I am a co-founder of Turnleaf Analytics, where we use innovative approaches including alternative data and machine learning to create macroeconomic forecasts, in particular for inflation which are available for client subscription, and have beaten the benchmark in over 60% of cases since live ...
more
I am a co-founder of Turnleaf Analytics, where we use innovative approaches including alternative data and machine learning to create macroeconomic forecasts, in particular for inflation which are available for client subscription, and have beaten the benchmark in over 60% of cases since live publication.
I have developed algorithmic trading strategies at Lehman Brothers (where I co-developed MarQCuS which had $2bn AUM), Nomura and independently. I have profitably run systematic trading models for market making trading desks. Clients have included Bloomberg, Accenture, CLS, Freepoint Commodities, RavenPack, Cytora, Investopedia, a Chicago prop firm, a large European asset manager and several UK quant hedge funds.
I am an author and have written Trading Thalesians - What the ancient world can teach about trading today (Palgrave Macmillan) and have co-authored The Book of Alternative Data (Wiley). I'm also the founder of Cuemacro, co-founder of Thalesians and a visiting lecturer at Queen Mary University of London.
I have presented many conferences like QuantMinds, as well at the ECB, Federal Reserve Board, IMF and Bank of England. If you are interested in Turnleaf Analytics's products and services, please contact me.
less