Systematic Trading Researcher

Short biography

I am interested in understanding why systematic strategies work, how their performance changes through time, and how research results survive realistic implementation assumptions. My projects cover futures trend following, equity momentum, information diffusion, portfolio construction, transaction costs, strategy decay, and trading analytics. I aim to produce research that is transparent, reproducible, and honest about its limitations.

My work sits between three activities: framing an economic question precisely enough to test, building the data and code to test it honestly, and writing up what the result does and does not support.

How I approach research

• Start from a mechanism, not from a pattern discovered by searching.
• Write the specification before running the test, so choices are visible.
• Build the simplest canonical baseline before any extension.
• Treat costs, capacity, and rebalancing as economic assumptions, not settings.
• Report uncertainty alongside every estimate.
• Separate the empirical result from my interpretation of it.
• State limitations in the same document as the conclusion, not after it.

Education

Current areas of study

What I am looking for

I am interested in quantitative research, systematic trading, financial data science, and research-engineering opportunities where careful empirical work and practical implementation matter.