Summary
Overview
Work History
Education
Skills
Locations
Timeline
Generic

Darryl Knapp

Sarasota,FL

Summary

Experienced in developing and implementing advanced models for arbitrage in index, equity options, and metals. Designed and deployed comprehensive risk management systems for trading groups, with a strong focus on integrating tick and time series databases for P&L attribution. Expertise in integrating APIs for over a dozen execution and quote platforms, enabling multithreaded, low-latency processing of trades and data. With 15 years of market-making experience, I bring a deep understanding of trading from a practitioner's perspective. Currently focused on developing machine learning models for sentiment analysis in trading.

Overview

23
23
years of professional experience

Work History

PROGRAMMER CONSULTANT

Independent Contractor
01.2012 - Current
  • Developed proprietary trading systems for arbitrage in options and futures.
  • Developed models for algorithmic trading applications
  • Integrated new software with existing systems and third-party APIs
  • Designed software for distributed systems
  • Developed high throughput, multi-threaded applications
  • Created databases, data entry systems and other applications for diverse uses
  • Designed applications to efficiently store and retrieve tick data for data analysis.
  • Machine learning sentiment analysis.

PROGRAM DEVELOPER

DACKS Capital, LLC
03.2002 - 01.2012
  • Market maker options (SPX)
  • Created software programs, wrote codes and tested programs for optimal performance and accuracy
  • Assessed costs and risks associated with developing new features and products
  • Authored code fixes and enhancements for inclusion in future code releases and patches.

Education

Bachelor of Science - Comp Science

DePaul University
Chicago, IL
12.2024

Skills

  • C# Net Programming (WPF & Forms)
  • Java
  • Python
  • VB Net
  • MySQL
  • Design and Development of Distributed Systems
  • Design and Development of Statistical Models and Algorithms
  • GitHub
  • Financial Modeling and Trading
  • Machine Learning

Locations

  • Chicago, IL
  • Sarasota, FL

Timeline

PROGRAMMER CONSULTANT

Independent Contractor
01.2012 - Current

PROGRAM DEVELOPER

DACKS Capital, LLC
03.2002 - 01.2012

Bachelor of Science - Comp Science

DePaul University
Darryl Knapp