Anna Sokolova

Applied Math + Economics @UChicago

Role
Quantitative Researcher at Shepherd Ventures
Location
Chicago, IL, US
LinkedIn followers
500 followers

About Anna Sokolova

I like tinkering with models

Experience

  1. Quantitative Researcher

    Shepherd Ventures

    Jun 2025 — Present

    Black Swan research - AI team:• Designed mean-variance optimization models for Black Swan (recession) events using K-means clustering and the Davies-Bouldin index, integrating Holt’s exponential smoothing to estimate beta • Achieved a consistent portfolio protection ratio of 30–33% against the S&P 100/500 during downturns

Education

  • Boston University

    Bachelor of Arts - BA

    2023 — 2024

  • St. Lawrence College

    High School Diploma

    2016 — 2023

  • University of Chicago

    Bachelor of Science - BS, Computational and Applied Mathematics; Bachelor of Arts - BA, Economics

    2024 — 2027

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Anna Sokolova — Quantitative Researcher at Shepherd Ventures in Chicago, IL, US | Unifers