Welcome!

This website describes my research and professional work in systematic investment strategies and quantitative modeling. It includes selected publications and archived research code.

My work focuses on the design of systematic and statistical arbitrage investment strategies and the development of forecasting models for returns, risk, and transaction costs using machine learning and large-scale financial datasets. I lead research teams building scalable equity, event-driven, and multi-asset systematic products for institutional investors.

Thank you,

Ludger