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. I develop forecasting models for returns, risk, and transaction costs using machine learning and large-scale datasets. I lead research teams building scalable systematic products for institutional investors in four areas: equities, futures/macro, event-driven, and multi-strategy combinations.

Thank you,

Ludger