Polymer Capital · University of California, Berkeley, Haas School of Business
Working on Using AI Agents to make alphas Senior Quantitative Researcher with 5+ years experience in researching market neutral low-medium frequency trading signals (stat arb alphas and strategies, systematic equities) of sharpe ratio > 1.5 for the equity markets in the US,EU,JP
Index Rebalance - Prediction Models for MSCI ESG and Factor Index Rebalance for all regions Stat Arb - Building a new mid frequency stat arb desk - infrastructure, data research, alpha research and portfolio optimization.
Machine Learning Quantitative Researcher Data , Alpha, Strategy Portfolio Manager low-med frequency stat arb alphas/strategies for US equities