Problem Solver
Nicholas Heinle
math3
Techniques Nicholas Heinle Uses:
Scanning large datasets and sifting out subtle long and short term relationships. Using traditional algorithm design to find solutions to quantifiable problems in any field.
Nicholas Heinle's Problem Solving Skills:
- Java/JavaScript/C++ Programming
- Statistical Analysis
- Mathematics
Nicholas Heinle's Problem Solving Experience:
- -Responsible for the design of Java-based statistical arbitrage trading algorithms and strategy development team of four. Employed large volumes of historical price and fundamental data points to construct equities relationships likely to exhibit predictable short term behavior.
-As one of the two original algorithm designers for EWT, I designed a number of the key high frequency algorithms for one of the premier high frequency arbitrage firms.
-Designed and implemented implied pricing engine. Applied third degree polynomial bounded static Floyd-Warshall and second degree dynamic spread- update graph algorithms to solve implied pricing problem. Implemented an elegant generalization of implied market engine in Java.