I am a quantitative portfolio manager with a focus on systematic equity strategies. 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 research I do in my day job, I have wide and varied interests in portfolio construction/optimization, challenging established empirical results, and a soft spot for flow-based effects. Go here to read more.
Aside from investments, I also enjoy the company of my guitars, watching every grade of horror movie, and 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.