I am a Quantitative Researcher specializing in financial modeling, machine learning, and statistical analysis. With over 4 years of experience in the financial industry, I have a passion for researching and developing new strategies. Beyond my professional pursuits, I'm a life-long surfer, scuba diver, fitness enthusiast, and musician.
Currently, I'm a Quantitative Researcher / Developer at The Quarry, a firm with strategies across virtually all asset classes.
My passion lies in leveraging advanced mathematical methods to decode financial market behaviors and identify persistent alpha opportunities. I'm particularly focused on applying novel computational/mathematical techniques to solve complex financial problems and discover alpha.
This white paper presents advanced techniques in portfolio weight optimization, focusing on both mathematical foundations and computational stability considerations.
Designed and implemented a "higher" frequency automated liquidity pool strategy utilizing Uniswap's concentrated liquidity mechanisms. The strategy can be implemented with or without delta-neutrality.
Designed the "Gradient Risk Optimization Protocol" for the design, implementation, and management of a DeFi portfolio. The core methodology involves stratifying sub-strategies/investable "units" based on a pre-determined risk framework and then establishing the entry, exit, and internal paths of on-chain assets/liquidity.
This papers present a rigorous mathematical formulation of the Conversion strategy’s mechanics, profit conditions, and risk characteristics. With that, I outline an algorithmic implementation for systematically identifying and executing profitable conversion opportunities. The paper concludes with a detailed description of my backtesting methodology and empirical results using high-frequency options data on SPY.
I led the project of designing a homodyne noise measurement system for the POLAR BEAR Experiment's microwave telescopes. I also worked on telescope component development, lenslets, for improved microwave refraction measurement
I created a patent-pending (*since abandoned) process to treat plant materials and extract terpenoid chemical compounds, while leaving the post-process plant intact to a commercial degree with valuable characteristics of no order nor taste, especially valuable for cannabis.
I developed an original program to optimize both existing linear models and the construction of linear models. The program results in a model achieving the theoretical maximum adjusted R^2 value and optimal significance tests.
My primary focus was researching and analyzing existing energy and financial models for microgrids, centralized power grids, and carport-mounted charging stations for electric vehicles. Subsequently, I constructed and developed comprehensive financial and energy models for carport-mounted charging stations, including their interactions with microgrids and the centralized power grid.
I created the OBSF Surf website and Instagram account as a freshman in high school. The instagram account, primarily featuring my photography of OB chargers (surfers), organically grew to 5k+ followers, becoming the largest Ocean Beach dedicated account at the time. I partnered with local companies and groups to promote local businesses and events. For the public, the website served as an information guide to the different surf breaks along the beach. For me, the site served as a mechanism to learn coding and web development as I alone completed its development and hosting.
sdramen@gmail.com
+1 (415) 847-6428
New York, NY, USA