Evan Brooks
Quantitative Researcher @Wall Street Quants
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WORK HISTORY
Quantitative Researcher @Wall Street Quants
New York, NY, US
Optimized and backtested a 120-day volume-momentum cryptocurrency portfolio that outperformed the Bitcoin buy-and-hold benchmark. The strategy delivered a 155.76% annualized return & 1.94 Sharpe Ratio (after t-costs).Collaborated with a team of senior quantitative developers, researchers, analysts and traders with over 10 years’ experience managing over $3 billion in reversal and momentum statistical arbitrage strategies.Researched cross-sectional, long-short and volume-momentum strategies in crypto that incorporate algorithmic weighting, backtesting and portfolio optimization.Analyzed pairs trading, mean-reversion and event-driven strategies that manage risk at volume, volatility and price action factor levels through quantitative signaling.
EDUCATION
Harvard University
Professional Graduate-Level Certificate
Harvard University
Hedge Funds Residency Weekend - Certificate of Participation and Contribution
Harvard University
Global Macro Hedge Funds in Emerging Markets - Certificate of Participation and Contribution
CAIA Association
Chartered Alternative Investment Analyst - Level I
Harvard University
Master of Liberal Arts - Finance
Capital University
Bachelor of Arts
Capitol Technology University
Doctor of Philosophy - Ph.D. Candidate
Harvard University
Professional Graduate-Level Certificate
Harvard University
Professional Graduate-Level Certificate
SKILLS
ABOUT EVAN BROOKS
I am a quantitative researcher and Ph.D. candidate engineering proprietary Deep…
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