Market insightswith academic rigor.
Nimloth Capital is a research program in market data, artificial intelligence, and quantitative trading. This is the public record of the work: methods, results, and the systems beneath them.
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I spent the past 8 years trading and managing a $15 billion Emerging Markets equity portfolio for Norway's $2 trillion Sovereign Wealth Fund. Now I'm returning to school to create my own quantitative equity strategy. Columbia's dual MBA and MS Engineering program will be my place to experiment and build before returning to the workforce, and this site is the place where I write about any novel problems that come up along the way.
Blog
Live projects, field notes, and engineering updates from the work.
Putting the data to work
A live snapshot of the performance of all momentum factors across the world.
From end to end
Nimloth Capital is a project that fits in 6 boxes, which span the whole work of systematic investing: Data, infrastructure, research, risk, optimization, and trading.