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Hi, I'm Sam NB.

  • šŸ‘‹ Hi, Iā€™m @samnaughtonb, MMath grad from University of Warwick and quant at Barclays UK.
  • šŸ‘€ Iā€™m interested in quant finance, stochastic analysis and control. My MMath thesis developed heterogeneous agent-based models for asset price dynamics. I'm now looking further into derivative pricing and optimal trading in this modelling context.
  • šŸŒ± Iā€™m currently learning Rust and Haskell.
  • šŸ’žļø Looking to collaborate on quantitative/numerical projects, preferably with applications in finance.
  • šŸ“« Feel free to email me.

Sam NB's Projects

aoc23 icon aoc23

Solutions for Advent of Code 2023

baby-compiler icon baby-compiler

Following "Modern Compiler Implementation in ML" by A. Appel.

peroxide icon peroxide

Rust numeric library with R, MATLAB & Python syntax

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