About Me

I was fifteen when my father, an investor, made me his research partner. We'd spend evenings analyzing balance sheets, debating valuations, and building conviction on positions. That early discipline - turning raw data into investment decisions - is still what drives me today.

I now focus on building systematic, research-driven investment strategies that sit at the intersection of quantitative methods and fundamental intuition. My work spans portfolio construction (Mean-Variance, Black-Litterman, factor models), risk analytics (VaR, drawdown analysis, regime detection), and macro-aware signal design - most recently a multi-factor QQQ strategy that achieved a 1.55 Sharpe on blind out-of-sample data, earning a Quanta Ventures Fellowship selection (Top 5%).

I'm looking to bring this toolkit to an asset manager, bank investment team, or wealth management strategy desk - anywhere that values decision-ready portfolio research, disciplined risk frameworks, and someone who can translate complex quantitative analysis into clear investment narratives.

When I'm not building models, you'll find me at PingPod with a ping pong paddle, watching Max Verstappen in F1, or deep in a strategy game.