Chris J.T. Auld





I trained as a lawyer and a data scientist in the late 1990s. I have primarily worked in the technology sector and my day job consists of leading a global team of data scientists for one of the major tech companies. Given infinite resources I would move myself and my family to a remote mountain location and live out my days skiing, kayaking and wandering the hills. Until then, working and tinkering at this computer stuff shall have to suffice.


Chris started the discussion

AlgoFramework + Alpha Streams. Dealing with limited liquidity?

2 months ago

Chris left a comment on How to compare backtest variations - API?

"As a note on this. My strong prefernce would be to have Optimization run using something like spot i..."

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3 months ago

Chris started the discussion

TDAmeritrade Stumpy Timeseries Library

4 months ago

Chris left a comment on Getting Started - Multi-pair forex trend system

"Anyone looked at porting this to latest APIs? Guessing that TradeBars changed to QuoteBars for Forex..."

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2 years ago

Chris left a comment on Interactive Brokers for FX

"For those of us outside US. Any issues with running FX algos against IB?"

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2 years ago

Chris's Badges


User has made 100+ Backtests

Unlocked: 06-15-2018

Live Trading

Deploy Live Trading Algorithm

Unlocked: 04-26-2019

Parallel Live Trading

Run multiple live Algorithms Simultaneously

Unlocked: 04-26-2019


Clone 100+ Algorithms from the Community

Unlocked: 04-26-2019

C# Programming

Prefer C# Programming Language

Unlocked: 05-06-2019

Python Programming

Prefer Python Programming Language

Unlocked: 07-20-2018