Summary
Tyler Copple is a quantitative FX strategist and former senior software engineer with 12 years of experience designing, modeling, and deploying systematic FX derivatives strategies and risk tooling. Based in New Haven, he has led quant and engineering teams at hedge funds including Capstone, White Marigold, and BlueCrest, delivering production-grade systems that managed hundreds of millions in daily FX flow. His background spans low-latency production engineering, statistical modeling, and ML-driven parameter search—combining C#/SQL and modern data science practices to close the gap between research and trading. He built core risk management platforms and online metric pipelines that enabled both systematic and discretionary traders to monitor and act on portfolio-level signals in real time. A UT Austin CS graduate with an MS in Predictive Analytics from Northwestern, he brings a rare blend of front-office domain expertise and hands-on software architecture. Colleagues rely on him for pragmatic solutions that scale from research notebooks to mission-critical production systems.
12 years of coding experience
13 years of employment as a software developer
B.S., Computer Science, B.S., Computer Science at The University of Texas at Austin
Master of Science (MS), Predictive Analytics, 4.0, Master of Science (MS), Predictive Analytics, 4.0 at Northwestern University