Castedo Ellerman

Research & Academics

For the past few years I have been studying math and genetics, especially population genetics. I have also written software code for research groups such as the Novembre Lab and the tree sequence development community.

Education

This list of books read is representative of my studies outside of formal education programs.

My formal education consists of:

Posts & Publications

Since 2020 I have been writing and posting some of the results of my studies.

Before becoming interested in genetics, I published the peer reviewed paper "Leanest Quasi-Orderings" with Professor Nachum Dershowitz in the academic journal Information and Computation and presented the paper at the 16th International Conference on Rewriting Techniques and Applications in Japan.

Affiliation

Genetic Reporting Service

In 2016, I launched the genetic reporting service Gene Heritage with Joe Silver, the Creative Director of Designomotion.

I implemented the infrastructure and technology behind geneheritage.com to make it easy for consumers to access genetic calculations I developed in an open-source R package. The inspiration for the service was the analysis of family DNA as a fun mathematical project in a new field.

You can read more in this blog interview.

Freelance Quantitative Analyst/Developer

In 2005, with the birth of my first child, I started working part-time from home as a freelance software developer. I've coded quantitative software in a wide range of applications such as automated trading, statistical ETF arbitrage, phonetic analysis, statistical analysis, and extracting financial data.

My favorite languages are Python, R, and C++. I am also experienced in SQL, CSS/HTML, Linux containers, bash, git, LaTeX, Jinja2, RPM, AWS, NGINX and doing too much in Excel. Over the course of three decades, I've also programmed in Java, JavaScript, Perl, C#, Visual Basic, C++/CLI, x86 assembly, PHP, PL/SQL, and MATLAB.

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Wall Street

Before freelance software development, I worked at investment banks CSFB (Credit Suisse First Boston) and Bear Stearns in automated market making and financial analytics for traders. My projects included developing a matrix-based expression language for defining multi-asset path-dependent derivative products and a program computing resource-intensive statistics from historical implied volatility of equity options.

Microsoft and Silicon Valley

Before my time in finance, I worked in the software industry. I was a Program Manager for Microsoft on Internet Explorer during the "browser war" of the late 1990's. Following Microsoft, I joined silicon valley start-up Tellme Networks which later was aquired by Microsoft.

For more details see linkedin.com/in/castedo.