Profile
Bio
I consult for a range of expert software and data services.
During the day, I'm employed as an IT architect at a logistics company.
I was previously employed as:
- head of research at a quantitative hedge fund.
- lead system administrator and developer for the Center for the Study of Complex Systems.
My consulting experience includes:
- software development and data analysis for DARPA.
- software development and data analysis for hedge funds and investment firms.
- data consulting for economists, lawyers, sociologists, linguists, and political scientists in the private and public sectors.
My published research includes:
- algorithmic trading and intraday volatility in Quantitative Finance.
- network theory applied to tax law in the Virginia Tax Review.
- graph theory and mathematical legal structures in Physica A.
- legislation and computational linguistics in the New York Times.
- analyzing the social interactions of terrorists in Wired.
Among my broad set of skills, a few that stand out are:
- trading experience and theoretical understanding of equity, fixed income, and derivative products, especially ETFs.
- a broad exposure to social sciences such as economics, political science, and law.
- development and administration for a range of traditional databases, such as Postgres and Oracle 11g, as well as non-traditional databases like redis, Vertica, and neo4j.
- experience architecting solutions in the cloud (e.g., Amazon AWS), in-house, and in hosted data centers, with an emphasis on performance and cost.
I run or contribute to a number of blogs:
- Computational Legal Studies, a blog about computational and empirical approaches to law and related social sciences.
- ETF Central, a (dormant) blog covering market analysis and financial software, especially as applied to exchange-traded funds.
- My personal blog, which focuses on a broader range of my interests, research, and software development.
Education
- M.S.E., Financial Engineering, University of Michigan, Ann Arbor.
- M.A., Political Science, University of Michigan, Ann Arbor.
- B.S., Mathematics, University of Michigan, Ann Arbor.
Contact
- Email: michael.bommarito@gmail.com
- Phone/SMS: +1 (646) 450-3387
- LinkedIn: http://www.linkedin.com/in/bommarito/