Working at the intersection of financial planning and investment management... creating solutions for people that simplify their financial lives and help them achieve their financial goals. Quantitative Portfolio Management; alpha creation and portfolio construction techniques. Quantifying the ...more

Working at the intersection of financial planning and investment management... creating solutions for people that simplify their financial lives and help them achieve their financial goals. Quantitative Portfolio Management; alpha creation and portfolio construction techniques. Quantifying the elements of financial and tax planning and their impact on financial success. Interests in Genetic & Evolutionary Algorithms and Programming techniques. Reinforcement Learning and Model Prediction Control. Equity risk and return estimation (including after-tax effects). Specialties: Quantitative Equity portfolio management; portfolio construction techniquesless