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My name is Yuka. I'm a senior software engineer at Mandiri Sekuritas, Indonesia's largest investment bank. I graduated from Washington State University where I studied computer science, specializing in data science.

I would like to describe my work as an intersection of quantitative finance and computer science. Quantitative finance is all about finding statistical relationships in markets and to exploit them for profit. Computer science is all about building tools to help us do that.

Currently my work involves building and maintaining Mandiri's retail trading platform where we execute millions of trades every day. I'm also involved in the development of our proprietary technical indicator where I perform quantitative research on the right conditions for the indicator as well as the backtest and hypothesis testing.

The choice of the name Sigmodial is intentional. I'm in the habit of naming my projects after a twisted version of the original word. In this case, "Sigmoidal", after the sigmoid function.

Computer Science

As a computer scientist by training, it has always been my passion to deal with problems that we can solve computationally. In college, algorithms and data structures were my favorite subjects. I am obsessed with the speed of my code and I always try to optimize it as much as possible.

Python is my main langguage of choice. I have been using it since high school and I have been using it for many of my side projects. I love the simplicity of the language and the ease of use of the libraries. I can quickly prototype an idea and get it to work.

Appareantly in the financial industry, Java has been the dominant language for a long time. Fortunately, Java is the langguage used in my college classes, so adapting myself to use it professionally as production code was not a problem.


Financial markets are interesting to me philosophically because they encode the beliefs of many different agents into tradable quantities. Practically, I haven't been able to find an area that has the same mix of programming, world affairs, mathematics, psychology, betting. If we define rationality as the goal of maintaining an accurate set of beliefs about the world and updating these beliefs in accordance with Bayes theorem, then trading on financial markets is a pure expression of rationality - succesful betting requires calibration and courage.

I'm currently most intrigued by two specific areas:

  • “Quantitative discretionary”: strategies that incorporate a rigorous scientific approach into human decisionmaking.
  • Hypothesis-driven systematic: I love the idea of systematising edge, though I am much more interested in building hypotheses about the world rather than black-box optimisations.