About

I work in financial services. My focus is systematic portfolio construction -- building, testing, and implementing quantitative strategies. Right now I'm working on minimum variance portfolio optimisation across the full lifecycle: from covariance estimation through constraint specification to live rebalancing.

I learn best by building things, and having real money deployed keeps me honest -- it's hard to ignore a bad assumption when it's costing you money.

I have working experience on the institutional side of markets -- both sell-side and buy-side -- mostly in equities, in the context of high-frequency trading and statistical arbitrage. I'm interested in the full arc from hypothesis to live portfolio: signal research, factor and risk models, portfolio optimisation, and the implementation details that determine whether something works on paper or in practice.

This site documents that work. The Writing section contains longer essays -- original analysis, backtests, and the occasional off-topic piece. The Log is for shorter technical notes and for keeping track of my learning process.

I also build the systems that support this research: data pipelines, backtesting infrastructure, and the tools that sit between an idea and a testable portfolio.

If you'd be interested in working together, let's talk: hello@sparse.ch

This site

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The name is a double meaning -- sparse as in concise, and sparse as in the matrices and regressions I spend most of my time working with.