About

Nationality: Amerikanski

Age: Late 30s

Haircut: None

Grape: Pinotage

Base of Operations:
Right here in the Sunshine State

Education:
Bachelor of Science, Electrical Engineering (Controls & Communications)
Master of Science, Electrical Engineering (High Frequency Electronics)
Currently a Level 3 candidate in the Chartered Financial Analyst Program (CFA)

Profession:
I am an independent contractor. I work mostly from home but often from hotel rooms and resorts when my wife and I are traveling. Half the day I’m an electrical engineer for a West Coast wireless communications firm. The other half I’m a stock analyst for an East Coast money managing firm.

With no formal job title, I’ve been known to introduce myself as a Quantitative Freelancer when trying to impress, and to claim that my engineering, statistics, and signal processing skills allow me to basically work in any field I choose since “it’s all just math”. If I sense I haven’t fully dazzled with my brain for hire shtick, I might resort to showing off my iPhone app, arguing that juries should simply be instructed to multiply conditional probabilities, or throwing down some Schwyzerdütsch.

This is my office most days. A small, but not insignificant, portion of my income goes toward maintaining a proper inventory of nag champa, as a smoldering pyre must be constantly tended to, to throw the mosquitoes off scent. Let’s just hope Sai Baba and the Surgeon General stay on good terms.

I’m all about diversified income streams from multiple part-time gigs, so don’t be surprised to also find me artfully arranging your chirashi deluxe at Sapporo Sushi Shack, piloting your intercontinental 747 into Dubai under sandstorm IFR, or analyzing your cerebrospinal fluid for rare protein biomarkers. I’m telling you man, it’s all just math!

Areas of Expertise (Engineering Version):
I do algorithm development for wireless and wired digital communication systems. My specialty is in designing systems that can still successfully talk to each other when noise is huge, signal power is low, or both. You might be thinking deep-space signals arriving from NASA probes near the Kuiper belt, but it’s actually the black art of power line communications.

Briefly, your house already has electrical wiring that is used to distribute power to multiple outlets in each room. There’s no reason you can’t simultaneously use that same wiring (at different frequencies) as a big LAN to network computers, share internet, and route HD video. There are no holes to drill and wires to run as with ethernet or coax, fewer dead zones than with Wi-Fi, and unless you’re living in an apartment building, neighbors can’t even see your traffic so you have an additional layer of network security on top of encryption.

I specialize in orthogonal frequency division multiplexing (OFDM) and most areas of the associated physical layer: error correction coding (LDPCs, turbo), differential and coherent modulation, optimal interleaving, frequency offset compensation, channel adaptation, SNR estimation, impulse and RFI mitigation, and just about anything associated with signal processing. I can also talk enough spatial multiplexing, beamforming, and cooperative diversity to pass interview questions about MIMO, though in reality I’ve only just dabbled.

Areas of Expertise (Investing Version):
While I’ve certainly passed thousands of hours modeling and testing my own quant strategies by programming Java & Matlab to scrape all sorts of financial data from the web and crunch it in various ways, my paid work has mostly concerned good old fashioned value investing. The person I work for is a non-quant who successfully emulates the Buffett style of looking for franchise businesses selling at or below a fair price. As for me, I’m probably more a hybrid between Walter & Edwin Schloss and Monish Pabrai.

Briefly, I don’t trust the ubiquitous discounted cash flow valuation because it’s all about predicting the future. Much better to find a company whose stock price isn’t too much more expensive than net assets in hand today. Even better if the stock is making new lows despite improving fundamentals, the company has low debt, and management has skin in the game. I have a variety of things I examine for each potential long position, and while it’s not particularly complicated, I put it all into a checklist to make sure I don’t miss any steps.

While time series forecasting via neural networks, multifactor models, or genetic algorithms is closer to my muttersprache as an all-around algorithm guy, I’ve learned to really love the slow art of reading & deciphering a 10-K. Investigative accounting is a real passion, though at this stage I’m probably better at piecing together why Jim Chanos is short a particular company by examining its financial statements ex post one of his CNBC interviews, rather than coming up with my own ex ante thesis from scratch.

To Contact:
I prefer comments to blog posts so that others may benefit from the discussion, but if you want to contact me privately, no problem! Please just prove you’re not a spam-bot by assembling my email address as follows:
Start with the tea: sencha.
Follow that with the number: 71.
Follow that with the @ sign.
Finally add gmail.com.