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David Wood is Chief Quantitative Strategist and a member of the investment committee at Brooklyn Investment Group (BKLN). At Brooklyn, he is responsible for the conception, implementation, and enhancement of quantitative strategies and risk analytics for the full range of investment services, including portfolio construction model, risk modeling, portfolio optimization and valuation analytics. He oversees day-to-day systematic investment management processes and manages the portfolio management team. Before joining Brooklyn in 2022, David held the position of Head of Quantitative Strategies… more

Postions

Chief Quant Strategist, Brooklyn Investment Group (2022–)
Head of Quant Strategies, Hum Capital (2020–22)
Quant Researcher, Credit Suisse (2018–20)

Education

Ph.D. in Financial Econometrics, The University of Chicago
M.B.A. in Finance, The University of Chicago
A.B. in Economics, The University of Chicago

Contact

dwood AT uchicago.edu
@d- in/d-- @dswood

Blog

4/28/2024 Birthday problem: primary key collision probability python probability

4/18/2024 Implementing domain-driven design domain-driven-design

4/17/2024 Transformer circuits: recent advances in deep learning attention transformer

4/14/2024 Zoo keeping: dynamic assembling based on subclass attributes pattern python

4/9/2024 Go getters: a monadic way functional python

4/6/2024 Take a walk on the functional side: yes, we need monads functional haskell

4/1/2024 Working with distributed workers scalability python

3/27/2024 Cooperative concurrency with FastAPI: it's the generators, stupid scalability python

3/19/2024 Wrapping around wrappers: a primer on Python decorators python

10/21/2021 Simple SSL-based encryption fintech

Research

MTS for R—All-Purpose Toolkit for Multivariate Time Series (with Ruey Tsay and contributions from Jon Lachmann and Renze Dijkhuizen, 2022)
Essays on Implied Spherical Space Forms in Statistics and Econometrics (2018)