Lou Lindley

CTO

New York, New York, United States8 yrs 3 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Expert in API design for market data.
Proven track record in quantitative research.
Skilled in model optimization and risk architecture.

Stackforce AI infers this person is a Fintech expert specializing in quantitative analytics and API development.

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Skills

Core Skills

Api DesignQuantitative SolutionsQuantitative ResearchModel Optimization

Other Skills

documentationsystems integrationdevopssupportPythonRustC/C++XilinxAristaNapatechSBEITCHalpha signalsmonetization strategiesoptimal routing

About

I build APIs that make it easier and faster to get market data. Formerly a researcher at a high-frequency market maker. Most of my experience is in building model-based strategies; designing simulation-based alphas with mixed passive/aggressive monetization, model optimization, and exploiting microstructure, e.g. optimal routing, session optimization, port warming, shadow book construction, implied book semantics, LOB features. Due to a high volume of messages on LI, I can't answer career questions.

Experience

Databento

Head of Quantitative Analytics

Jan 2022 – Present · 4 yrs 2 mos

I work on API design, quantitative solutions, documentation, systems integration, devops, and support. Stack: Python, Rust, C/C++, Xilinx, Arista, Napatech, SBE, ITCH.

API designquantitative solutionsdocumentationsystems integrationdevopssupport+8

Home

Gardening leave

Jun 2021 – Dec 2022 · 1 yr 6 mos · Chicago, Illinois, United States

Non-compete. I got very good at growing orchids.

Prop firm

Quantitative Researcher

May 2017 – Jun 2021 · 4 yrs 1 mo · Chicago, Illinois, United States · On-site

Built various alpha signals. Designed monetization for both rule-based and alpha-based strategies. Implemented optimal routing and session optimization for microstructure-based strategies.
Owned a majority of model training and optimization framework, e.g. nested cross-validation, Bayesian optimization. Architected new low latency pre-trade risk and portfolio risk layer in C++.
Worked on various types of models: xgboost, multi-armed bandits, compressive sensing, sequential learning, penalized regression.
Stack: Python, C++, Metamako, Arista, Solarflare, ITCH, OUCH, EOBI, ef_vi, Onload

alpha signalsmonetization strategiesoptimal routingsession optimizationmodel trainingmodel optimization+7