For over 25 years I have been weaving together my passion for technology and the financial markets. The path from college to here started at Lehman Brothers, via Goldman to Citadel where I learned all about quant and the buy-side. Then after launching my own hedge fund with several partners I ended up over at Credit Suisse at the start of the evolution of fixed income trading to the electronic future. And then to the HFT world.

Even before college I had a passion for technology and the financial markets, remembering my 18th birthday when I was finally old enough to open my own brokerage account at the one brokerage willing to take me, K. Aufhauser & Co. And that is where it all began. Couple that with TradeStation, or Omega Research as it was called at the time, and I had everything to start my adventure into the intersection of trading and technology.

Open Source Projects

rsheftel/raccoon: Python DataFrame with fast insert and appends (github.com)

rsheftel/pandas_market_calendars: Exchange calendars to use with pandas for trading applications (github.com)