A Quantitative Finance Consulting Firm
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About
Geodesic Solutions is a quantitative finance consulting firm based in Short Hills, New Jersey. Founded in 2016, we have worked together with clients representing small family offices, mid-size hedge funds, large sell-side institutions, and rating agencies to design solutions for their technical problems.
Our Process
Listen and Identify
We listen to your challenges and isolate and identify your issue
Brainstorm Solutions
Solutions are brainstormed with a focus on simplicity and maintainability
Model Development
We develop a custom solution for your problem
Implementation
We implement your solution and integrate into your platform
Iteration
We iterate this process until
arriving at your desired result
Maintain Software
We maintain and extend your solution as needed
Projects
Python Instruction: Developing custom Python training sessions for teams looking to incorporate Python into their workflow
Refactoring/Profiling: Runtime and memory profiling software and refactoring for both performance and clarity purposes
Model Validation: Providing code review, model validation, documentation consistency checking, and associated united testing
Trading Strategy Optimization: Parameterizing and optimizing your trading strategies with an emphsis on controlling for overfitting
Risk/Performance Metric Development: Implementing customized risk and performance metrics, e.g. Monte Carlo based trading strategy quantile rankings with respect to randomly generated portfolios
Derivative Pricing and Risk: Developing financial derivative valuation and risk techniques
Consultants
STEVE TAYLOR
Managing Partner
Stephen Taylor is an Assistant Prof. at the Martin Tuchman School of Management at NJIT. He has previously worked as a quantitative research analyst at Tudor Investment Corporation, Hutchin Hill Capital, Morgan Stanley, and Bloomberg on a variety of projects including developing hedging algorithms and implementing risk and performance metric monitoring software.
In addition, he was a Technical Staff member at MIT Lincoln Laboratory where he worked on creating radar compression algorithms. His research focuses on the application of non-traditional mathematical and statistical methods to quantitative finance problems with a focus on risk and valuation.
Email Contact Information:
Name: Steve Taylor
Email:
