Summary
Dan Nemesek is a founder and quantitative researcher with 14 years of experience marrying machine learning, statistical modeling, and deep market microstructure to decode equity options dynamics. Based in Oxford, Mississippi, he builds proprietary frameworks that translate implied volatility surfaces, option flow, and first- and second-order market-maker Greeks into tradable signals and liquidity forecasts. Previously he led innovation and architecture teams at CoreLogic, bringing enterprise software rigor to boutique quantitative research. Equally comfortable collaborating with institutional traders or shipping production-ready models, he focuses on practical edge—turning subtle dealer hedging behaviors into actionable strategies. An unexpected strength is his philosophical and mathematical foundation, which sharpens his ability to question assumptions and design robust, defensible models.
14 years of coding experience
19 years of employment as a software developer
Mathematics and Computer Science, Mathematics and Computer Science at University of Mississippi