Geodesic Solutions

A Quantitative Finance Consulting Firm

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: