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David Sargent Wood is the Chief Quantitative Strategist and Co-Chief Technology Officer at Brooklyn Investment Group (BKLN). He leads the development of cutting-edge financial technology systems while managing the portfolio management team and overseeing day-to-day systematic investment management processes. His work spans the conception, implementation, and enhancement of sophisticated algorithmic… more
Postions
Chief Quant Strategist and Co-CTO, 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
Github @d-
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)
Blog
- Basis trade and treasury deleveraging
- The Triffin dilemma and the exorbitant privilege
- Client-side connection pool management
- Get moving: move semantics, type systems, and resource management
- Modern template metaprogramming basics
- Zoo keeping: dynamic assembling based on subclass attributes
- Go getters: a monadic way
- Take a walk on the functional side: yes, we need monads
- Working with distributed workers
- Cooperative concurrency with FastAPI: it's the generators, stupid
- Wrapping around wrappers: a primer on Python decorators
- Simple SSL-based encryption