Jeffrey Waldron

Background

About Jeffrey Waldron

Currently partnering in applying deep learning, and more generally machine learning techniques in the development of an algorithmic trading system across liquid futures markets. After many years of being both part of, and leading teams in the OTC derivatives markets, a partner and I are in the process of taking our years of experience in pricing, trading and risk management and developing a systematic trading application utilizing current techniques in machine learning. I began acquiring data sets and developing signals in Matlab. Since then the toolkit has expanded to Python & SQL, and working with packages such as Tensorflow, OpenAi, SciPy/Numpy. I’ve experienced first-hand the challenge of managing data, particularly large volumes associated with high frequency events. I learned to connect and integrate a trading API such as TT XTrader into a stable production application. Our latest project involves trying to scale up our effort using AWS cloud computing. I’m always interested in learning about new areas in the technology stack, and touching base with those who share these interests.