This intro post is meant to be a starting point for the readers of this substack. I will keep it short now, as I intend to come back and revise this post for posterity.
I am a quantitative macro portfolio manager with a background in science, engineering and computer programming. I manage a sizable book trading delta one instruments in futures, FX, and other derivatives.
The opinions I express here are not meant to be investment advice as I am not qualified to provide any such advice.
I intend to write about a few topics:
Academic and industry research that I find useful, and my commentary of them
Some of my own thoughts about quantitative subjects
You will not find any pontification about where the markets may go next. Quant managers are terrible at timing the market anyways, so do not take any such advice from me.
Ok, let’s go..