Algorithmic trading

Demonstrates end-to-end value extraction. Data farming, domain knowledge, and visualisation identified arbitrage opportunities. A fully automated trading pipeline was implemented. Arbitrage profit was locked-in with hedging. Project concluded net-positive.

Model implementation

Demonstrates implementation of large statistical software, a multivariate regression program for high-dimensional count data. Written in R, C, and CUDA. Maximum likelihood estimates are calculated with a non-linear optimisation program. Numerical algorithms were optimised for GPU computing.

Teaching

Demonstrates communication skills. I've been an instructor in R workshops hosted by Ecoscope. I've also been a teaching assistant for a course on statistical methods for high-dimensional biological data, and a course on Bioinformatics.

 

R, C, CUDA, Python, Java - Strong comfort

SQL, MPI, C++, Tensorflow (Deep Learning), Spark (Scala) - Some experience

Git, LATEX, R Markdown - Regular usage

Non-linear optimisation - Implementation of maximum likelihood estimation routines requires optimisation

Collaborative statistical analysis - 4+ years experience of producing statistical analyses and casually advising

Multivariate regression - Least squares, generalised linear models, and more

Numerically robust statistics - Algorithmic and algebraic tricks ensure models survive application

Precision-recall analysis - My thesis objectively compared a variety of classifiers for their predictive capacity

Measure theoretic probability and stochastic processes - Calculation and proof

Big data - Genomic data analysis requires algorithmically intelligent use of memory and time

Bioinformatics - 3+ years of experience analyzing genomic sequencing data

 
 
  • W. Evan Durno, Niels W. Hanson, Kishori M. Konwar and Steven J. Hallam (2013). Expanding the boundaries of local similarity analysis. BMC Genomics, 14(Suppl 1):S3.
  • Monica Torres-Beltran, Alyse K. Hawley, David W. Capelle, Maya P. Bhatia, W. Evan Durno, Philippe D. Tortell and Steven J. Hallam (2016). Methanotrophic Community Dynamics in a Seasonally Anoxic Fjord: Saanich Inlet, British Columbia. Frontiers in Marine Science, 3: 268.
  • Hawley, Nobu, Wright, Durno, Morgan-Lang, Sage, Schwientek, Swan, Rinke, Torres-Beltran, Mewis, Liu, Stepnauskas, Woyke, Hallam (2017) Diverse Marinimicrobia bacteria mediate coupled biogeochemical cycles along eco-thermodynamic gradients. Nature Communications.
  • W. Evan Durno (2018). Try to be close instead of right: Consistent parameter manifolds generalize regularization theory. wdurno.com. (link to pdf)