Ian L. Kaplan
Independent Software Consultant and Founder
Topstone Software Consulting
Bonaire, Dutch Caribbean
Cell (East Coast Time Zone): 925-337-1924
Home (East Coast Time Zone): 925-245-1262
Software Consulting Services
I founded Topstone Software to provide consulting services to United States and European organizations. Our services include:
- Move existing applicaitons to the Amazon Web Services Cloud.
- Capacity planning and resource allocation.
- Security analysis and planning
Serverless computing with Amazon Lambda
Porting Grails 2.X applications to Grails 3.X
Full stack web application development in the Java Ecosystem
- Spring Boot design and development
Grails 3 Design and Development
- SQL Database, including PostgreSQL and Oracle
- noSQL Databases, including DynamoDB
Unstructured data search and natural language processing
- Faceted search using Solr and Lucene
- Entity identification and extraction using the Stanford Natural Language processing frameworks
Compiler and custom language processor design and development
- Trading and order matchign systems
- High performance, real-time time series analysis
- Quantitative portfolio construction
Linear algebra and wavelet signal processing.
Fluent in the Java, C++ and the R language.
As a United States citizen, I am authorized to work in the United States.
Before founding Topstone Consulting, 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.
optimal methods for translating pattern queries into relational
Held and maintained high level US Government security clearances
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
February 1996 to July 2000, Cadence Design Systems, San Jose, CA
Designed and implemented native compilers for behavioral Verilog and VHDL.
June 1995 to February 1996, Synopsys, Mountain View, CA
Maintained and extended the Synopsys HDL Compiler.
April 1994 to June 1995, Migration Software Systems, Ltd., San
Ported the Microsoft C/C++ compiler to the Hitachi 32-bit RISC family of microprocessors.
Developed compiler optimizations for the GNU C/C++ compiler for the the HP-PA RISC
November 1993 to April 1994, Microtec Research Inc., Sunnyvale, CA
Designed and implemented a code generator for Hitachi's H8/300H
32-bit microprocessor and for the AMD 29K compiler.
July 1988 to November 1993, MasPar Computer Corp., Sunnyvale, CA
Developed a compiler for a dialect of
ANSI C, with extensions to support massive parallelism.
Developed a Fortran 90 compiler for MasPar's massively parallel
Implemented a variety of run time support routines, including
software for math intrinsics and parallel I/O.
The Modula-2 Programming Language by Ian Kaplan and Mike
Miller, Hayden Press
Value Factors Do Not Forecast Returns for S&P 500 Stocks, by Ian Kaplan
(March 10, 2014). Available at SSRN:
Additional material can be found on Topics in Quantitative Finance
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)
A Semantic Graph
by Ian Kaplan, Lawrence Livermore National
Laboratory, October 17, 2006 UCRL-TR-255447 (PDF format)
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
Intra-Day Trading system This describes work that I performed as
a consultant on an intra-day equity trading system.
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.
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).
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
Java, C++, the R Statistics language, Verilog, VHDL, Fortran 90, Scheme
Computational and quantitative finance.
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
Computational Finance and Risk Management, Applied Mathematics
Department, University of Washington
Masters degree awarded: 2013
Introduction to Computatonal Finance and Financial Econometrics
Financial Data Modeling and Analysis in R
Portfolio Optimization and Asset Management
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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