Quantitative Finance Research · Portfolio Research · Econometrics · Systematic Strategies
MSc Economics, Finance & Computing Science
Quantitative Finance emphasis · Based in Spain
I work on quantitative finance, portfolio research, econometrics, market regimes and machine learning in finance.
- Quantitative portfolio research
- Dynamic asset allocation
- Market regimes
- Econometrics and statistical validation
- Robust backtesting
- Portfolio risk and fragility
- Machine learning and deep reinforcement learning in finance
Question → Hypothesis → Data → Assumptions → Benchmarks → Test → Robustness → Conclusion
I prefer to:
- define the question before building the model;
- make assumptions, constraints, costs and data boundaries explicit;
- compare against credible benchmarks;
- keep model selection separate from out-of-sample evaluation;
- distinguish performance from statistical evidence;
- test whether results survive different periods, seeds, assumptions and specifications;
- look for what breaks the result, not only what confirms it;
- preserve the path from inputs to conclusions;
- report negative results when they matter;
- avoid false precision;
- keep the work reproducible and inspectable.
I am not interested in making a model win.
I am interested in knowing what survives the test and what does not.
A falsification-oriented evaluation of TD3 for cross-asset portfolio allocation.
I test whether the result survives matched benchmarks, transaction costs, cash assumptions, multiple training seeds, walk-forward evaluation and statistical controls.
The result is mixed: TD3 remains competitive in some settings, but statistical superiority over the full benchmark universe is not established.
An open-source, local-first Python tool for analyzing portfolio fragility beyond standard return and volatility metrics.
It looks at concentration, dependency, co-movement, drawdowns, historical replay and explicit hypothetical stress.
My public quantitative investment research platform.
It includes market-regime analysis, statistical market levels, portfolio diagnostics, research experiments and published market reports.
Quant Research · Portfolio Research · Systematic Investment Research · Quantitative Finance · Research Collaboration