Manuel Rueda


Data Scientist and Financial Researcher living between San Francisco, CA and Monterrey, MX. I work at MSCI as a quantitative researcher, where I build models for credit markets, factor investing and ESG. I'm very interested in Machine Learning, Natural Language Processing and data modeling, so from time to time I make blog posts these topics. If you would like to connect you can reach me here.


Projects


Geospatial Analysis of Gentrification on NYC

A geo-spatial analysis of social and economical variables that have been linked to the process of gentrification on NYC. Done as final project for GIS Spatial Analysis using QGIS, R, d3 and CartoDb. Written report located here.

MoMA Through Time

Winner of MoMA's Art Datathon event. We utilized the museum's collection data to explore the most exhibited artists and genres through time, revealing interesting patterns on their selection.


Summer (Neural) Networks '16

Numpy and Theano implementations of a neural network that writes poems. The input corpus comes from Charles Bukowski.

CULPA Sentiment

Sentiment analysis and visualization of Columbia's academic course ratings. Won prize for best use of the API.

Data Apps

Link to the apps are available when the data is of public domain.



GeoTracking App

Built for Trinnacle Capital Management. Uses mobile geolocation data to run a predictive model on companies' quarterly revenue.


Process Monitor

Built for Kora Management LP. Monitors the status of several web-scraping processes running on AWS and provides drill-down details on them (run time, success rate, items collected).


Quantifying Changes in Financial Reports

Sponsored by Goldman Sachs. This tool uses a propietary Natural Language Processing framework to quantify changes on financial 10-K documents. Measures of change are both lexical (Jaccard & TF-IDF) and semantical (word embeddings).

Creative Coding


Markov Daily News

Daily news' headlines from main websites are mashed up into a single article using Markov Chains. Thanks to NewsAPI for providing access to the data.


Pixel Mirror

Low-resolution image capture. Requires a browser with webcam support (i.re. Chrome / Firefox).


Scale

Interactive time travel on a reduced-dimensional space. Use keypad to navigate.


Fitters

My life summarized: curve fitting. Feed the curve by manually adding points.

More About Me

Short Bio

I'm a VP of quantitative research at MSCI. I've studied a B.Sc. in Economics at Monterrey Tech (ITESM) and a M.S. in Data Science at Columbia University. I've also worked at two New York based hedge funds, Trinnacle Capital Management and Kora Management L.P., as a financial Data Scientist.

CV


Skills

Factor Investing

Fixed Income and Credit Modeling

Python / R / Javascript

Data Visualization

Bokeh / Shiny / D3

Machine & Deep Learning

Natural Language Processing

Distributed Computing and Databases

Web Scraping

M.S. in Data Science (Columbia, NY)

Statistical Inference & Modeling

Machine Learning & Numerical Optimization

Exploratory Data Analysis and Visualization

Algorithms for Data Science

GIS & Spatial Analysis

Natural Language Processing

Bayesian Models for Machine Learning

Computer Systems for Data Science

Contact Me


Asides from e-mail, you can find me on the following networks.