- e-Mail: this-account-name AT gmail DOT com
- living near Luxembourg City in Luxembourg, Europe
- github: www.github.com/dmichulke
- LinkedIn: www.linkedin.com/in/daniel-michulke-118bba81/
- Cryptocurrency Portfolio Site: www.cryptoport.net
Critical Thinker, Programmer, Stoic, Father, Data Scientist, Husband, Trader, Quant, Extrovert, Lifter, Libertarian, Capoeirista
I strive to provide value by fulfilling the above roles.
I value honesty, being straight-forward, trust and taking responsability.
You can find older versions of my CV (with different focus) here
A more extensive list of my previous professional experiences can be found in my CV version from January 2020
09/2021 - present, Side Project - Developing an algorithmic trading bot
Implementation of trend following strategies in crypto-currencies using Clojure
- Implementing a HTML dashboard displaying correlations and price movements across major market indices and ETFs
- Backtesting and live-testing (since September 2022) of several trading strategies
- Focus on simple liquidity-giving daily or 4h trend-following strategies found on twitter in the crypto-currency community (aka "CryptoTwitter")
- 6k LoC as of February '23
11/2018 - present, Data Scientist at the Department of Statistics at the Ministry of Education in Luxembourg
Migrating the data and team to postgres/R from MS Access/Excel
- Put in place and administer a central database (postgres)
- Automate data ingestion from other sources using R
- Hiring, coaching and technically supervising team members
- Handling data requests and statistics
02/2017 - 12/2021, Consultant, EveryAir
Develop MVP Back-End
- Advisory with Planning & Implementing Minimum Viable Product
- Set up database (postgres) with 30+ tables
- Develop RESTful backend for reading/writing to DB
- Add database bitemporality to reflect aircraft and pilot availability
- Implement flight search algorithm, matching pilot availability, aircraft availability, airport opening hours, pilot's nearby airports, allowed airports for aircraft, pilot certificates, customer preferences, existing reservations, ...
- Tech: Clojure, postgresql
11/2017 - present, Launched and Maintained cryptoport.net
A light-weight and fast cryptocurrency portfolio tracking site with no cookies, little JS, ...
- Develop front-end and back-end in Clojurescript (using react) and Clojure
- Retrieve data from coinmarketcap.com and ECB
- Deploy on
Google Compute Platforma virtual contabo server
07/2017 - 10/2018, Quantitative Analyst / Developer @ www.accrue.com
Development of Quantitative Analysis Platform
- Advise regarding Technical Steps and Related Costs and Business Benefits, Determine Low-Hanging Fruits
- Implement Financial Statistics (e.g., Sharpe- and Sortino Ratio, alpha/beta, covariances, p-values of asset vs. benchmark hypotheses, ...)
- Model return distribution using kernel density estimates
- Improve back-end performance through profiling and algorithmic improvements
- Testing & Deployment
09/2015 - 07/2017, Consulting Algorithm Engineer @ Reliance Jio Payment Systems Ltd., India
Development of a scalable Payment System Alternative to QR Code using plain digits.
- Design of Security Concept for guaranteeing safe and authentic payments
- Implementation of complete system (DB, back-end)
Development of scalable Coupon System
- Set up geo-spatial database + efficient search algorithm (using google S2 geo)
- Set up flexible recommender system for coupons based on Mahalanobis Distance
- Design and Implementation of API via a RESTful Webserver + DB
- Deployment + Demo Front-End on heroku
- Security Setup and Implementation of Security Policies
- Tech: Information Retrieval / Recommender Systems, google S2 geo, Clojure, Clojurescript, async HTTP, Apache Lucene, postgresql, oracle 12c, heroku
06/2017 - 07/2017, Market Order Execution Probability Prediction @ German FX Brokerage Company
- Discuss / Analyze Order Execution Problem
- Determine required variables and request dataset
- Develop and optimize a logistic regression algorithm to determine the most important factors for execution or rejection of a FX market order.
- Delivery of a PDF file outlining impact of given variables for several time windows
- Tech: Logistic Regression using incanter (Java VM based R Clone)
03/2017 - 04/2017, Customer Churn Prediction @ German Energy B2C Company
- Discuss / Analyze Company's Business Model + Churn Problem
- Determine required variables and request dataset
- Develop and optimize a logistic regression algorithm to determine the most important factors
- Delivery of a PDF outlining impact of various given and computed variables
- Tech: Logistic Regression using incanter (Java VM based R Clone)
07/2012 - 12/2014, CTO @ Michulke & Ringsdorf Investmenttechnologies Sarl, Luxembourg
- Development of a Time Series Forecasting System for Energy Prices (EEX Futures)
- Automatic Data Retrieval (Bloomberg, a Weather API)
- Time Series Preprocessing (back-adjusting, z-scoring, outlier detection)
- Automatic Model Generation (Neural Networks, Least Squares, Decision Trees) and Automatic Back-testing
- Automatic Optimization for self-improving models
- Forecast Aggregation of Different Models
- Portfolio Generation via Markowitz / Black Litterman
- Delivery via daily eMail of an Excel Spreadsheet and Web Service
- Dealing with most business issues (Sales, Marketing, Taxes, Unreliable Co-Founders, ...)
- Tech: Clojure, Incanter (R clone for JVM), MongoDB, encog, Ensemble Methods, Evolutionary Algorithms, Particle Swarm Optimization, Multi-threading
08/2011 - 06/2012, Researcher @ Neoway Ltda., Florianopolis, Brazil
- Set up of an on-line CAPTCHA Breaking System
- Design and Development of Retrieval, Segmentation and Image Recognition processes
- Implementation of a variety of Mathematical Image Transformation and Clustering Algorithms
- Implementation of Automatic Text Classification System
- Technologies: Java, Eclipse, Support Vector Machines, Bayesian Networks, Web crawler, Multi-threading
Degrees
- 2012 Dr. rer. nat. (German PhD in Computer Science)
- 2007 Diplom-Informatiker (German MSc in Computer Science)
04/2007 - 06/2012, PhD Candidate@ Dresden, University of Technology, Germany
Thesis: "Evaluation Functions in General Game Playing"
- Development of an agent that learns automatically to play games (Chess, Checkers, Connect Four, ...) without human assistance (General Game Playing)
- Advisor: Michael Thielscher
- Tech: Agent Progamming, Prolog, Java, Neural Networks, Monte-Carlo methods, Game tree search algorithms, Game Theory
2001 - 2007, Diploma student @ Chemnitz, University of Technology, Germany
Studies of Applied Computer Science
- Networks & Distributed Systems
- Artificial Intelligence
- Business Administration
People Skills
- Critical, assertive but always respectful
- Fast learner, open-minded
- Small ego
IT Tools
- Languages: 10 programming languages of all flavors (functional, object-oriented, declarative)
- Language Focus: Clojure, Clojurescript
- Other: Delphi, Javascript, PHP, plSQL, Java, Prolog, Visual Basic
- Databases: postgres, oracle, MongoDB, cassandra, ...
- Tools: bash, ssh, awk, emacs, git, Excel, Eclipse, leiningen
- OS: Linux (Ubuntu, Mint, debian), Windows
Languages
- German (native)
- English (fluent)
- Luxembourgish (fluent)
- Portuguese (fluent)
- French (advanced)
Awards
- Finalist for Best In Big Data Award, Germany, 2013
- 4th in General Game Playing World Championship 2011 (PhD project)
- German National Merit Foundation, PhD Scholarship (2007-2010)
- German National Merit Foundation, Graduate Scholarship (2004-2007)
Publications (among others)
- "Distance Features for General Game Playing Agents", ICAART '12
- "Neural Networks for State Evaluation in General Game Playing", ECML '09
- "Knowledge-Based General Game Playing", Künstliche Intelligenz 01/11
- "Matt bei Vier Gewinnt", c't 01/09
Interests
- Financial Markets, Economics, Politics, Game Theory, Trading
- Libertarian and Austrian Economics / Rights
- Quantitative Finance
- Languages, Traveling, Growing as a person