About
I take hard, data-driven problems from open question to working system — research, modelling, data infrastructure, and the teams and tools around them. My approach pairs peer‑reviewed statistical methods with two decades of hands-on technical work.
I've co-founded two trading businesses and led systematic strategy development inside $5B+ AUM environments, working across the firm from C‑level executives and clients to technical and analytics teams. I hold a Ph.D. in Financial Econometrics (Western University, 2013) and the CIM designation (2019), and have been a tenured Associate Professor of Economics at Brock University since 2018.
Experience
5Sigma, Inc.
FounderFounder & Principal
Technical consulting firm serving three verticals: AI integration as a service, data-infrastructure building, and custom modelling and analytics.
Ruken Capital
Co-FounderCo-Founder · Head of Systematic Strategies & Analytics
Co-founded a proprietary power and natural gas trading business with a former co‑CIO of a major Canadian multi‑strategy hedge fund. Led firm-wide quant tooling — AI integrations, data architecture, trading dashboards — alongside operational work from margin management to exchange access.
Polar Asset Management Partners
$5B+ AUMSenior Consultant, Systematic Strategy Development · Office of the CIO
Worked directly with the co‑CIO of a $5B+ AUM fund to grow a new line of business: systematic models development, backend data engineering, and AI integrations for the trading desk, while managing the technical and analytical team.
Price Street, Inc.
Co-FounderCo-Founder & Portfolio Manager
Led development and deployment of a proprietary systematic equity long-short strategy; built all trading, order-management, and execution infrastructure; managed a quant and data-engineering team while running the portfolio hands-on.
Spartan Fund Management
Head of Systematic Strategy Development, Qmetrica Fund
Developed stock-selection and risk models for a large-cap U.S. equity systematic strategy with a multi-year track record of demonstrable alpha.
Research
Dependence modeling, copula methods, and machine learning applied to financial markets — how markets react to news, how risk and contagion propagate, and how analysts' forecasts perform.
- Efficient estimation of parameters in marginals in semiparametric multivariate models. Journal of Computational and Graphical Statistics, 2024 .
- Can analysts predict risk? New evidence from copula theory. Finance: Theory and Practice, 2019.
- A new measure of vector dependence, with applications to financial risk and contagion. Journal of Financial Econometrics, 2017 .
- When does the stock market listen to economic news? New evidence from copulas and news wires. Journal of Banking & Finance, 2016.
- Non-parametric weighted tests for independence based on empirical copula process. Journal of Statistical Computation and Simulation, 2016.
- Can analysts predict rallies better than crashes? Finance Research Letters, 2014.
- A money and credit real-time database for Canada. Bank of Canada Review, 2008 .
Talks & Writing
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Understanding asset class interdependence: a vector copula approach
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Dependence maps — a graphical tool for dependence visualization and feature engineering
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Recurring presenter, CFE-CMStatistics, London
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AI "picks and shovels": investing in the tools behind the boom ↗
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Invited research talks
Software
Research computing
- Python
- pandas
- statsmodels
- scikit-learn
- tslearn
- MATLAB
- Deep Learning Toolbox
- Econometrics Toolbox
Trading infrastructure
- SQL
- Linux
- AWS S3/EC2
- Streamlit
- OpenAI APIs
- Refinitiv REDI
- AlphaDesk
Teaching & Recognition
Tenured Associate Professor of Economics, Brock University — faculty since 2012, tenured 2018.
Faculty of Social Science Excellence in Teaching Award, Brock University, 2016 — a once-in-career, faculty-wide distinction.
Honorary Associate Professor, Discipline of Business Analytics, University of Sydney Business School, 2016.
Referee for 12+ journals, including the Journal of Empirical Finance and Journal of Banking & Finance; reviewer for the Mitacs Accelerate program.