After 3 years trading equities derivatives at Goldman Sachs — market-making a multi-billion dollar synthetic funding book, running basis arbitrage, and pricing structured trades — I left to develop systematic strategies in the FX and Rates space and externally contribute to a Macro Fund. I now work as a G10 Rates Derivatives Associate at Silvertide — producing Quantamental ideas focusing on G3 STIR Vol and G10 RV.
Quantamental trade ideas and thematic research across G3 STIR Vol and G10 Rates RV. Click any note to open the full PDF.
Cross-market trade ideas and macro thematic positioning across rates and vol.
Extended thematic analysis covering macro regime and rates positioning.
Analysis of BOE near-term path with June hike priced in — positioning around July meeting pricing.
STIR mid-curve trade structured around macro de-escalation and rates vol compression.
Building AI Teams for Portfolio Managers
Designing and deploying autonomous AI research teams that replicate the structure of an institutional quant desk — operating 24/7 across the full research and trading lifecycle. Have your own team of AI agents covering the entire spectrum of systematic research, development, and execution.
Interested in discussing rates markets, systematic strategies, or collaborating on a project?
A selection of the systematic strategies I’ve developed and run across macro, crypto, and equities. This is not an exhaustive list — the full research workspace contains many more signal families, backtesting frameworks, and experimental systems.
Focuses on price gaps between related markets and looks to capture reversion when those gaps normalize.
A diversified trend strategy that aims to participate in sustained market moves across assets.
Targets temporary mispricings in index futures basis and mean-reversion opportunities.
A long/short crypto momentum portfolio designed to capture relative strength while controlling overall market exposure.
Systematic stock selection using a blend of value, quality, and growth signals.
An AI-assisted macro process that turns market data and events into structured trade ideas.
Event-driven strategies in prediction markets focused on probability mispricings and cross-venue opportunities.