Eric Patterson is a quantitative analyst with 16 years of experience supporting options and futures market making operations. His experience includes developing options models, analyzing market microstructure data, and optimizing high-performance computation.
His current research interests are applications of statistical learning to systematic and discretionary trading, Bayesian data analysis, and reproducible quantitative research. He holds a Ph.D. and M.S. in mathematics from the University of Chicago and a B.A. in mathematics from Columbia University. While working towards his Ph.D., he was a teaching assistant in the Financial Math Program.