Contributors
Founder, Lydon Quantitative
Alfred Lerner College of Business & Economics
Bachelor of Science, Accounting
Intended: Master of Science, Artificial Intelligence & Engineering
Relevant coursework: Managerial Accounting, Intercultural Business & Management, Marketing
Carlisle, PA
Bachelor of Arts, Quantitative Economics
Relevant coursework: Intermediate and International Accounting, Multivariable Calculus
New Castle, DE
New Castle, DE
New Castle, DE
| Languages | Python, Rust, TypeScript, R, SQL |
| Mathematics | Information geometry, stochastic calculus, TDA, optimal transport, rough path theory, spectral analysis, random matrix theory |
| ML & Statistics | HMM, Monte Carlo simulation, genetic programming, walk-forward optimization, stationary bootstrap |
| Frameworks | FastAPI, React, Tauri, Docker, SQLite |
| Finance | Quantitative research, financial & managerial accounting, options analytics, risk management |
Lydon, C. “Divergence Signals: Exploiting the Gap Between Euclidean and Riemannian Structure in Financial Time Series.” LQ Research, April 2026.
Lydon, C. “The Overfitting Edge: Optimal Model Lifecycles Under Non-Stationary Market Dynamics.” LQ Research, April 2026.
Quantitative finance and applied mathematics, with a research focus on geometric and topological methods for financial signal discovery.
Baruch MFE · CMU MSCF · Columbia · NYU Courant