Sam Tickle
About Sam Tickle
Sam Tickle is a Quantitative Researcher at Squarepoint Capital in London, England, specializing in high-dimensional changepoint detection and public health modeling. He holds a PhD in Statistics and Operational Research from Lancaster University and has contributed to various research projects, including assessing public health risks and analyzing water network data.
Work at Squarepoint Capital
Sam Tickle has been employed as a Quantitative Researcher at Squarepoint Capital since 2023. The firm is known for its focus on quantitative investment strategies. Tickle's role involves applying advanced statistical methods and research techniques to enhance the firm's investment processes. Based in London, England, he contributes to the development of models that inform trading decisions.
Education and Expertise
Sam Tickle studied at Lancaster University, where he earned a Doctor of Philosophy (PhD) in Statistics and Operational Research from 2016 to 2019. His doctoral research focused on changepoint detection in data-intensive settings. Prior to this, he obtained a Master of Arts (MA) in Mathematics from the University of Cambridge from 2012 to 2015. His academic background equips him with strong analytical and quantitative skills applicable in various research and data analysis contexts.
Background
Before joining Squarepoint Capital, Sam Tickle worked as a Data Science Fellow at the University of Bristol from 2019 to 2023. In this role, he assessed public health risks in retail environments using agent-based modeling for the Department of Health and Social Care. He also contributed to modeling the impact of relaxing restrictions during the first UK lockdown for the Cabinet Office. His work has involved collaboration with various organizations to address real-world challenges.
Research Contributions
During his PhD studies, Sam Tickle authored a thesis titled 'Changepoint Detection for Data Intensive Settings,' which explored various applications, including the probability of terrorist attacks. His research was co-sponsored by British Telecommunications (BT). Tickle conducted a personal experiment analyzing running speed changes throughout the year, identifying significant changepoints. His published thesis and related code are accessible on Lancaster University's ePrints and GitHub.
Professional Supervision
Throughout his PhD studies at Lancaster University, Sam Tickle was supervised by Professors Idris Eckley and Paul Fearnhead. Their guidance contributed to his development as a researcher in the field of statistics and operational research, particularly in the area of changepoint detection. This mentorship played a significant role in shaping his academic and professional trajectory.