Nolan Alexander
Quantitative Researcher
Charlottesville, Virginia, United States
Summary
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Senior🎓
Top SchoolNolan Alexander is a quantitative researcher with 10 years of experience specializing in systematic macro and equities/futures strategies, currently researching equities and futures at Quantitative Investment Management. He blends deep interests in machine learning, statistics, and optimization with hands-on alpha research across mid-frequency systematic macro and long-short equity contexts. Nolan’s background includes roles at Haidar Capital, Schonfeld, and internships spanning commodity options backtesting to ML on MRI data, reflecting a rare mix of financial modeling and applied data science. He holds BS and MS degrees in Systems Engineering from the University of Virginia, is pursuing a PhD in the same field, and pairs that rigorous academic training with practical trading research. Notably, his trajectory shows a consistent shift from internship experiments (neuroimaging ML, commodities) to production-oriented systematic alpha work, signaling strong adaptability from research prototypes to live strategy development.
10 years of coding experience
3 years of employment as a software developer
Doctor of Philosophy, Systems Engineering, Doctor of Philosophy, Systems Engineering at University of VirginiaGithub contributions (5)
nolanalexander/financial-data-modeling
Sep 2020 - Dec 2020
Contributions:24 commits, 26 pushes, 1 branch in 3 months
nolanalexander/efficient-frontier-coefficients
Jan 2025 - Jan 2025
Contributions:6 pushes, 1 branch in 3 days
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