Ross Taylor

I am a financial engineer at ALPIMA, where I am helping to build an innovative financial advisory platform. Previously I have worked as a quantitative analyst looking at sports prediction markets, and as an economist for the UK Treasury. My academic background is in financial econometrics, most recently completed an MPhil in Economics at Cambridge, and my research interests are in time series and approximate inference.

For the past 6 months I have been working on PyFlux - an open source time series library for Python. The goal is to bring cutting-edge time series methods to Python. The library already contains a good array of models and inference capabilities - and there is still a long way to go! In the next 6 months I am looking to further refine this library, as well as start work on a new library for Bayesian reinforcement learning.