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Alan Illing
I'm a fanatic software engineer

About Me

I am a quantitative software engineer with experience in financial trading (options, equities and futures). I co-founded a startup in 2012, recently graduated from the Chicago TechStars 2013 startup accelerator program (1% acceptance rate) and have built various projects around the web.

Education

  • 2013

    M.S. Computer Science

    University of Chicago

    Coursework included applied parallel computing, algorithms, databases, network topology, security, linux programming and object oriented design patterns. GPA: 4.0

  • 2008

    M.S. Finance

    University of Illinois at Urbana-Champaign

    Earned in pursuit of a doctorate degree in Finance. Coursework was highly technical, covering stochastic calculus, econometrics and several seminars covering financial theory and empirics. GPA: 3.5

  • 2006

    B.S. Mathematics, Magna Cum Laude

    University of Illinois at Urbana-Champaign

    Coursework included statistics and probability theory, ordinary and partial differential equations, actuarial science and computer science. Completed a minor in computer science. GPA: 3.85

Experience

2013 - Present
Founder
Startup Allies provides consulting and software development services for startups, new projects and small businesses.
Project Fixup
2012 - 2013
Co-founder, Chief Technology Officer
A dating site that matched people using statistical analysis to predict mutual acceptance. I built technology to facilitate matchmaking, partially driven by crowd-sourced labor for match identification, routed phone calls and text messages privately for anonymous communication with prospective dates and experimented with Freebase and OpenGraph for mining similar interests among users.
Twitch, LLC
2010 - 2012
Software Engineer II
Twitch is a proprietary market making firm. I worked as a software engineer to develop quantitative trading strategies and backend reporting, simulation and testing systems. These systems included front-end trading strategies, as well as backend analytics, profit and loss reporting, viewing market data and emulating trading strategies.
Cornerstone Trading, LLC
2008 - 2010
Software Developer
Cornerstone was a proprietary trading group that reorganized in 2010. I was a quantitative analyst and software developer responsible for building custom user interfaces, backtest analysis, trade execution and position management.

Current projects

2014 - Present
Quantnode is a platform for building and backtesting trading algorithms in the cloud. Users write code in Python and deploy directly from a git repository. Quantnode provides historical performance analysis and live trade notifications.

Quantnode makes heavy use of parallel computing for fast execution and competitive trading.
2013 - Present
Pairs Trader delivers analytics, customizable charts and email alerts for pairs trading and statistical arbitrage. It calculates key metrics such as cointegration, expected mean reversion time and other statistics central to statistical arbitrage.

Skills

Programming languages
Python
Javascript
C#
C/C++
Java
Beginner
Proficient
Expert
Master
Frameworks and libraries
Django
jQuery, Underscore, Bootstrap
AngularJS
Celery
RabbitMQ
ZeroMQ
.NET
Beginner
Proficient
Expert
Master
Databases
MySQL
MongoDB
PostgreSQL
Redis
PostGIS
Beginner
Proficient
Expert
Master

Honors, awards, organizations

2013
TechStars is a prestigous startup accelerator, typically accepting about 1% of applicants. I was admitted to the summer 2013 class.
2013
The New Venture Challenge is an entrepreneurship competition hosted by the University of Chicago. My startup, Project Fixup, was awarded third place in the 2013 class.
2005
Phi Scholars
Invite-only academic club for outstanding scholarship.