Welcome to My Blog

Hello, World

I'm Julian Wiley, a quantitative developer and data scientist based in the Boston area. I specialize in applying machine learning and big data techniques to financial markets -- from building trading alpha factors to deploying distributed ML pipelines on cloud infrastructure.

My Background

My journey into data science started in a high school robotics lab, where I first experienced the thrill of building systems that make decisions from data. That curiosity carried into college, where I spent four years deep in machine learning coursework at Harvard Extension School while simultaneously building trading systems at startups.

Key areas I work in:

• Quantitative Finance -- Alpha factor research, intraday trading strategies, backtesting frameworks
• Machine Learning -- Time series forecasting, gradient-boosted models, deep learning for financial data
• Big Data Engineering -- PySpark, AWS EMR, distributed data pipelines
• MLOps -- Model deployment, monitoring, and infrastructure on AWS

What You'll Find Here

This blog serves as a home for my technical writing. Expect posts covering:

1. Technical deep-dives -- Detailed walkthroughs of ML projects, from data preprocessing through model evaluation
2. Project write-ups -- Behind-the-scenes looks at my portfolio projects, including architecture decisions and lessons learned
3. Tool and library reviews -- Practical guides on tools I use daily (PySpark, Backtrader, scikit-learn, etc.)
4. Tutorials -- Step-by-step guides for common data science and quant finance workflows

Get in Touch

I'm always interested in connecting with fellow data scientists, quant developers, and ML engineers. You can find me on:

• GitHub
• LinkedIn
• Email: [email protected]

Thanks for stopping by. Stay tuned for more posts!