Professional Profile
David Bookstaber is an engineer and quantitative analyst. He earned a B.S. in Computer Science and Mathematics from Yale University, magna cum laude, was commissioned through Air Force ROTC, and served four and a half years as a U.S. Air Force officer in technical leadership roles, separating as a Captain. His 1998 paper on unmanned combat aerial vehicles is archived by Air University and the Defense Technical Information Center.
He interned at Morgan Stanley in 1992 and returned to quantitative finance after the Air Force: co-manager of the FrontPoint Quantitative Fund from 2005 to 2007, quantitative analyst at Magnetar Capital, then AQR Capital Management, where he helped build the firm's reinsurance fund and later consulted on futures and market-impact research. He has also served as consulting CFO and software engineer for Hashtracking Inc., an online data-service company.
Through his firm Boniface LLC (2014–2018) he sub-advised two investment-management companies with intraday trading systems. Since 2018 he has been a partner at Wake-Yale Holdings, LLC, where his closed-end fund alpha models became the basis of an investment-management partnership. His current focus is real-time market-data tooling that streams live data into the spreadsheet environment analysts already use.
This site collects that work: quantitative finance, open-source software, and research and publications going back to 1993.