Episode 65: Chaos Theory, High-Frequency Trading, and Experimentations at Scale with David Sweet
David Sweet was a quantitative trader at GETCO, where he used experimental methods to tune trading strategies, and a machine learning engineer at Instagram, where he experimented on a large-scale recommender system. He is currently writing a book called "Tuning Up," an extension of lectures given at NYU Stern on tuning high-frequency trading systems. Before working in the industry, he received a Ph.D. in Physics and published research in Physical Review Letters and Nature. The latter publication – an experiment demonstrating chaos in geometrical optics -- has become a source of inspiration for computer graphics artists, undergraduate Physics instructors, and an exhibit called TetraSphere at the Museum of Mathematics in New York City.