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The Digital Trader has spent nearly a decade in the quantitative finance industry. He first started at a small hedge fund specializing in algorithmic trading which experienced phenomenal growth in the mid 2000s. After an acquisition by a bulge bracket bank, he led a team that developed rigorous out-of-sample backtesting techniques and stress testing protocols. In the aftermath of the global financial crisis and Dodd-Frank, he joined the exodus leaving the bulge bracket and now consults for the Swiss branch of an American hedge fund.