Tyler Abbot
Quantitative Researcher
United Kingdom
Summary
👤
Senior🎓
Top SchoolTyler Abbot is a quantitative researcher with 11 years of experience building intraday trading strategies and infrastructure at leading proprietary firms including Squarepoint Capital and Millennium. He combines a rigorous academic foundation—a PhD in economics from Sciences Po focused on heterogeneous risk preferences and stochastic volatility—with hands-on skills in Python, parallelization, and cluster workflows developed during internships and research roles. Tyler’s work bridges theoretical asset-pricing insights and pragmatic strategy implementation, translating continuous-time stochastic control and PDE techniques into production-ready trading systems. Based in the UK, he has taught and collaborated internationally (Princeton, Columbia) and brings an uncommon blend of academic depth and production experience to market microstructure and intraday alpha research.
11 years of coding experience
4 years of employment as a software developer
BBA BA International Business and French, BBA BA International Business and French at Texas McCombs School of BusinessDoctor of Philosophy (Ph.D.) Economics, Doctor of Philosophy (Ph.D.) Economics at Sciences PoUn Été à l'ENS Lettres, Un Été à l'ENS Lettres at Ecole Normale SupérieureSemèstre d'Échange Finance, Semèstre d'Échange Finance at HEC Paris
English, French
Github Skills (77)
python10
pandas9
gpy9
scientific-computing9
post9
algorithms9
manipulation9
frame9
scipy9
data-analysis9
dataframes8
optimization-methods8
data-manipulation8
gaussian8
data-structures8
Programming languages (8)
Github contributions (5)
tyler-abbot/tyler-abbot.github.io
Apr 2015 - Jun 2018
Contributions:123 commits, 119 pushes, 2 branches in 3 years 2 months
tyler-abbot/ProgrammingFall2016
Jul 2016 - Jun 2017
Contributions:42 commits, 14 PRs, 37 pushes in 11 months
scienceseconomicsmsc
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