Ryan Downing

Hi, my name is Ryan Downing and I am currently a Software Engineer Intern at Capital One as well as the Co-President / Portfolio Manager of the Smith Investment Fund at UMD. I am currently pursuing a dual-degree from the University of Maryland with a Bachelors of Science in Finance and Computer Science with a specialization in machine learning. I have a profound interest in all things data, and am particularly interested in financial markets. Recently, my research has been concentrated around systematic trading strategies that utilize novel quantitative finance techniques. I am also working on an NLP platform for performing sentiment analysis for stocks to be used as an alternative data source for trading research.

Advent of Code 2020 (Python)

All challenges from advent of code 2020 completed in Python 3.

Stock Sentiment

WIP (Alpha version live!): Website for displaying data and visualizations based on sentiment of US equities from various alternative text sources. The backend is a fully automated system which scrapes texts from reddit, twitter, and earnings reports. The data is then processed through an NLP pipeline and passed to the frontend for visualizations.

Financial Data Modeling

An exploratory data analysis of historical financial data including both financial statements and price volume. Applies basic machine learning methods for price prediction.

Smith Investment Fund

Manage a team of 22 other students at the University of Maryland in researching systematic trading strategies, developing supporting software, and educating undergraduates in topics including statistics, programming, finance, and career development.

Smith Investment Fund Semi-Annual Report (Spring 2021)

Highlights and achievements from the Smith Investment Fund's Quantitative Team which I had the pleasure of managing and working alongside for the last two years

Hyperparameter Optimization for Systematic Trading Strategies

Showcase and application of hyperparameter optimization pipeline for systematic trading strategies. Optimizes the parameters of moving average strategies to boost in-sample and out-of-sample performance.

Personal Portfolio Review

A review of my personal equity portfolio during this tumultuous and historic year

Smith Investment Fund Mid-Semester Update (Fall 2020)

Update of progress and goals for the Smith Investment Fund's Quantitative Team in the Fall 2020 semester

Alpha Research Workflow

Notebook demonstration to walk-through the basic process of researching systematic trading signals with large amounts of data.

Capital One Financial Corporation

DevOps Engineer Intern, June 2021 - August 2021

Capital One Financial Corporation

Data Engineer Intern, June 2020 - June 2021

NSF - Research for Undergraduates at UMD

Machine Learning Researcher, June 2021 - August 2021

Smith Investment Fund at UMD

Co-President / Portfolio Manager, October 2018 - Present

Lincoln Financial Heritage

Summer Intern, May 2019 - August 2019

Languages & Frameworks

Advanced in Python, proficient in C, OCaml, Java, R, Ruby knowledgeable in Rust, Assembly, MATLAB

Python Packages

NumPy, Pandas, Sklearn, PyTorch, Tensorflow, Transformers, SpaCy, Ray, Optuna, Seaborn, Dask, Multiprocessing, Hypothesis, PyTest, Poetry

Other

Docker, MySQL, PostgreSQL, Jira, LaTeX