Connor DuncanQuantitative Analystconnor@connorduncan.xyz |
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:
- my dotfiles : neovim/tmux config, with nice zsh defaults. Configured primarly for python (ruff to lint, pyright for code jumping) and rust development (rust-analyzer).
- polars_istr : string validations in Polars, implemented in rust. If you have some expensive ufunc you apply a lot (e.g. Luhn double-add-double checksum computation), please don't hesitate to open an issue, and I will work on including it.
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.