My name is Chris Arettines. I am a professional software engineer and mathematician. I am passionate about sharing knowledge and communicating ideas to people.
As a software engineer, the recent focus of my work has primarily been to develop systems that facilitate algorithmic trading of various assets based on mathematical models of how prices are expected to behave. The scale of these systems has varied from trading a portfolio of a few million to tens of billions of dollars. I believe in the importance of a thoughtful and rigorous approach to the entire end to end process of designing, writing, testing and deploying software systems.
Prior to my work in quantitative finance, I was a data scientist at a tech startup. Being a data scientist can mean many different things depending on who you ask so let me say more. My primary responsibility was to manage and improve our algorithmic ad bidding platform, which consumed streams of data daily and targeted ads in a way that maximized the reach for our clients. My team was also responsible for building tools that made predictions for internal use and analyzed data across the company using a variety of statistical and machine learning techniques.
Before joining industry, I taught undergraduates and obtained a PhD in mathematics with a specialization in low dimensional geometry and topology.
Besides programming and mathematics, my interests include playing music, strategic games, and cooking, to name a few. I hope to have a chance to show readers of this blog the structure and beauty behind some of the concepts I think about, and give readers a sense of the patterns and relationships that lie underneath many of the more concrete interests I outlined above.
If you would like to look at a few of my programming projects, check out my github account.
I can be reached at chris <dot> arettines <at> g mail <dot> com.