This is Jerzy Pawlowski’s (algoquant) website on GitHub Pages.
Currently I’m an adjunct professor
of financial engineering at NYU Tandon School of Engineering.
I was a portfolio manager at several hedge funds, including Millennium, Diamond Notch, and Mariner-Tricadia. I traded mostly credit derivatives (credit default swaps and synthetic CDOs), and also some cash bonds and equities. Before that I was a CLO structurer at Toronto Dominion Securities in New York. I started working in finance as a quantitative analyst in risk management.
I teach graduate courses in Applications of R in Finance, and Algorithmic Portfolio Management Using the R language.
My lecture slides can be found here: lecture slides
The source materials for generating the lecture slides are available on GitHub (.Rnw and .Rmd files): lecture materials on GitHub
I have developed interactive courses on DataCamp for teaching the R programming language:
I’m interested in systematic investing strategies and high(er) frequency (intraday) trading strategies.
I’m also interested in the applications of machine learning techniques to algorithmic trading.
I primarily use the R programming language for my research.
My presentations can be found here: presentations