About
I'm a Data Scientist researching systematic trading strategies, grounded in academic factor literature (Jegadeesh-Titman momentum, Fama-French/Carhart factors, Hamilton regime-switching models) and validated through rigorous backtesting. I built a Hidden Markov Model-based market regime detector that outperformed static strategies on a walk-forward out-of-sample test (Sharpe 0.769 vs. 0.641, drawdown -25.6% vs. -33.7%), and a full-stack quantitative research platform combining a multi-factor scoring model with a backtesting engine, regime filter, and live paper-trading execution across 500+ tickers. Looking for exciting opportunities to work and collaborate with bright minds and explore the world of data together.
Outside of work, I enjoy exploring cafés, gaming, photography, and going on nature walks.
If you're embarking on an exciting project or seeking fresh perspectives, don't hesitate to reach out via Mail or Whatsapp. I'm always eager to connect, exchange ideas, and explore new avenues of exploration and growth together.
Check out some of my photography work on VSCO.
About this site
Welcome to my home on the internet. This site functions as a blog/portfolio, a place to share code and thoughts. Opinions of my own.
I learnt how to build this site from the most awesome people in the community:
- Timothy's Next.js and Tailwind CSS template: Template starter where I bootstrapped the project.
- Einar Guðjónsson: Now page, navigation style, animations and much more.