Aaron Goodman is a quantitative strategist in the New York City area with 14 years of technical experience blending statistical rigor and hands-on engineering. At Virtu Financial he applies advanced statistics and trading intuition to real-world market microstructure problems, while his open-source work shows deep systems fluency—optimizing networking packages for OpenWrt and improving CSV parsing performance in RStan. His academic background spans computer science and statistics from the University of Pennsylvania and Stanford, plus entrepreneurship training at Stanford GSB, which informs a pragmatic, product-focused approach to research. Colleagues benefit from his uncommon mix of low-level DevOps and high-level quantitative modeling, able to trace a performance issue from packet routing to probabilistic inference.
14 years of coding experience
Lakeside Upper School
University of Oxford
Certificate in Innovation and Entrepreneurship, Entrepreneurship/Entrepreneurial Studies, Certificate in Innovation and Entrepreneurship, Entrepreneurship/Entrepreneurial Studies at Stanford University Graduate School of Business
B.S.E, Computer and Information Science, B.S.E, Computer and Information Science at University of Pennsylvania
Master's degree, Statistics, Master's degree, Statistics at Stanford University
Community maintained packages for OpenWrt. Documentation for submitting pull requests is in CONTRIBUTING.md
Role in this project:
Back-end Developer & DevOps Engineer
Contributions:40 reviews, 97 commits, 24 PRs in 11 months
Contributions summary:Aaron primarily contributed to the `mwan3` package, which is related to multi-WAN functionality on OpenWrt. Their work involved optimizing the shell scripts by reducing calls to `ip route list`, removing redundant code, and fixing regressions. Furthermore, they implemented improvements to the route creation process, including handling of IPv6 routes and integration with `procd` for process management. The user also made changes to the openfortivpn package, including using netifd, adding options to test host status, and fixing routing issues.
Contributions:5 commits, 1 PR, 22 comments in 6 days
Contributions summary:Aaron focused on improving the performance and stability of reading CSV files within the RStan package. Their work involved optimizing the CSV reading process by reading the files line by line, pre-allocating memory, and using binary file connections. They also addressed a buffering bug in R 3.5.0 and implemented workarounds. The user also made changes to how header information in CSVs is read, especially how the number of iterations is parsed and used.
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