Continue to explore new Quantitative techniques to enhance and implement Long Only and Long Short investment strategies. Areas of interest include factors based on financial statements as well as news analytics; factor weighting methods; Industry Group based multi-factor models, tail ...more

Continue to explore new Quantitative techniques to enhance and implement Long Only and Long Short investment strategies. Areas of interest include factors based on financial statements as well as news analytics; factor weighting methods; Industry Group based multi-factor models, tail risk. Specialties: Factor research. FactSet. Macroeconmic Regime Models for Factor Timing. Neural Networks. Northfield. Risk Management. Sortino Ratio.less