Mitch Shack
Education
Boston University
Masters of Science, Computer Engineering: Concentration in Artificial Intelligence 1990-01-01 - 1991-01-01
State University of New York at StonyBrook
Bachelors, Electrical Engineering: Specialization in Computer Science and Software Engineering 1985-09-01 - 1989-12-01
University of Virginia
, Graduate Studies in Statistics, Finance, Economics, and Accounting 1994-01-01 - 1995-01-01Work Experience
Discover
Current
Discover
Whitman Asset Management
2013-09-01 - 2018-06-01
Whitman Asset Management
Infinium Capital Management
2008-03-01 - 2013-09-01
Infinium Capital Management
TradeStation
2004-03-01 - 2008-03-01
TradeStation
FOCUS Inc.
2001-10-01 - 2002-05-01
FOCUS Inc.
Flypaper Inc.
1998-11-01 - 2001-04-01
Flypaper Inc.
Bank of America
1998-05-01 - 1999-01-01
Bank of America
Cambridge Technology Partners [Acquired by Novell Inc.]
1997-02-01 - 1998-05-01
Cambridge Technology Partners [Acquired by Novell Inc.]
SBC Communications Inc. (now AT&T Inc.)
1996-01-01 - 1997-01-01
SBC Communications Inc. (now AT&T Inc.)
Booz Allen Hamilton
1991-02-01 - 1996-01-01
Booz Allen Hamilton
Skills
Summary
Artificial IntelligenceI/Machine learning, systems architecture and design, financial modeling, analysis, research. TECHNICAL SKILLS: Deep Learning, machine learning algorithms and programming libraries (TensorFlow, PyTorch, H2o.ai, Keras), reinforcement learning, probabilistic modeling. ML Architect with full-stack development skills: • Python scientific and statistical analytics ecosystem (Pandas / scikit-learn / statsmodels / NumPy / PyMC3) • Java (Real-time multi-threaded distributed client-server applications) with custom front-end UI and back-end server development • SQL (Microsoft SQL Server, Postgres, Snowflake), NoSQL / Graph databases (Neo4J, MongoDB), Time-series databases and tick stores (OneTick, PyStore, Arctic) • Cloud infrastructure / Dev-ops: Amazon Web Services (AWS), IBM Cloud, Microsoft Azure, Container Orchestration/Microservices (Docker, Kubernetes, OpenShift), Elasticsearch, Terraform, Chef, Jenkins, Swagger API integration, Git • Data pipelines, real-time messaging, event-processing, and ETL data integration-data streaming solutions: Apache Kafka, pub/sub message-bus (IBM MQ), Apache Spark • Analytics, Data Mining, Visualization, Data warehousing: MatPlotlib, Plotly, Bokeh, Seaborn, Tableau, Pentaho, Weka • HTML/Web development frameworks: React.js / Vue.js / Node.js / Vaadin / Isomorphic SmartGWT • C++/C# Object-oriented programming with software development on Linux (CentOS / Ubuntu) Trading System Analytics and Strategy Development: • Time-series analysis and Predictive Model development • Regime switching, Ensemble models, Hidden Markov models • Bayesian Networks, Probabilistic graphical models: BayesiaLab, Netica-J • Backtesting, Simulation, Optimization, Walk-forward testing, Monte Carlo Analysis, Portfolio testing, Position-Sizing, Real-time datafeed and broker connectivity: eSignal, IQFeed, Bloomberg, Direct exchange feeds • Proficiency in specialized trading programming languages and Quant Development Platforms: TradeStation EasyLanguage, Quantopian Zipline / Alphalens / Pyfolio, Amibroker, Hood River TSSB, Neoticker, Market System Analyzer • Expert Systems, Decision support rule-engines, Cognitive architectures, Reinforcement learning, Genetic Algorithms, Fuzzy Logic (SOAR, Drools, Jess/FuzzyJ) • Agile Development/Methodologies (Scrum, Kanban), Design patterns/Frameworks, Technical architecture and system modeling/roadmapping: BPMN / UML, TOGAF
