I am a Quantitative Investment Manager with a PhD in Finance (Durham). I am also a CFA and a CAIA Charterholder.
My career bridges the gap between rigorous academic research and practical alpha generation. Currently, I serve as an Honorary Senior Lecturer in Finance in London while conducting buy-side quantitative research on US Equities.
My investment process is deeply rooted in empirical finance. I leverage over a decade of research into market anomalies—specifically Hedge Fund Activism, Behavioral Finance, and Factor Investing—to construct systematic strategies that are statistically robust. My methodology is not discretionary; it is built on advanced data science (Python/Machine Learning) to process vast datasets, ensuring that every trade is backed by evidence, not opinion.
This portfolio represents the synthesis of my academic expertise and professional experience: a disciplined, multi-factor quantitative strategy designed to capture structural alpha in the TMT sector while strictly managing risk through regime-adaptive volatility controls.
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