Investment Systems

Designing and operating the infrastructure, methodologies, and processes that turn research into portfolios

From 2017 to 2025, I designed, built, and operated a quantitative investment platform that turned research into five investable ETF strategies. This page documents the systems, the work, and the evidence behind them.

Research Infrastructure

I designed and implemented the quantitative research platform from the ground up — the analytical core of everything that followed:

  • Data pipeline — ingesting, cleaning, and normalizing financial data from multiple sources
  • Factor library — implementing and maintaining the proprietary factor set
  • Signal generation — combining factors into composite signals
  • Backtesting framework — simulating strategy performance with realistic assumptions
  • Automation — eliminating manual research workflows through automated collection, computation, and report generation

Tier 4 (methodology proprietary — implementation detail not disclosed)

Portfolio Management System

I designed the portfolio construction process and operated it daily across all five ETFs:

  • Portfolio construction methodology — translating signals into portfolio weights
  • Risk management framework — position limits, sector constraints, turnover controls
  • Rebalancing engine — systematic reconstitution on scheduled cycles
  • Trade execution workflow — from signal to executed trade with compliance checks
  • Cash management — handling inflows, outflows, and dividend reinvestment

Tier 1 — Methodology referenced in SEC prospectuses

Index & ETF Operations

  • Authored index methodologies and administered quarterly reconstitutions
  • Managed NAV oversight, creation/redemption workflows with market makers
  • Authored investment strategy sections of SEC filings (N-1A, N-CSR)
  • Coordinated with fund administrator, custodian, and counsel

Tier 1 — SEC EDGAR filings

Strategies Built on This Platform

ABFL — FCF Leaders ETF

U.S. Large Cap | Inception 2016

Flagship strategy. ~50 U.S. large and mid-cap companies selected through systematic FCF quality screen.

ABLD — FCF Leaders Real Assets ETF

Real Assets | 2021

FCF quality framework applied to energy, materials, and real estate.

ABOT — FCF Leaders Innovation ETF

Innovation / Growth | 2020

R&D intensity screening combined with FCF profitability filters.

ABLS — FCF Leaders Small Cap ETF

Small Cap | 2025

Profitable small-cap exposure avoiding unprofitable and distressed companies.

ABXB — FCF Leaders Flexible Fixed Income ETF

Fixed Income | 2020

Flexible fixed income strategy with FCF quality analysis for credit selection.

Recognition

PSN Top Guns Manager of the Decade (Q4 2025) — long-term risk-adjusted performance recognition for the strategies built on this platform.

Featured on CBOE Global Markets in a three-part interview series covering the methodology.

Tier 1 — PSN ranking data, recorded interviews