Statistical & Financial Consulting by Stanford PhD
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  • PhD in Statistics from Stanford University

  • PhD Minor in Finance from the Stanford Business School

  • 4 years of relevant experience on Wall Street

  • More than 10 undergraduate, master's level and PhD level courses taught at Stanford over a period of 5 years

  • 2 years of statistical consulting at Stanford: advising researchers and students in the fields of Medicine, Biology, Psychology, Sociology, Education and Engineering

  • 7 years of statistical & financial consulting in New York City and all over the world ( remotely ): advising companies, business professionals, researchers and students in the fields of Finance, Marketing, Medicine, Biology, Psychology, Sociology, Political Science, Education, Engineering and Computer Science

  • More than 50 hedge funds, consulting companies, IT companies and online businesses in New York City, Long Island, Los Angeles, San Francisco, Chicago, London and Melbourne acting as clients over the last 7 years

  • More than 80 finance professionals acting as clients over the last 7 years

  • More than 40 MD's, nurses and other medical professionals acting as clients over the last 7 years

  • More than 20 researchers / professors in Psychology, Sociology, Education and Political Science requesting help with the statistical part of their research over the last 7 years 

  • More than 70 PhD students in Biology, Psychology, Sociology, Education and Finance requesting help with dissertation preparation and defense over the last 7 years 

  • More than 200,000 lines of code written in R, Matlab, SAS and Stata during the consulting career


The areas can be divided into several broad, somewhat overlapping categories:

statistics - data mining / machine learning, signal processing, pattern recognition, neural network, projection pursuit, wavelet analysis, MART, MARS, CART, classification, random forest, genetic algorithm, ridge regression, lasso, nearest neighbor, discriminant analysis, cluster analysis, multiple linear regression, logistic regression, logit / probit transformation, linearization of nonlinear regression, spline, kernel smoother, nonparametric statistics, support vector machines, cross-validation, model selection, bootstrap, jacknife, factor analysis / principal component analysis ( PCA ), canonical correlation analysis, Monte Carlo, variance reduction, antithetic / importance sampling, covariate, Markov Chain Monte Carlo, EM algorithm, Gibbs sampler, Metropolis - Hastings, Bayes rule, Bayesian Statistics, conjugate prior, posterior distribution, conditional expectation, multivariate distribution, path analysis, multiple imputation for missing data, z-score, t-test, F-test, chi-square test, Wilcoxon test, power and sample size calculation, weighted least squares ( WLS ), generalized least squares ( GLS ), heteroskedasticity, leverage, outlier diagnostics, robust estimation / hypotheses testing / confidence interval, shrinkage, variance transformation, propensity score matching, generalized linear model ( GLM ), analysis of variance ( ANOVA / MANOVA ), analysis of covariance ( ANCOVA / MANCOVA ), biostatistics / biometry / biometrics / bioinformatics, GWAS, population genetics, survival analysis, Kaplan - Meier estimator, Cox model, longitudinal study, panel data, fixed effect, random effect, mixed effects model, family-wise error rate, Bonferroni correction, experimental design, design of surveys, reliability theory, negative binomial / geometric / Gamma distribution, Bernoulli trial, discrete probability - statistics help & biostatistics help;

econometrics - time series, instrumental variable, simultaneous equations, structural equation modeling ( SEM ), generalized method of moments ( GMM ), method of maximum likelihood, quasi likelihood, asymptotic efficiency, large sample properties, ARMA / ARIMA, ARCH / GARCH, ARDL, vector autoregression (VAR), spectral theory, autocorrelation, Kalman filter and other filtering methods, forecasting, intervention analysis, synthetic controls - econometrics help & statistics help;

stochastic processes - martingale, point / counting / Poisson process, Brownian motion, Levy process, random field, interpolation / extrapolation, diffusion / jump-diffusion, semimartingale, stochastic volatility modeling, stochastic calculus, stochastic differential equation ( SDE ), Ito lemma, backward Kolmogorov equation, Feynman - Kac, stationary distribution, Markov chain, irreducibiliy, transient / absorbing / recurrent state, balance equation, transition, regime switching process, Hidden Markov Model ( HMM ), structural change - probability help & econometrics help;

finance - asset pricing, option pricing, risk-neutral measure, replicating strategy, market risk, Black - Scholes, term structure, interest rate products, foreign exchange ( FX / FOREX ), credit derivative, equity, commodities, basket option, exotic derivatives, swap, swaption, cap, caplet, extinguishing swap, cancellable swap, callable bond, convertible bond, barrier option, Asian / American option, knockout, double knockout, baseball option, futures contract, credit default swap ( CDS ), bespoke CDO, index tranche, first to default swap, mortgage, empirical prepayment models, copula framework, structural models, reduced form models, Moody's / S&P rating based methods, correlation smile, loss curve, Heath - Jarrow - Morton ( HJM ), Longstaff - Scwartz, Crank - Nicolson scheme, portfolio theory, financial economics, statistical arbitrage ( statarb ), reversion, momentum, cointegration, Dickey - Fuller, proprietary trading, Sharpe / CalMar ratio optimization, backtesting, drawdown, technical analysis, portfolio optimization and risk management, hedging, butterfly trading, financial engineering / mathematical finance - finance help;

statistical software - Matlab, R / S-PLUS, SPSS / AMOS, SAS, JMP, Stata, Minitab, EViews, Microsoft Excel - statistics help, biostatistics help & finance help.


Typically, I meet face to face with clients in New York and work via Skype, e-mail and / or phone with clients in other locations. What follows is an extended list of the locations I have covered in the past: Stanford (California), New York Metro area, Princeton (New Jersey), Long Island, New Heaven, Greenwich (Connecticut), Philadelphia, Pittsburgh (Pennsylvania), Boston, Cambridge (Massachusetts), Chicago (Illinois), Washington DC, Baltimore (Maryland), Miami, Orlando (Florida), Sacramento, San Francisco, Palo Alto, Mountainview, San Jose, Los Angeles, San Diego (California), Seattle (Washington), Houston, Austin, Dallas, College Station (Texas), Phoenix (Arizona), Denver (Colorado), Columbus (Ohio), Toronto, Montreal, Vancouver (Canada), Mexico City (Mexico), London, Cambridge, Edinburgh, (United Kingdom), Paris (France), Bergen (Norway), Berlin, Frankfurt (Germany), Kuwait City (Kuwait), Singapore, Hong Kong (China), Tokyo (Japan), Sydney, Melbourne, Brisbane, Adelaide, Perth (Australia).

Please read the detailed description of the services offered in the areas of statistical consulting and financial consulting: home page, types of servicecase studies and payment options.