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.