Connor Duncan

Quantitative Analyst

About Me

I am a Quantitative Analyst on the Fixed Income ETF Team at Invesco. I recently graduated 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.

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:

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.