Adam Baron is the Director of Big Data Quantitative Research for StarMine. His speciality is in performing quant research on data that is too big or too complex for traditional research methods.
He is currently focusing on the intersection between sustainable finance and traditional financial factors, trying to discover alpha with creative behavioural finance approaches.
Over the years, he has explored many interesting content sets in search of alpha, such as footfall derived from mobile phone GPS, credit/debit card transactions, satellite images, retail product pricing and trucking fleet vehicle telematics.
These diverse data sets require a diverse set of technologies, foremost among them are: AWS (SageMaker, Glue, Athena), GCP (BigQuery, ML Engine, Cloud TPUs), Azure, Hadoop/Spark, Python, R, and SQL.
Prior to joining Thomson Reuters (which spun off Refinitiv and then merged into LSEG), Adam worked on Wall Street in fintech at Morgan Stanley.
During that time he studied for an MBA from NYU Stern in the evenings. This sparked a new career passion for quantitative finance that complemented his computer science background.
Marriage eventually led him to the San Francisco Bay Area, which turned out to be the perfect location to learn about the latest and greatest artificial intelligence and machine learning advancements.
Outside of work, Adam spends his mornings swimming and his evenings enjoying the performing arts.
