I’m Andrew Yao. I live in Santa Monica, CA with my wife, 2 kids, and 2 dogs. I am currently a software engineer at 8th Light. Most of my career has been in electronic or algorithmic trading of equities, derivatives, or currencies at investment banks, trading software firms, startups, or in quantitative research.

What is this blog for?

I need a way to keep track of things I’m interested in, organize my thoughts on research topics, and document things I am trying to learn and explore. I hope that other people might find at least some of these topics helpful or interesting.