Hey there
I am Pete, originally from Australia and currently living in Sydney. I have lived and worked in a few cities around Australia, as well as London, Zurich and Berlin.
I have studied Computer Science and Applied Finance, and recently completed an MSc in Mathematical and Statistical modelling. I trade forex and options.
I have been writing software basically my entire adult life, which clocks in at about 15 years by now. The bulk of my early years was doing UNIX development in C and perl. I spent a lot of time working with OpenBSD and have a bit of code in the kernel and userland. I'm pretty sure some of my stuff got picked up by NetBSD and FreeBSD as well. I still love UNIX.
I also spent many years at a big investment bank working in computer security and security risk management. There I worked on a whole bunch of stuff, and towards the end found myself running a global penetration testing team. I got a bit tired of the security industry so left the bank and went off to study Maths & Statistics so I could understand what these machine learning books were talking about.
I like trading and building relatively low frequency automated trading systems.
This blog is mostly me thinking out loud, and if you have any comments or something to say I love talking about this stuff so don't be shy. I hold no secrets and there are a lot of dead ends when looking at these things, so posts are intermittent. I am particularly interested in using data to make better decisions and the applications of machine learning.
I also enjoy creating generative art, you can see my works here: Generative Art
I typically use Python for day to day programming tasks, R for statistics related stuff, and Java/Processing or C++/OpenFrameworks for visual/generative work.
Outside of being a huge nerd I enjoy photography, music, sunsets, yoga, beer, just the usual stuff.
If you are interested in hearing all the dumb things I think about during the day, you can find me on twitter as dizzy_pete. You can also find me on Google+ and reach me via email peter dot werner at gmail.com
Thanks for stopping by.
