical Arbitrage, Derivatives, and 7 others.