Research Papers
A curated selection of my white-papers and technical notes.
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Showing 3 of 3 papers
Volatility Scaling (2025)
Advanced techniques for volatility scaling in systematic trading strategies
FinanceRisk Modeling
6 pages • PDF
Portfolio Construction with Machine Learning
Modern approaches to portfolio optimization using ensemble methods
Machine LearningPortfolio Theory
12 pages • PDF
Risk Parity in Dynamic Markets
Adaptive risk parity strategies for changing market regimes
Risk ModelingPortfolio Theory
8 pages • PDF