Quantitative trading - stocks,options and futures @ Tomer Yaniv
Studies towards MS.C degree @
Tel Aviv University and Bar Ilan University
Data Scientist @ From September 2014 to Present (1 year 4 months) Advisor @ From February 2012 to Present (3 years 11 months) Quantitative trading - stocks,options,futures and forex. @ I"m using various mathematical and computational tools implemented in algorithmic trading strategies: time series,stochastic calculus and machine learning tools to name few... From December 2008 to Present
Data Scientist @ From September 2014 to Present (1 year 4 months) Advisor @ From February 2012 to Present (3 years 11 months) Quantitative trading - stocks,options,futures and forex. @ I"m using various mathematical and computational tools implemented in algorithmic trading strategies: time series,stochastic calculus and machine learning tools to name few... From December 2008 to Present (7 years 1 month) Data Scientist - Researcher @ Big Data analytics: analyzing massive amounts of data, very diverse in nature and coming from user's mobile devices.Using data stored in our Hadoop system for actionable moves as well as POC like research projects using machine learning methods for classification, prediction ,segmentation, etc. From September 2012 to September 2014 (2 years 1 month) Algorithmic trading researcher @ Using machine learning methods in algorithmic trading strategies using Matlab,RapidMiner for research and Ninjatrader + C# in strategies implementation. From July 2012 to August 2012 (2 months) Data scientist @ Using machine learning on large data sets for prediction, classification and optimization problems.
Company was having a 'mass layoff' shortly after i joined...
Mostly used R and Weka on SQL data. From March 2012 to May 2012 (3 months) CTO @ Company had developed a platform which analyzes trader's activity in real time , detecting usage patterns and showing him an instant feedback. Focus is on behavioral analysis based on years of trading experience and data mining methods.
I was in charge of the mathematical analysis and algorithms - as a trader and a mathematician.
Mostly used Matlab for analysis and C# in algorithms implementation. From September 2010 to February 2012 (1 year 6 months) ETF's Arbitrage trading and Interest rate forecasting project @ 1.ETF's arbitrage project .
2.Interest rates forecasting project . Involved MATLAB optimization , interpolation and back testing ,Ito calculus , as well as several data analysis methods . From September 2008 to December 2008 (4 months) Complex structured products pricing and trading @ Pricing and trading structured products with embedded exotic options.
Also used ETF's arbitrage opportunities ... From June 2007 to August 2008 (1 year 3 months)
BS.C, Pure Mathematics @ Tel Aviv UniversityPartial studies towards MS.C degree, Mathematics @ Tel Aviv University and Bar Ilan University Tomer Yaniv is skilled in: Algorithms, Machine Learning, Trading, Data Mining, Matlab, Data Analysis, Mathematical Analysis, R, Hadoop, Hive, Discrete Mathematics methods, C/C++/C# algorithms implementation, Financial Mathematics -models implementing and developing, Weka, NinjaTrader
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