The Alpha Scientist

Discovering alpha in the stock market using data science

About

I'm Chad, aka The Alpha Scientist. I've created this blog to explore the intersection of my two professional passions: locating "alpha" in market inefficiencies and applying data science methods.

I know I'm not alone in these interests. There is a fast-growing community of quants and data scientists who are making discoveries by the day. If you're among them (and I assume you are since you're reading this!) I hope you find this blog useful. I want to give back to the community by sharing some of my discoveries, and I want to learn from the perspectives and wisdom of others.

A bit about me: I'm a full-time quantitative trader who has been working on data analytics since before it was cool. Prior to becoming a full-time quant, I built products and managed teams at software companies across Silicon Valley. I've had a long-standing interest in finance (earned my CFA designation in 2008) and have dedicated myself to the challenge of applying data science to financial markets.

Prior to my tech/finance career, I studied engineering, computer science, and business at Northwestern University and MIT. I live in the San Francisco Bay Area with my wife and two young kids. In between kids and markets, I love to ski, surf, kiteboard, sail, and occasionally sleep.

Chad