I am a quantitative investor, researcher, and the founder of PortfolioFuture ↗, an independent fund discovery and intelligence company. We use empirical research to discover, evaluate, and rank ETFs and mutual funds, and identify where they can credibly compete for allocations in portfolios.
My work sits at the intersection of quantitative research, portfolio construction, and investment technology. Over more than nine years in investment management, I have worked across financial-data infrastructure, factor research, systematic strategy development, portfolio management, and ETF implementation.
Current focus
Today, I am focused on empirical fund discovery and evaluation: understanding exposures, return drivers, and portfolio roles.
PortfolioFuture researches fund discovery, ranking, fund substitution, and investable return decomposition, using evidence to identify where funds can credibly compete for allocations in portfolios.
Professional path
I began my career in quantitative investment research in 2017. Over the following years, my responsibilities expanded from research and investment-system development to portfolio construction and portfolio management.
My work included building financial-data pipelines, researching systematic investment signals, developing backtesting and portfolio-construction systems, implementing rebalancing workflows, monitoring portfolio risk, analyzing performance attribution, and supporting ETF implementation.
Beginning in 2021, public records document portfolio-management responsibilities across U.S. and international strategies. I later served as a named portfolio manager across the six-fund Abacus FCF ETF suite and held research and public-equity leadership responsibilities.
Across those roles, I worked with strategies representing more than $1 billion in career assets under management and advisement. The FCF Leaders Strategy, for which I was identified as portfolio manager, received a PSN Top Guns Manager of the Decade designation for Q4 2025.
The detailed chronology and supporting public records are available on my Track Record page.
Research philosophy
A recurring problem in investment research is the gap between explaining historical returns and making an investable decision.
A fund may appear differentiated while much of its return can be reproduced through inexpensive, liquid exposures. A manager may generate residual returns without those residuals being persistent. Two funds may appear very different by label while providing economically similar exposure.
I am interested in turning these questions into measurable investment problems.
- Investability — comparisons should be based on exposures an investor could realistically own.
- Out-of-sample evidence — a useful result should survive beyond the period used to discover it.
- Return decomposition — separating explainable market and factor exposure from residual value.
- Economic significance — statistical relationships matter only when they lead to meaningful investment decisions.
- Implementation — transaction costs, portfolio construction, liquidity, and product structure are part of the research problem.
This approach has shaped my work on active-manager evaluation, free-cash-flow profitability, quality investing, factor exposure, ETFs, fund alternatives, and residual-return persistence.
Why PortfolioFuture
PortfolioFuture grew out of a limitation I repeatedly encountered in traditional fund research.
Most investment tools are good at describing a fund: its category, holdings, performance, fees, factor exposures, or historical risk. Investors also need rigorous comparisons to understand where funds can credibly compete for portfolio allocations.
Answering that requires more than screening funds against their peers. It requires understanding which parts of a fund's return are replicable, identifying investable portfolios that provide similar exposures, measuring what remains unexplained, and determining whether that residual value has historically persisted.
PortfolioFuture researches fund discovery, ranking, fund substitution, and investable return decomposition.
The objective is to move investment research from description toward decision: discover and evaluate funds with empirical evidence, and identify where they can credibly compete for allocations in portfolios.
Research and publications
My published work covers fund alternatives, investable return decomposition, active-manager evaluation, free-cash-flow profitability, quality investing, ETF implementation, and portfolio construction.
Recent research includes:
- Finding Better Fund Alternatives — a framework for identifying economically similar and potentially more efficient fund alternatives using investable return decomposition.
- Investable Return Decomposition and Residual Persistence — research on separating explainable investable exposure from residual returns and testing whether that residual value persists out of sample.
- Pure Alpha II: A Framework for Active Manager Evaluation — a framework for distinguishing active-management skill from static factor and style exposures.
Education and credentials
- CFA Charterholder
- MS, Quantitative Methods & Modeling — Baruch College
- MS, Computer Science — Georgia Institute of Technology (in progress)
- BEc, Economics — Guangdong University of Foreign Studies
Elsewhere
This page describes prior professional responsibilities and published public records. It is not a presentation of current fund-management responsibility or an offer of investment advisory services.