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David Sargent Wood is the Chief Quantitative Strategist at Brooklyn Investment Group (BKLN). He manages the portfolio management team and oversees day-to-day systematic investment management processes. At Brooklyn, he is responsible for the conception, implementation,… 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-
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)