United States
Quantitative software developer and former investment-management founder focused on agentic AI-assisted software development, specification-driven development, Python, ML, and real-time trading systems. Recently developed a proprietary Interactive Brokers-based quantitative trading strategy using Cursor, OpenAI Codex, explicit strategy specifications, risk constraints, test/evaluation loops, and human-in-the-loop validation. Previously founded and led Paskewitz Asset Management, where I developed proprietary automated trading strategies and scaled client AUM to $370MM before the business was sold/acquired in 2018.
• Architecting and developing a sophisticated equity shorting model utilizing Random Forest and Gradient Boost machine learning algorithms. • Leveraging the AWS cloud platform for robust database management, S3 storage, and high-performance computing to process and analyze large datasets. • Sourcing, cleansing, and validating diverse financial data to identify and engineer predictive factors for the model.
Bought a walled compound. Made about $400,000 in improvements including creating 3 rental units, added solar power and a large water tank and have maintained high occupancy rate.
Assist in the transfer of management control for the integration of Paskewitz Asset Management LLC into Strategic Funds LLC.. Includes integration and management of an offshore IT team in China and also transfer of trading strategy and automation software.
CEO of a quantitative trading firm that currently manages a stock index futures trading program with an annualized ROR of over 20% for the past 6.5 years.
Started a proprietary quantitative equity trading group for the firm. Provided some trading models, and did significant additional research using tick data. Group was profitable every year.