Hedge fund analyst and consultant; CFA/CPA. Long and (mostly) short equity.
I am currently working on systematic, equity market-neutral strategies using fundamental signals while back in school for more mathematics coursework. After getting degrees in finance/accounting, and working as a traditional long/short equity hedge fund analyst, I decided to formally study mathematics and statistics to inch closer to systematic trading/investing. I've professionally traded traditional IPOs, alternative IPOs, SPACs, accounting frauds, distressed equities, bankruptcies, stock promotions, etc., for hedge funds.
Outside of project repos, I also log random finance posts and random general posts. Most recently on:
- Random finance posts: I posted a simple derivation of the duration of a growing perpetuity, as I'd yet to see one readily online.
- Random general posts: I posted a step-by-step derivation of OLS estimates for simple linear regression for those interested (e.g., students in ML courses or certifications).
I am always interested in collaborating on systematic strategies, empirical finance work (I wrote a paper with a former professor of mine on SPACs recently), or any interesting data project!
Please don't hesitate to reach out:
Python and Python data science stack (e.g., pandas, NumPy, matplotlib) | Familiar with C++, R, SQL, webscraping with Selenium and Beautiful Soup
My degrees are in finance/accounting, but I elected to take the following university mathematics coursework:
- Calculus I
- Calculus II
- Multivariable calculus
- Linear algebra and vector geometry
- Differential equations I (ODE)
- Discrete mathematics (proof writing)
- Applied statistics
- Real analysis I
- Abstract algebra I
- Differential equations II (PDE)
- Probability
- Working papers / works in progress:
- Do SPACs Create Value, co-authored with Dr. Mattia Landoni and presented to the Federal Reserve Bank of Boston, examines the drivers of cumulative post-merger abnormal SPAC returns. A model is proposed to quantify the amount by which underperformance is driven by "dilution" versus "value destruction". Uses hand-collected data set from original SPAC merger presentations and presents results in a cohort-based event study. Unlike other SPAC return studies, I merge a data set of daily stock loan rates to estimate a truer measure of short-and-hold returns, leading to a discussion of practical constraints faced by would-be arbitrageurs.
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