David Steele
Software Engineer at Notarize
Mendon, Massachusetts, United States
Summary
🤩
Rockstar🎓
Top SchoolDavid Steele is a software engineer with a decade of production experience building back-end systems, currently contributing to Notarize after five years at Quantopian. A Carnegie Mellon mathematics graduate with strengths in operations research and statistics, he brings a data-driven approach to engineering problems, particularly in algorithmic trading infrastructure. His open-source work on Zipline, trading_calendars, and the scrtlabs Catalyst project demonstrates deep familiarity with pipeline engines, custom factor implementations, and robust handling of missing financial data. He’s comfortable shipping pragmatic fixes and enhancements—everything from auto-close support for delisted equities to merging numerical expressions—showing an eye for reliability in financial workflows. Based in Mendon, MA, David pairs quantitative rigor with hands-on coding discipline developed across industry internships, academia, and early roles.
10 years of coding experience
5 years of employment as a software developer
Bachelor's degree, Mathematics, Bachelor's degree, Mathematics at Carnegie Mellon University
Github Skills (22)
data-pipelines10
python10
pandas10
financial-analysis10
data-pipeline10
algorithmic-trading10
data-analysis10
trading9
numpy9
apidoc9
cryptocurrencies9
finance9
statistical-models9
exception-handling9
api9
Programming languages (4)
Github contributions (5)
quantopian/trading_calendars
Apr 2016 - Nov 2019
Calendars for various securities exchanges.
Role in this project:
Back-end Developer
Back-end DeveloperContributions:7 releases, 54 commits, 25 PRs in 3 years 7 months
Contributions summary:David primarily contributed to the Zipline project within the repository, which involves creating calendars for various securities exchanges. The user enhanced the codebase by implementing features related to custom factors, correlation, and regression calculations. They also addressed bugs related to factor output naming collisions and added single-column input/output capabilities to pipeline terms. Furthermore, the user modified the code to reflect updates in futures calendars and to add various API models.
calendarscalendarexchangessecurities
quantopian/zipline
Aug 2015 - Apr 2020
Zipline, a Pythonic Algorithmic Trading Library
Role in this project:Back-end Developer
Back-end DeveloperContributions:173 commits, 156 PRs, 562 pushes in 4 years 7 months
Contributions summary:David contributed to the Zipline algorithmic trading library by addressing a bug related to missing benchmark and treasury curves data during initial downloads. They also implemented an enhancement to support auto-close dates for equities, improving the handling of delisted assets within the trading framework. Further contributions include modifications to the pipeline engine, such as handling empty pipelines and merging numerical expressions. Several commits focused on refining the pipeline, adding features for masking custom factors and supporting custom factors with multiple outputs.
algorithmic-trading-libraryalgorithmic-tradingpythontrading-botbacktesting-trading-strategies
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