I am a quantitative researcher with a focus on systematic equity investing. I’m currently working as a researcher for Robeco in Rotterdam, The Netherlands. I’ve got a PhD from the University of Technology Sydney that I completed part-time whilst working, where I focused on machine learning applications in finance. In my prior life, I studied chemical engineering and mathematics.
I have wide and varied research interests in machine learning, portfolio construction, and empirical asset pricing. At the moment I’m working on several machine learning projects as they pertain to asset pricing, as well as portfolio optimization for sustainable portfolio objectives. Go here to see more.
Aside from investments, I also enjoy playing a myriad of guitars, watching every grade of horror movie, and dabbling in some ultimate frisbee. 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 in no way constitutes any form of investment advice.