Statistical & Financial Consulting by Stanford PhD
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I am a professional offering services in the areas of statistical and financial consulting. I hold a PhD degree in Statistics and a PhD Minor in Finance from Stanford University. I have worked in the industry for twelve years, focusing on projects pertaining to data mining, factor analysis, cluster analysis, time series analysis, stochastic volatility modeling / asset pricing, statistical arbitrage / development of proprietary trading strategies, and so on.

Equally importantly, I have eleven years of financial and statistical consulting experience. I have consulted companies, business professionals, researchers and students in the fields of Marketing, Medicine, Biology, Psychology, Sociology, Political Science, Engineering, Economics and Finance. Location-wise, my clients have been based in New York, Boston, Philadelphia, Washington, Los Angeles, San Francisco, San Jose, Stanford, Seattle, Chicago, Toronto, Montreal, London, Edinburgh, Bergen, Frankfurt, Kuwait City, Hong Kong, Adelaide, Melbourne, Sydney and so on.

Typically, I meet in Manhattan or consult via Skype, e-mail and phone if the clients are far from New York. In addition to that I do complete projects for my clients, which may or may not require a meeting. Examples of services: data analysis in any of the major statistical packages (R / R Studio, Matlab, SPSS, Stata, Python, SAS, JMP, EViews, Minitab), design of experiments, development of pricing and trading systems, model validation, dissertation assistance, consulting sessions to improve general knowledge. Please read the detailed description of the types of service, experience and case studies.

Unless urgency is involved, the rate is $80 per hour for standard projects (regression, ANOVA, panel data, survey design, non-parametric tests) and more for "high tech" material (data mining, cluster analysis, multivariate time series, hidden Markov models, Markov Chain Monte Carlo, Bayesian modeling, spatial statistics, GWAS, SAS functionality, statistical arbitrage / trading strategies, exotic asset pricing, market risk management). Please e-mail me for more detailed pricing information or any other clarification.

Picture of the month: Marshall-Olkin copula, used in recent analysis. Copula functions are utilized in actuarial science and asset pricing to model codependence of several events. In particular, Marshall-Olkin copula is getting more and more attention because, unlike the "ruling" Gaussian copula, it is intuitive, asymmetric and allows for positive correlation of extremely good and extremely bad events.