Grew up in rural Texas but have lived in nyc for 16 years now. Just a guy that likes applied math, dancing, macroeconomics, country music, foreign policy, fitness/nutrition, and a variety of sports.
Quant futures PM for 9 yrs. Commodities/macro/physics/math background. Focusing on ML/AI. Aspiring Bayesian. MIT alum (8 & 18).
Recently joined a new shop (Fort) so in the process of getting up and running again with my strategies, but last place I was running around $75m in assets - almost entirely in an ensemble of neural network based strategies trading global liquid futures and large cap equities. Avg ~5 day hold. Live Sharpe 1.5, lifetime.
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Day | Followers | Gain | % Gain |
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September 10, 2023 | 41 | +3 | +7.9% |