Quantitative Research | Portfolio Construction | Applied Machine Learning in Finance
M.S. candidate in Financial Technology and Analytics at Wake Forest University (Aug 2026). B.S. in Business Administration from NC State. I build and test systematic investment strategies in Python, with a focus on index construction, factor signals, and NLP applied to financial text.
Currently seeking investment research, asset class analytics, and quantitative analyst roles in the Research Triangle area.
- Portfolio construction — mean variance optimization, risk parity, minimum variance with Ledoit-Wolf shrinkage, alternative index weighting
- Systematic strategy research — walk-forward backtesting, cointegration and copula methods, cross-sectional momentum
- NLP for finance — FinBERT sentiment applied to SEC filings and news for signal generation
- Fixed income and macro — Treasury curve construction, Taylor Rule modeling, macro Z-score signals
| Project | What it does | Stack |
|---|---|---|
| multi-strategy-portfolio | Research framework combining systematic trading, portfolio optimization, and risk management | Python, pandas, NumPy, SciPy |
| sp500-concentration-research | M.S. capstone testing whether alternative S&P 500 weighting schemes restore diversification (2000 to 2025) | Python, WRDS, statsmodels |
| nlp-sector-momentum | Sector rotation signal built from FinBERT sentiment on financial text | Python, transformers, PyTorch |
| copula-pairs-trading | Statistical arbitrage on S&P 100 pairs using Johansen cointegration and copula-based entry rules | Python, statsmodels, SciPy |
| macro-zscore-commodities | Cross-sectional commodity signals from point-in-time macro Z-scores built on FRED series | Python, FRED API |
| equity-valuation-engine | Automated DCF and comparables valuation across the S&P 500, with a ranked fair value table | Python, numpy, pandas |
Python SQL pandas NumPy SciPy scikit-learn statsmodels PyTorch transformers Matplotlib Excel AWS Capital IQ WRDS
Finishing my capstone on S&P 500 concentration risk and alternative weighting strategies. Defense is August 2026.
Contact: LinkedIn · GraysonSKing@gmail.com