Programming in R/S-Plus, SQL, bash scripting, some Fortran and C; process automation and integration across applications; statistical analysis; advanced estimation techniques.
Author/co-author of five R packages:
- TTR - Technical Trading Rules - a suite of technical analysis functions
- opentick - an R API to the opentick databases
- xts - eXtensible Time Series - a time-based data class that integrates all of the current time-series classes (co-authored with Jeff Ryan)
- pack - convert binary to/from formats other programs and machines can understand
- LSPM - an R-based implementation of Ralph Vince's Leverage Space Portfolio Model (co-authored with Soren Macbeth)
- npri.c: An adaptation of code given in a MSDN article that provides the i'th permutation of n things taken r at a time. Unlike the MSDN article, this code allows for n != r.
- FOSS Trading: Trading with Free Open Source Software
- Quantitative Contemplations: Economic, Financial, and Personal Finance Analysis and Commentary
- Fast and Flexible Technical Analysis with TTR -- R/Finance 2010: Applied Finance with R