Lyle E Tripp, CFA
Verified Expert in Engineering
Hedge Funds Developer
Lyle is a seasoned technical expert specializing in large database, data warehouse, and data lake projects for 20+ years. He offers top notch design, project management, development, and implementations on projects and products as the situation requires. Lyle uses new and old technologies to solve simple problems with simple solutions while still being ready to tackle and finish complex problems and projects.
Pandas, PyCharm, Amazon Aurora, MySQL, Microsoft SQL Server
The most amazing...
...computation I've done recently was completely re-balancing a customer's $3 billion hedge fund 100x faster than their previous solution.
Principal Consultant and Data Analyst
Eagle Automated Solutions, LLC
- Designed, developed, and supported a web-based trading calculator for complex trades and rebalances, trading up to $1 billion at a time. Used SQL and PHP.
- Performed backtesting performance analysis on Bitcoin returns using Python/Pandas.
- Designed and built a big data loader into Aurora. Built with C++ and tested with MySQL. During the 2020 crash, our data loader processed over 1.5 billion records over 6.5 hours in real time.
- Designed and built a large scale performance reporting system for investors. Outputs included 12 reports each for 20 funds plus 25 custom spreadsheets each month. Handled many complex security types and custom reporting needs.
- Shaped and developed a complex custom rule compliance system to avoid costly penalties and fines. This system calculated and alerted on hundreds of custom risk calculations using two completely different data suppliers for intraday and EOD reporting.
- Designed and helped build data imports for 15 vendors and brokers: Morgan Stanley, Barclays, Bank of America, JP Morgan, Factset, and Eze OMS.
- Created and developed a Slack bot that parsed the Slack channel between portfolio managers and traders, looking for low liquidity trades to suggest slower trade schedules. This system saved millions of dollars.
Global Head of Persistent Analytics
- Managed the engineering team through a two-year Thomson Reuters integration.
- Budgeted, scheduled, and managed StarMine product infrastructure relocation to redundant TR facilities, finishing on-time and $200,000 under budget.
- Trained my replacement and helped several of my staff move into the larger Thomson Reuters organization.
Chief Technical Officer
- Grew the engineering team from two to 35 while increasing revenue from $10,000 to $40 million. StarMine sold to Thomson Reuters in 2008 for $97 million, 6X the original cash investment.
- Led a team that calculated billions of equity analytics accurately in a four-hour window each night for institutional investors to use in forming their portfolios.
- Passionately wrote and edited dozens of feature design documents.
- Had a reputation for evangelizing high-quality standards and excellent customer support.
- Led the technical due diligence process during acquisition by Reuters Corp.
Slack Bot Expensive Trade Detector
Bitcoin Hedge Fund Performance Analysis
Hedge Fund Rebalancing Tool
The details include a different ratio for each of 20 funds, different prime brokers for each fund/security type pair, minimum trade lot sizes, tricky rounding issues to always get the correct total position, and the extreme need to be accurate with such a large total investment.
The order management system would take 90 minutes to do a full portfolio rebalance with many known errors that would have to be manually corrected. This new tool could do the whole portfolio in 20 seconds, allowing the traders to go home early and with more confidence the trades were correct.
SQL, Python 3, Python, C++, PHP
Excel 2010, PyCharm, Tableau
MySQL, Database Architecture, SQL Server Reporting Services (SSRS), SQL Server 2010, PostgreSQL, Amazon Aurora, Microsoft SQL Server
Hedge Funds, Stock Market, Equities, Equity Market Data, Factset, Equity Research, Fixed Income, Futures & Options, Options, Futures, Slackbot
Amazon Web Services (AWS), Linux
Master's Degree in Business Administration
St. Mary's College of California - Moraga, CA
Bachelor of Science Degree in Mechanical Engineering
M.I.T. - Cambrige, MA
Chartered Financial Analyst