Investment Systems

From 2017 through 2026, I built and operated quantitative infrastructure that connected investment research to live ETF portfolios.

Research infrastructure

• Data pipelines — ingestion, cleaning, normalization, and quality control across financial datasets
• Factor library — implementation and maintenance of investment signals and research definitions
• Signal generation — combining factor inputs into portfolio-relevant scores
• Backtesting — strategy simulation, diagnostics, and sensitivity analysis
• Automation — repeatable workflows for research, computation, and reporting

Portfolio-management infrastructure

• Portfolio construction — translating signals into target weights within portfolio constraints
• Rebalancing — scheduled reconstitutions and between-cycle monitoring
• Risk monitoring — position, sector, turnover, and tracking-risk oversight
• Performance attribution — decomposing portfolio results and diagnosing drivers
• Operational reporting — repeatable investment and client-reporting workflows

ETF and index operations

The role also included work across index methodologies, regulatory and fund documentation, reconstitution workflows, corporate actions, and coordination with the broader ETF operating ecosystem.

Strategies supported

This page describes prior professional work. See Prior Investment Track Record for public evidence and dates.