DAVID SWEET

• CONTACT 
  

  New York, NY
  dsweet@andamooka.org
  

• EDUCATION 
  

  Ph.D. Physics (Chaos), University of Maryland, College Park, May 2000.

  B.S. Physics / B.A. Mathematics, Duke University, May 1995
  

• EXPERIENCE 
  

  Quantitative Trader, Proprietary trading firm, July 2020-.

  Adjunct Professor, Yeshiva University, March 2020-.

  ML Engineer, Instagram (Facebook), June 2019-February 2020.

  MD, head of GDQT, Galaxy Digital Holdings, August 2018-May 2019.

  Co-founder, Bedford Ave. Trading (aka, Galaxy Digital Trading), October 2017-August 2018.

  Quantitative Trader, Teza Technologies, May 2014-September 2017.

  Desk Head/Quantitative Trader, KCG/GETCO, November 2008-May 2013.
  

  Vice President/Associate Director, Quantitative Trader, Lehman Brothers/Barclay's, June 2004-November 2008.
  

  Co-Founder, Zephyr Financial, January 2003-June 2004.
  

  Quantitative Analyst, Thales Fund Management, June 2000-January 2003.
  

  Graduate Research Assistant, University of Maryland, June 1997-May 2000.
  

  Graduate Research Assistant, Los Alamos National Laboratory, Summer, 1999.
  

  Teaching Assistant, University of Maryland, August, 1996-May, 1997.
  

  NSF Research Experience for Undergraduates, University of California, Irvine, Summer, 1994.
  
  

• PUBLICATIONS 
  
  • Papers
    

    D. Sweet, B. W. Zeff, E. Ott, D. P. Lathrop, Three-Dimensional Optical Billiard Scattering, Physica D 154, 207 (2001).

    D. Sweet, E. Ott, J. M. Finn, T. M. Antonsen, Blowout Bifurcations and the Onset of Magnetic Activity in Turbulent Dynamos, Physical Review E 63, 066211 (2001).

    D. Sweet, E. Ott, T. M. Antonsen, D. P. Lathrop, Blowout Bifurcations and the Onset of Magnetic Dynamo Action, Physics of Plasmas 8, 1944 (2001).

    D. Sweet, H. E. Nusse, J. A. Yorke, Stagger-and-Step Method: Detecting and Computing Chaotic Saddles in Higher Dimensions, Physical Review Letters 86, 2261 (2001).
    

    D. Sweet, E. Ott, Fractal Basin Boundaries in Higher-Dimensional Chaotic Scattering, Physics Letters A 266, 134 (2000).
    

    D. Sweet, E. Ott, Fractal Dimension of Higher-Dimensional Chaotic Repellors, Physica D 139, 1 (2000).
    

    D. Sweet, E. Ott, and J. A. Yorke, Topology in chaotic scattering, Nature 399, 315 (1999).
    

    C. R. Hu, S. G. Matinyan, B. Müller, and D. Sweet, Wave Packet Collisions in Yang-Mills-Higgs Theory, Physical Review D 53, 3823 (1996).
    

  • Books
    

    D. Sweet, Tuning Up: From A/B testing to Bayesian optimization (Manning Publications).

    Lead author: D. Sweet, et. al., Forward by Matthias Ettrich (KDE founder), KDE 2.0 Programming (MacMillan Publishing, November 2000). Available in English, Japanese, Spanish, and German.
    

    Contributing author: Chs. 34-38, N. Wells, Special Edition: Using KDE (MacMillan Publishing, 2000).
    

• TEACHING

  Experimental Optimization Guest lecture for Data Driven Organizations, Prof. Andrew Catlin, Yeshiva University, October 2021

  Predictive models, Course in AI masters program, Yeshiva University, Summer 2021

  Optimization of High-Frequency Trading Systems Guest lecture for Trading Strategies and Systems, Prof. Vasant Dhar, NYU Stern School of Business, April 2019

  Optimization of High-Frequency Trading Systems Guest lecture for Trading Strategies and Systems, Prof. Vasant Dhar, NYU Stern School of Business, April 2018

  Optimization of High-Frequency Trading Systems Guest lecture for Trading Strategies and Systems, Prof. Vasant Dhar, NYU Stern School of Business, April 2017

  High Frequency Trading Guest lecture for Trading Strategies and Systems, Prof. Vasant Dhar, NYU Stern School of Business, January & April 2014

• PRESENTATIONS / INTERVIEWS
  

  Practical AI: Recommender systems and high-frequency trading

  Datacast: Chaos Theory, High-Frequency Trading, and Experimentations at Scale

  Test Guild Performance: Tuning Up with David Sweet

  Tetrasphere exhibit at National Museum of Mathematics (MoMath), 2018

  A Short Tour of Wall Street, UMCP SIAM Graduate Student Chapter, October 2003.

  Fractal Dimension Of Chaotic Saddles in the Kuramoto-Sivashinski Equation, Contributed Talk, Dynamics Days 2002, Baltimore MD, January 2002.

  KDE & Andamooka, NYLUG Monthly Meeting, New York, NY April 2001.

  Stagger-and-Step Method: Detecting and Computing Chaotic Saddles in Higher Dimensions, Multimedia Poster, Dynamics Days 2001, Chapel Hill, NC, January 2001.

  GUI Programming for Scientists, An introduction to KDE GUI programming in computational and experimental sciences.
  

  Optical Billiards, Applied Dynamics Seminar, University of Maryland, October 1999.
  

  Fractal Dimension of Higher Dimensional Chaotic Repellors, Two talks, Los Alamos National Laboratory, July, 1999.
  

  Fractal Dimension in Higher Dimensional Chaotic Scattering, Poster, Los Alamos National Laboratory Student Association Poster Session, LANL, July, 1999.
  

  Fractal Dimension in Higher Dimensional Chaotic Scattering, Poster, Fifth SIAM Conference on Applications of Dynamical Systems, Snowbird, UT, May, 1999.
  

  Chaos in Everyday Objects, Poster, Maryland Day, University of Maryland, April 1999.
  

  Fractal Dimension in Higher Dimensional Chaotic Scattering, Applied Dynamics Seminar, University of Maryland, July 1998.
  

  Several talks for visiting professors and researchers, 1998-99.