Connor DuncanQuantitative Analystconnor@connorduncan.xyz |
About Me
I am a Quantitative Analyst on the Fixed Income ETF Portfolio Management desk at Invesco. I recently graduated from the University of Illinois in Chicago with a Master's in Applied Math. Before that, I attended the University of California, Berkeley, where I studied Applied Math and Physics.
I enjoy working on software to solve problems in PDEs, Mixed Integer Programming, and Data Science. I also like hacking on Vim, and teaching my editor to catch my mistakes before I do.
Side Projects
I work on a few opensource projects in my spare time. The use cases are (fairly) niche, but if you work with string data validation in Polars or want a trimmed-down, gruvbox version of the primeagen's nvim/tmux setup, you might be interested in the following:
- my dotfiles : neovim/tmux config, with nice zsh defaults. Configured primarly for Python (ruff/pyright) and Rust development (rust-analyzer).
- polars_istr : string validations in Polars, implemented in Rust. I wrote the part that deals with security ID validation. I've found it useful for dealing with poorly formatted data where security identifiers are mixed in one column (e.g. splitting out a CUSIP/SEDOL) column for use in a join with a properly structured data source).
- pyscipopt : python wrapper for SCIP (Solving Constraint Integer Programs) a mixed-integer programming library. I've made a few contributions here attempting to improve performance for combinatorially constrained problems. I think it is generally a cool project worth checking out.
- vim-dadbod-snowflake : a fork of the excellent tpope plugin that adds support for Snowflake. Hopefully this gets merged and I can delete this repo. Until then, here it remains!
Lecture Notes (Math + Physics)
Here are some lecture notes I took as an undergraduate at Cal. These are provided as-is with zero-editing (except PDEs II), and are probably not a great primary source if you're in any of these classes. These are mostly here for my own reference, and because they include some nice TiKz pictures.