I am a quantitative analyst and researcher bridging the gap between financial economics and software engineering. I specialize in the end-to-end architecture of systematic investment strategies—from raw data ingestion to signal generation.

My work combines advanced econometrics with modern data science, leveraging Machine Learning and NLP to extract actionable alpha from both traditional market data and unstructured text. Currently, I am engineering a proprietary factor model that utilizes Large Language Models (LLMs) to quantify financial constraints.