Miles Lubin

Miles Lubin, Algorithm Developer at Hudson River Trading

Miles Lubin is an Algorithm Developer at Hudson River Trading (HRT) in New York City. He has a diverse background in research, optimization, and software development:

• Holds a Ph.D. in Operations Research from MIT and previously worked as a Research Scientist at Google for nearly 5 years12
• Awarded the Beale—Orchard-Hays Prize in 2021 for his work on the JuMP open-source modeling language for mathematical optimization1
• Also received the INFORMS Computing Society Prize in 2016 for creating and developing JuMP1
• Fluent in English, Spanish, and Portuguese, with limited proficiency in Hebrew and French1

As an Algorithm Developer at HRT, Lubin is responsible for building and maintaining the models that drive HRT's trading strategies across various time horizons.34 He applies rigorous statistical and machine learning techniques to develop predictive models and trading strategies.4

Lubin frequently shares his expertise through speaking engagements, such as a recent NeurIPS 2022 talk titled "Practical Large-Scale Linear Programming Using Primal-Dual Hybrid Gradient".5 He is known for his contributions to open-source software and mathematical optimization research.12