Mika Illouz

email: mika@illouz.net, GitHub

Here are some of the things I've done professionally:

• Engineer: At OneChronos, I'm developing novel discrete auction mechanisms to transform the way electronic trading works.
• Quant Trader: At HFT trading firm Xambala, I researched, implemented, and deployed novel high-frequency trading strategies in US equities based on novel machine-learning techniques, and using a mix of passive and aggressive order-placement schemes. I also developed the firm's dark-pool order-placement capabilities. I briefly worked at FINAL as part of its acquisition of Xambala.
• Founder: At EigenDog, I developed and launched a web-service for machine learning of gradient boosted tree models that scales over large training sets. System operated over ensembles of Amazon EC2 resources, which it dynamically instantiated in proportion to data volume. Sales efforts led to engagements with several customers in retail, online advertising, and equities trading.
• Engineer, Manager: At Wink, I managed a team of ten software engineers and researchers at this consumer internet company through its acquisition. Led the design, development, and implementation of company’s core product from inception as demo project.
• Engineer: At DemandTec, I developed statistical models to predict the sales volume of retail products. I also implemented novel predictive modeling algorithms, used in mixed-integer optimization algorithms for maximizing retail revenue or profit.
• Engineer: At Sun Microelectronics, I developed algorithms for optimizing analog circuits for size, power, and latency. I also designed software tools for circuit verification, and developed parsers for various electronic CAD file formats used in verification and synthesis flows.