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My research focuses on applying a rigorous, scientific approach to solve practical problems in quantitative finance. My projects involve the end-to-end development of systematic strategies, from data engineering and signal generation to backtesting and risk analysis.
My research focuses on applying a rigorous, scientific approach to solve practical problems in quantitative finance. My projects involve the end-to-end development of systematic strategies, from data engineering and signal generation to backtesting and risk analysis.
Please explore my key projects below.
Please explore my key projects below.
Financial Constraint Factor
Financial Constraint Factor
An ongoing project to engineer a superior measure of corporate financial constraints by applying modern machine learning and LLMs to unstructured textual data.
Grinold & Kahn Implementations
Grinold & Kahn Implementations
A work-in-progress repository containing Python implementations of the core concepts from 'Active Portfolio Management,' including optimizers and risk models.
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