David Bookstaber

Engineer

View my portfolio

David Bookstaber is a fintech engineer and quantitative analyst working where software engineering meets financial markets. He has consulted through his firm Boniface LLC since 2017. His alpha models for closed-end funds grew into an investment-management partnership. His current focus is real-time market-data tooling that streams live data straight into the spreadsheet environment analysts already use.

Previously he consulted for AQR Capital Management, developing short-term expected-return and market-impact models for futures markets. He served as both consulting CFO and software engineer for Hashtracking Inc., an early-stage data service company. Before that he was a quantitative analyst at Magnetar Capital, where he built real-time performance and risk monitors for a high-frequency stock trading group, and designed a research system for the firm's low-frequency quantitative strategies. That followed similar work at Morgan Stanley and other finance firms.

In 2026 he released a preprint testing whether large language models can recognize their own writing – preregistered, with data and analysis published openly.

David served on active duty as a U.S. Air Force officer, reaching the rank of Captain. He holds a B.S. in computer science and mathematics from Yale University, magna cum laude.

Away from the desk, he is a classically trained pianist and violinist, photographer, and writer who posts at david.bookstaber.com.

  • Work
    • Engineer
  • Education
    • Yale University