I’m Eric Munsing (he/they), a machine learning researcher and research manager with 5 years of experience managing production ML forecasting algorithms in high-frequency trading as a “quant”.  For more info on my background, check out my resume, my publications, and my CV.

This blog was quiet during my time in quant finance due to privacy regulations, but I left my job in May 2023 to find an opportunity in an AI startup in San Francisco.

Most of this blog was written during my PhD research at UC Berkeley in the Energy Controls and Applications Lab, where I researched convex optimization techniques applied to electricity markets, particularly around optimal bidding strategies, price forecasting, and energy market design.

I love data, economics, and solving hard problems about complex systems. I work mostly in Python, an easy-to-learn programming language. I also speak Matlab, Javascript, R, German, and a bit of Russian.

When I’m not coding, I’m often reading (or thinking about) gender theory, critical theory, and social theory. I’m fascinated by the ways social values are formed and changed.

I’ve spent much of the past few years living in an old FedEx van I converted during graduate school. I like the efficiency of the small space and the mobility to pursue outdoor passions (running, cycling, skiing), though my heart is in San Francisco.

For more about me, you can check out:

@Ecomunsing – Tweets and scribbles

LinkedIn – Want to hire me?

Github – (a tiny part of) my codebase

StackOverflow – I try to be helpful. Sometimes it works.

SummitForDays – A blog about my outdoor pursuits and van life

Instagram – Sunsets, sunrises, and in-betweens.

Strava – Follow my adventures!

Email me if there are questions I didn’t cover here!