I am the founder of Topstone Software. Topstone Software provides a variety of software consulting and development services for companies througout the United States. Please visit the Topstone Software web site for details on our services and our articles on software development.

Software Consulting Services

Amazon Cloud Computing

• Full stack Java web appliation development leveraging the Spring ecosystem.
• AWS Elastic Beanstalk for scalable web applications support.
• AWS Lambda for serverless computing support and increased application scaling.
• RDS/Postgres and MySQL database design and deployment
• NoSQL databases: DynamoDB, Neo4j, Elasticsearch, Solr and Redis
• AWS Simple Email System configuration and deployment.
• AWS Cognito for authentication
• AWS Capacity Planning aimed at minimizing costs and maximizing scalability.
• Cloud and Web Security

The nderground social network (www.nderground.net) was an example of how I have leveraged AWS services to build a large, scalable web application. nderground was a social network that was designed for privacy and security. nderground was live from 2015 to 2021.

Full stack web application development in the Java/Spring Ecosystem

Database Applications

• SQL Database, including PostgreSQL and Oracle
• noSQL Databases, including DynamoDB and Elasticsearch

Faceted Search and natural language processing

• Faceted Search
  • AWS CloudSeach
  • Solr and Lucene
• Search deployment on Amazon Web Services
• Natural language entity identification and extraction using the Stanford Natural Language processing frameworks

Compiler and custom language processor design and development

• Language parser design using the ANTLR parser generation framework
• Compiler architecture and implementation
• Optimization and code generation

Quantitative finance

• Trading and order matchign systems
• High performance, real-time time series analysis
• Quantitative portfolio construction

Other services and Experience

• Java and Spring Design and Development
• Machine learning
• Linear algebra and wavelet signal processing.

Programming Languages

Fluent in the Java, Python JavaScript and the R.

Professional Experience

Before founding Topstone Consulting I designed and implemented software for a variety of industry and US Government organizatons.

October 2002 to July 2017, Staff Computer Scientist, Lawrence Livermore National Laboratories, Livermore CA

• High performance distributed application development
• Computer Network Mapping and Analysis
• Embedded Software for airborn instruments
• Text data-mining and document triage
• Graph database system design and development
  • I designed and implemented an innovative graph data base system. This included a graph query language and runtime support for multi-user query execution.
    • A Semantic Graph Query Language by Ian Kaplan, Lawrence Livermore National Laboratory, October 17, 2006 UCRL-TR-255447 (PDF format).
  • I developed optimal methods for translating pattern queries into relational SQL.
    • Implementing Graph Pattern Queries on a Relational Database by Ian L. Kaplan, Ghaleb M. Abdulla, S Terry Brugger, Scott R. Kohn, Lawrence Livermore National Laboratory, January 8, 2008, LLNL-TR-400310 (PDF format)

June - August 2008, Intra-day Trading System

I designed and implemented an intra-day trading system for a start-up hedge fund. The trading system used the Interactive Brokers platform for order execution.

August 2000 to July 2002, Senior Software Engineer, Prediction Company, Santa Fe, New Mexico

• Designed and implemented software for a computer driven equity trading system capable of supporting near real time orders submitted by multiple trading products.
• Developed wavelet filter based predictors for financial modeling and trading.

February 1996 to July 2000, Cadence Design Systems, San Jose, CA

Designed and implemented native compilers for behavioral Verilog and VHDL.

I am a United States citizen and I am authorized to work in the United States. I have held and maintained high level US government security clearances.

Publications

Books

• The Modula-2 Programming Language by Ian Kaplan and Mike Miller, Hayden Press

Industry Publications

1. Value Factors Do Not Forecast Returns for S&P 500 Stocks, by Ian Kaplan (March 10, 2014). Available at SSRN: http://ssrn.com/abstract=2407303
   Additional material can be found on Topics in Quantitative Finance
2. Implementing Graph Pattern Queries on a Relational Database by Ian L. Kaplan, Ghaleb M. Abdulla, S Terry Brugger, Scott R. Kohn, Lawrence Livermore National Laboratory, January 8, 2008, LLNL-TR-400310 (PDF format)
3. A Semantic Graph Query Language by Ian Kaplan, Lawrence Livermore National Laboratory, October 17, 2006 UCRL-TR-255447 (PDF format)

4. A Reconfigurable Logic Machine for Fast Event-Driven Simulation by Jerry Bauer, Michael Bershteyn, Ian Kaplan and Paul Vyedin, Proc. 35th ACM/IEEE Design Automation Conference, 1998

Web Publications

1. A Java Intra-Day Trading system This describes work that I performed as a consultant on an intra-day equity trading system.
2. Wavelets and Signal Processing. This is an extensive set of web pages on wavelets, wavelet applications and the Fourier transform. A large body of extensively documented Java and C++ source code implementing wavelet, Fourier transform and statistical algorithms is published on these web pages.
3. String Container Class and Reference Counted Objects. This is a set of C++ reference counted classes that supports a string class (this software was developed before the C++ Standard Template library std::string class was mature).

4. The ANTLR Parser Generator. This set of Web pages discusses why the ANTLR parser generator should be used and provides a set of examples showing how ANTLR grammars can be used to generate parsers. These Web pages have been cited as references on the main ANTLR web site

Professional Interests

• Computational and quantitative finance.
• Data-mining
• Optimizing compiler architecture
• Wavelets and Digital Signal Processing
• Neural networks, genetic algorithms and computer learning
• Algorithms and data structures
• High performance computer architecture, parallel processing and DSP architecture

Academic Achievements

• Computational Finance and Risk Management, Applied Mathematics Department, University of Washington
  Masters degree awarded: 2013
  
  • Introduction to Computational Finance and Financial Econometrics
  • Investment Science
  • Financial Data Modeling and Analysis in R
  • Portfolio Optimization and Asset Management
  • Advanced Statistics
  • Options and Derivatives
  • Quantitative Risk Management
  • Monte Carlo Methods in Finance
  • Independent study projects in portfolio optimization, options and trading systems.
  • Masters Project: Value Factors as Predictors for Returns in S&P 500 Stocks, November 2013. A continuation of this work became Value Factors Do Not Forecast Returns for S&P 500 Stocks, by Ian Kaplan (March 10, 2014)
• Bachelor of Arts, University of California, San Diego
• Foundstone Ultimate Hacking class on computer security
• UBS Warburg class in equity options
• M.I.T Summer Seminar on Dataflow, taught by Prof. Arvind,
• U.C. San Diego graduate sequence on Computer Architecture
• U.C. Santa Cruz Summer Seminar on Local area Networks,

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