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Short Description: Expert in statistical computing, with specialties in: The R language, Quantitative finance, Optimization

Address: 4-b Jodrell Road, E3 2LA

City: London

Country: UK

Telephone: +44 (0)208 525 0696

Website: http://www.burns-stat.com/

Contact E-mail: patrick@burns-stat.com

Blog URL: http://www.portfolioprobe.com/blog/

Twitter Page:

RSS Feed: link

Joined: May 4th, 2011

Activity

Burns Statistics wrote a new blog post titled US market portrait 2016 week 52

US large cap market returns. Fine print The data are from Yahoo The S&P 500 stocks are used (as implied by Wikipedia on 2016 January 16) that still survive with the same symbol The initial post was “Replacing market indices” The R code is in marketportrait_funs.R — you are free to use these functions however you like
(386 days ago)

Burns Statistics wrote a new blog post titled US market portrait 2016 week 50

US large cap market returns. Fine print The data are from Yahoo The S&P 500 stocks are used (as implied by Wikipedia on 2016 January 16) that still survive with the same symbol The initial post was “Replacing market indices” The R code is in marketportrait_funs.R — you are free to use these functions however you like
(401 days ago)

Burns Statistics wrote a new blog post titled US market portrait 2016 week 44

US large cap market returns. Fine print The data are from Yahoo The S&P 500 stocks are used (as implied by Wikipedia on 2016 January 16) that still survive with the same symbol The initial post was “Replacing market indices” The R code is in marketportrait_funs.R — you are free to use these functions however you like
(444 days ago)

About:

Burns Statistics is the consulting and software vehicle for Patrick Burns. 

Experience

Consulting
Patrick has over a decade of experience as a consultant in the financial and medical industries. Assignments have included analysis of equity data with R, building GARCH modules in S, tutoring S and statistics, automated trading, risk management, and evaluating the efficacy of medical devices.

Finance
In addition to his consulting experience, Patrick was an employee of Schroder Salomon Smith Barney (Citigroup) in London for four years. While there, he developed statistical models for equities -- both client-facing and proprietary. He also wrote in-house software for numerous applications including portfolio optimization and risk management.

Software Development
Patrick was a lead developer of S-PLUS in its early years. His tasks included adding functionality (such as principal components and robust estimation in several settings), finding and fixing bugs, and documentation.

You can read his blog at: http://www.portfolioprobe.com/blog

Products

open to followers / 5 followers

Portfolio Probe

Burns Statistics