Financial Data Science Expertise – Selected Engagements
Short-term equity signal construction (U.S. asset manager)
Developed a suite of signals (R, Matlab) for short-term equity trading around market open using boosted trees and random forests with market technicals
Course on modern machine learning methods in quantitative finance (varying length and scope)
Course in statistical methods (hedge fund; 15 weeks)
Workshop series on statistical arbitrage (hedge fund; 15 weeks)
Black-Litterman portfolio optimization and machine learning (asset managers and hedge funds; varying length and scope)
Training program in quantitative finance (Chinese research company; 6 weeks)