Some projects I worked on as a …

Research Professional (2021-present)

Research Assistant (2017-2020)

Quantitative Investment Analyst (2020-2021)

  • Implemented a Quality at a Discount investment strategy leveraging an adapted Piotroski F-score to gauge quality and an ensemble of industry-controlled value metrics for value.

  • Implemented investivble value-adjusted momentum factor.

  • Implemented Fama-MacBeth for risk factor identification (with Shanken correction)

  • Implemented XGBoost signal prediction for stoploss determination.