I’m not your average Quantitative Developer and Researcher. I’m here to reshape the very way we think about finance, risk, and the elusive world of private equity. My personal mission? To uncover IF, WHY, and HOW private equity dares to outperform public markets—and what that means for the future of investing. I don’t just question conventional wisdom; I dismantle it, model it, and reassemble it into something more powerful.
But I don’t stop at private equity. My ambition is to decode every mysterious, non-traded cash flow on the planet—whether it’s private real estate, venture capital, or even that start-up idea you’ve been obsessing over. Hell, I might even build a valuation model for your marriage. Who’s to say you can’t run a stochastic discount factor on love and long-term commitment?
Asset Pricing? That’s my playground. Factor Investing? I live for it. Stochastic Discount Factors? I’m obsessed with unlocking their secrets. But the real question driving me is: How do you truly beat the stock market over the long run? Is there a Growth Optimal Portfolio that laughs in the face of risk? And speaking of risk—what if managing it is overrated? Maybe real alpha comes from embracing volatility, not hiding from it.
I’m also deeply invested in the future. I believe AI and machine learning hold the key to propelling asset pricing into a new era. Imagine a world where we use machine learning models not just to predict the future, but to reshape it. And I’m equally puzzled (and intrigued) by why quant researchers haven’t figured out a way to truly monetize their groundbreaking models. We crack the code on the markets, but are we leaving money on the table ourselves? That is a problem I’m determined to solve.
Finally, for all you future founders out there: When is the perfect time to take the leap and launch your start-up? I want to develop the algorithms that answer that question. Because timing isn’t just everything—it’s the difference between unicorn status and another failed pitch deck.
My mission is to break boundaries, ask the questions no one dares to, and disrupt the world of finance at its core. I don’t just want to model the future—I want to define it. Let’s build something that outlives market trends. BOOM!