I'm Derek, a professor at NYU, teaching Machine Learning in Financial Engineering, and the founder of Sov.ai.
- Previously a researcher at University of Cambridge, Oxford University, and the Alan Turing Institute.
- Developing applications to optimize asset management and alpha discovery for large quantitative funds.
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Since joining Github, I pushed 12073 commits, opened 232 issues, received 22550 stars across 68 personal projects and contributed to 59 public repositories. |
Everything listed here is available under Unlicense
My research has been used by large institutional banks and quantitative hedge funds (see SSRN).
- DeltaPy (12,409 Downloads) — First tabular data augmentation package in Python (market data) [code][report]
- PandaPy (21,163 Downloads) — Pandas alternative that mimics ‘Structs’ in the C Language (market data) [code][report]
- AtsPy (53,147 Downloads) — First automated time series package in Python (alternative data) [code][report]
- DataGene (4,246 Downloads) — First package assessing dataset similarity (market data) [code][report]
- MLAM (35,409 Downloads) — First repository for machine learning in asset management (market data) [code][report]
Other packages under this license include MTSS-GAN [code][report], the first multivariate conditional time series generator, FairPut [code][report], a FAIR package using LightGBM, and PandasVault [code], an advanced Pandas repository.
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