MS Finance / MBA Candidate — Northeastern University D'Amore-McKim School of Business Head of Equity Research, 360 Huntington Fund ($2.1M AUM) | President, Options Club & Commodities Club | Boston, MA
Evidence-linked analyst workflow for identifying disclosure changes, checking prior context, preserving institutional memory, and forming testable research questions without automatic trade recommendations.
Live Demo · Repository · Research Ideas · Universe Coverage Preview
Bounded evidence: 149 fully validated issuers and 995 evidence-backed disclosure changes; 6,190 issuers indexed for staged coverage. Two of eight Research Idea cases produced publishable hypotheses, six failed safely, and none produced an actionable trade view. Formal human validation remains pending.
Reproducible empirical research testing whether filing and news features add incremental return-predictive information, including null results, preregistered gates, and public-safe synthetic fixtures.
Public Research Repository · Research Findings · Methodology
The negative empirical findings motivated the pivot from automated alpha discovery toward an evidence-linked analyst workflow.
| Project | Description | Stack |
|---|---|---|
| optlab-research | Factor backtesting platform — 9 signals, Russell 3000, FF6 attribution, Brinson decomposition | Python, DuckDB, Polars, CVXPY |
| deep-momentum-network | LSTM with attention mechanism, Sharpe-ratio loss, 1.65 walk-forward Sharpe | PyTorch |
| macro-regime-hmm | Hidden Markov Model built from scratch, 96.1% NBER recession detection accuracy | NumPy, scikit-learn |
| 360hf-bl-optimizer | Black-Litterman + Ledoit-Wolf shrinkage optimizer for student fund | CVXPY, pandas |
| risk-parity | Risk parity portfolio optimizer with Ledoit-Wolf shrinkage and equal risk contribution | CVXPY, numpy |
| Factor | Universe | Period | Sharpe L/S | Source |
|---|---|---|---|---|
| Quality / Gross Profitability | Russell 1000 | 2019–2023 | 0.443 | Novy-Marx (2013) |
| Momentum (12-2) | Russell 3000 | 2019–2023 | 0.262 | Jegadeesh-Titman (1993) |
| Momentum (12-2) | Russell 1000 | 2010–2024 | 0.139 gross | Carhart (1997) |
| BAB / Low Volatility | Russell 1000 | 2019–2023 | -0.371 | Frazzini-Pedersen (2014) |
| Value / Book-to-Market | Russell 3000 | 2010–2024 | -0.266 | Fama-French (1992) |
GP–Value cross-sectional correlation: −0.257 (p < 0.0001, n=556,200) — quality complements value.
Three-session trading game curriculum modeled on the Citi market-making card game. Each session ships with a companion GitHub repo members push to their own profiles.
| Session | Date | Game | Repo |
|---|---|---|---|
| 1 — Vanilla Market Making | Sept 16 | Quote bid-ask on card sum | mm-simulator |
| 2 — Variance Trading | Sept 30 | Quote bid-ask on card variance | variance-dispersion |
| 3 — Options Payoff | Oct 14 | Quote bid-ask on max(sum − K, 0) | greeks-payoffs |
7 years institutional asset management — AEW Capital Management, Loomis Sayles, Wellington Management, Prime Buchholz. Hamilton College BA.