I have been establishing risk infrastructure and providing value-added quantitative equity research to support the decision making of senior business and portfolio managers and marketers for over fifteen years across a wide range of corporate cultures. I believe that quantitative analysis goes ...more

I have been establishing risk infrastructure and providing value-added quantitative equity research to support the decision making of senior business and portfolio managers and marketers for over fifteen years across a wide range of corporate cultures. I believe that quantitative analysis goes beyond computation. My goal as a quantitative analyst is to provide principles-based, properly vetted quantitative research that can protect investors' wealth from the negative effects of cognitive biases and emotional decision making. Since I believe the value of financial assets must ultimately derive from both the tangible and intangible resources of the real economy, then I also think sustainability must be as important in economics and finance as it has become in ecology. My goal when managing and analyzing risk is to help investors sustain and compound wealth over the long-term in both up and down markets. My knowledge of quantitative equity products spans the research and management of absolute return products like market neutral and equity hedge strategies as well as relative return products. These products include: enhanced indexing, factor tilting and smart beta, 1x0/x0, size and style constrained products, and low volatility investing. My skills include conventional quantitative techniques like simple and multiple regression and time series analysis that are well suited for detecting patterns in market periods that are driven by endogenous risk factors. I can also deploy relatively newer approaches like Bayesian resampling, Monte Carlo simulation, and logistic regression which I believe are better suited for periods that are primarily driven by exogenous risks.less