About the service
I'm a specialist in array languages, and APL is my primary tool, not a side interest. Where most developers reach for loops and heavy frameworks, I express the same computational task in a few dense lines of operations over entire vectors and matrices at once. This is truly a different way of thinking about code, and over years working in Dyalog APL, I've learned to transform tangled numerical problems into short, readable expressions that map directly onto the mathematics behind them. If you have a pricing model, risk calculation, or analytics pipeline that feels heavier than it should be, I can usually fold it into something far more compact and intelligible.
Most of my work lies at the intersection of finance and numerical computing. I build and tune models for option valuation, portfolio and risk metrics, time series analytics, and Monte Carlo-style simulations, and I care equally about correctness and speed. Since arrays are first-class values in APL, I prototype a quantitative idea quickly, test it on real data, and leave the same expressions in production without rewriting. I'm comfortable connecting APL to databases, CSV, and market feeds, and packaging results so that analysts and colleagues without APL knowledge can use them through familiar tools and reports.
A significant part of what I do is rescue and maintenance work. Legacy APL systems written decades ago, before their authors departed, still run critical calculations at banks, insurance companies, and research divisions. I read such code fluently, document what it actually does, fix places that have quietly drifted, and modernize it carefully so it keeps producing correct numbers. Whether you need a new model from scratch, acceleration of an existing one, or control restored to an old workspace—I'll help.
— APL and Dyalog development for finance and analytics
— Option valuation, portfolio, and risk models
— Time series analysis and Monte Carlo simulations
— Vectorized numerical and mathematical code
— Rescue, documentation, and modernization of legacy APL code
— Data integration with databases, CSV, and market feeds
Most of my work lies at the intersection of finance and numerical computing. I build and tune models for option valuation, portfolio and risk metrics, time series analytics, and Monte Carlo-style simulations, and I care equally about correctness and speed. Since arrays are first-class values in APL, I prototype a quantitative idea quickly, test it on real data, and leave the same expressions in production without rewriting. I'm comfortable connecting APL to databases, CSV, and market feeds, and packaging results so that analysts and colleagues without APL knowledge can use them through familiar tools and reports.
A significant part of what I do is rescue and maintenance work. Legacy APL systems written decades ago, before their authors departed, still run critical calculations at banks, insurance companies, and research divisions. I read such code fluently, document what it actually does, fix places that have quietly drifted, and modernize it carefully so it keeps producing correct numbers. Whether you need a new model from scratch, acceleration of an existing one, or control restored to an old workspace—I'll help.
— APL and Dyalog development for finance and analytics
— Option valuation, portfolio, and risk models
— Time series analysis and Monte Carlo simulations
— Vectorized numerical and mathematical code
— Rescue, documentation, and modernization of legacy APL code
— Data integration with databases, CSV, and market feeds
