This past Friday was my last day at Quantopian, after a little over six years (or eight years, depending on how you count). I'm extremely proud of the work I've done as part of the Quantopian team. I'm also extremely grateful for the trust that Quantopian as an organization has placed in me during my tenure. I can't think of another place where I could have grown so much and learned so much, so early in my career.
During my time at Quantopian I've been privileged to be able to work on a pretty cool set of projects. I helped build:
A hosted Jupyter Notebook service that was, to my knowledge, the first large-scale deployment of JupyterHub.
A domain-specific query system for doing cross-sectional timeseries analysis of financial data.
Another domain-specific query system for constrained portfolio optimization.
Data ingestion systems that process hundreds of gigabytes of financial data from over 40 countries, every night.
I've also had the opportunity to be involved with several awesome open source projects in the PyData ecosystem. I'm particularly proud and grateful to have been part of the IPython/Jupyter community, who guided me through my first open source pull request, and who have been wonderful friends and collaborators, both online and in person.
What's Next?
I'm joining an early stage startup based in the Bay Area. I'll be working from home in Boston until the COVID-19 pandemic subsides, after which I'll be splitting time between the east and west coasts for at least a few months.
As far as my open source work goes, I expect to be less involved in Quantopian-managed open source projects, but
otherwise I don't think much will change. I plan to continue maintaining
python-interface, and I hope to continue being involved in the
PyData community. I may still check in from time to time in the Zipline issue
tracker, but I'll be likely be less active than I've been recently.
I'm going to have a few weeks of down time between jobs. I've got a good sized reading list to work thorugh, and I've got ideas for a couple small projects, but I'm interested in suggestions for fun open source projects to hack on. I particularly enjoy working on projects that improve developer productivity, projects involving low-level performance tuning, and projects that involve interesting metaprogramming challenges.