I am a quantitative researcher with a focus on systematic equity strategies. I’m currently working as a researcher for Robeco in Rotterdam, The Netherlands. I received my PhD from the University of Technology Sydney that I completed part-time whilst working full-time (I don’t recommend this if you enjoy any semblance of life), where I focused on machine learning techniques in finance and the index effect. In my prior life, I studied chemical engineering and mathematics.
Aside from the proprietary research I do in my day job, I have wide and varied academic interests in portfolio construction, empirical asset pricing, and a soft spot for the index effect. Go here to read more.
Aside from investments, I also enjoy the company of my guitars, watching every grade of horror movie, reading every grade of horror novel. You can checkout the less academic things I’m currently reading here.
Everything presented here is my own opinion and are these are not necessarily shared by my employer. All errors are my own, and the things I say here in no way constitute any form of investment advice.