ANDREW D. HARLESS, Ph.D. (617) 584-9039 (mobile)

89 Pleasant Street (617) 924-0631 (home)

Watertown, MA 02472-2317 aharless@harless.us

 

 

EDUCATION

 

Harvard University, PhD, Economics.

Harvard University, MA, Economics

Harvard University, BA cum Laude in General Studies, Applied Sciences and Engineering.

Association for Investment Management and Research, CFA Candidacy Program

Rensselaer Polytechnic Institute, Computer Science Courses

Stanford, U of Toronto, Johns Hopkins, IMF, U of Michigan, U of Washington:

Numerous MOOC certificates in Data Science and Machine Learning Topics

(see http://andy.harless.us/mooclist.html)

 

 

EXPERIENCE

 

2015-current:

Chief Economist and Programmer, LAB Econometrics, LLC

 

       Generate monthly interest rate forecasts (using EViews and MS Excel) and maintain methodology

       Automate forecasting process using Python and R

       Participate actively in Kaggle data science competitions (consistently top 15%)

 

 

2003-2015:

VP, Chief Economist, Atlantic Asset Management, LLC

 

       Developed quantitative methods to forecast interest rates and optimize fixed income portfolio duration and yield curve exposure (using EViews, SAS, and MS Excel).

       Monitored and analyzed macroeconomic conditions and outlook

       Wrote quarterly analyses of economic outlook and scenarios

       Operated the Atlantic Macro Economics Fund (a quantitative interest rate futures fund) as primary forecaster and analyst.

 

 

1997-2003:

Econometric Software Developer, Intex Solutions, Inc.

 

       Developed and tested statistical estimation modules in C (Visual C++) under Windows NT (primarily) and UNIX for Portable TROLL, an econometric modelling and simulation package used by the Board of Governors of the Federal Reserve System, the European Union, the Bank of Japan, and other major international organizations.

       Provided technical support and econometric consultation for Portable TROLL users such as the International Monetary Fund and the Industrial Bank of Japan.

       Designed and wrote user reference and educational materials (using HTML and JavaScript) for use with Portable TROLL.

       Maintained web pages and undertook web-related projects using HTML, Java, and MS Access with CGI.

       Implemented and operated a financial futures trading program (using Portable TROLL) as a principal of LAB Management LLC.

 

 

1994-1997:

Economist, Financial Analyst, and Statistical Programming Consultant, JLM, Inc.

Fundamental Analysis Affiliate, Cambridge Market Analysis Corp.

Associate National Fellow, Center for National Policy

 

       Developed high-return system for trading U.S. Treasury securities based on econometric analysis of labor market and other indicators in conjunction with modern portfolio theory (using MS-Excel, Quattro Pro, and EViews in an MS-Windows 95 environment).

       Published articles on inflation, interest rates, and labor market conditions in Barron's, The International Economy, The Providence Sunday Journal, and Center for National Policy releases.

       Researched and wrote The Indebted Society (with James Medoff, September 1996, Little, Brown and Company) using MS-Word and MS-Excel in an MS-Windows 3.1 environment.

       Presented research results concerning inflation and the state of the labor market to the Congressional Budget Office Panel of Economic Advisors, the Board of Governors of the Federal Reserve System, and the National Press Club.

       Performed economic analyses to predict behavior of bond, stock, and foreign exchange markets.

       Developed heuristic methods for valuing incentive options and restricted stock given as executive compensation by a major Fortune 100 company (using Quattro Pro and WordPerfect in an MS-Windows 3.1 environment).

       Analyzed personnel data (using SAS in an OS/2 environment) to find the determinants of salary levels, promotions, and terminations at various firms, including another major Fortune 100 company.

       Provided computer programming and statistical support (using SAS in an OS/2 environment) for expert testimony and legal strategy development in litigation relating to Equal Employment Opportunity issues (including a $500 million class-action).

       Testified in Equal Employment Opportunity litigation.

 

 

1989-1994:

PhD Candidate, Harvard University

 

       Performed statistical and theoretical research on the use of macroeconomic job vacancy information to predict asset returns and evaluate business cycle conditions.

       Developed fundamental indicators for Cambridge Market Analysis Corporation to use with their proprietary technical system to trade foreign exchange, metals, and bond futures.

       Completed work on radiation therapy projects described in next section.

       Worked with Prof. H.S. Houthakker to analyze, abstract, aggregate and compress consumer income and expenditure data, and to produce concordances among diverse data sources.

       Taught sections, designed problems, and graded exams for courses on Securities, Options, and Futures and Financial Accounting.

 

 

1985-1989:

Programmer/Analyst and Software Developer, Joint Center for Radiation Therapy

 

       Developed an automated machine vision technique to extract anatomical features from CT images.

       Designed, implemented, and tested mathematical software modules for use in radiation and surgical treatment planning programs (using C and Fortran in VAX/VMS and UNIX/DECstation/XWindows environments).

 


1983-1985:

Programmer, Analyst, Trader, and Manager, Cambridge Data Analysis Corporation

 

       Designed, implemented, and tested Fortran programs (in a VAX/VMS environment) to simulate futures trading systems using a technical/quantitative methodology, including non-linear curve fitting and pattern recognition.

       Traded stock index, metals, bond, and foreign exchange futures.

       Researched market behavior and developed trading techniques and procedures.

       Supervised research and oversaw daily business operations.

 

 

1982-1983:

Part-time Statistical Programmer, Massachusetts Department of Public Health

 

       Generated tabular displays and statistical analyses of preventive medicine program evaluation data (using SAS and Fortran in an IBM TSO/JCL environment).

 

 

1979-1982:

Summer Research Assistant and Programmer, New York State Psychiatric Institute

 

       Provided computer programming and clerical support (using FORTRAN and SPSS in IBM VM/CMS and other mainframe environments) for statistical analyses and psychiatric research.

 

 

MISCELLANEOUS

 

Foreign Languages

working knowledge: French, Italian

basic knowledge: Spanish, Russian, Classical Greek.

 

Computer Languages

extensive experience: C, Fortran, SAS

working knowledge: Python, R, Java, C++, JavaScript, HTML, SQL, TROLL, EViews,

various assembler & machine languages and statistical packages

basic knowledge: Octave/Matlab, Pig Latin

 

Dissertation

Job Vacancies and Help Wanted Advertising as Macroeconomic Indicators

 

Authorship

The Indebted Society: Anatomy of an Ongoing Disaster, with James Medoff (Little, Brown, 1996).

Miscellaneous articles on economic issues.

 

Expert Testimony

McKnight et. al. v. Circuit City Stores; Civil Action No. 3: 95CV964, U.S. District Court,

Eastern District of Virginia, Richmond Division. Statistical analysis of promotion and transfer rates.

 

Cloud and Social Media:

Twitter: @AndyHarless (BI 101 Finance People You Have To Follow On Twitter, April 2012)

Blog: http://blog.andyharless.com/

GitHub: http://github.com/andyharless

LinkedIn: http://www.linkedin.com/in/andyharless

Kaggle: http://www.kaggle.com/aharless