William Nicholson
Portfolio Manager at Verition Fund Management LLC
New York, New York, United States
Summary
👤
Senior🎓
Top SchoolWilliam Nicholson is a portfolio manager and quantitative researcher with 11+ years designing systematic equity strategies, primarily for US markets, and a PhD in statistics from Cornell. He has led research teams at Point72 and Centiva and now runs portfolio strategy at Verition, contributing across idea generation, implementation, and risk management. His academic work on regularization for high-dimensional multivariate time series has produced computationally efficient forecasting methods and the BigVAR R package used for large-scale prediction. An expert R programmer, he combines deep statistical theory with practical, production-ready tools and maintains active research interests in random forests and novel time-series regularization. Notably, his methods have consistently improved accuracy over conventional approaches in both academic and hedge-fund settings.
12 years of coding experience
8 years of employment as a software developer
B.S B.S Economics/Mathematical Statistics, B.S B.S Economics/Mathematical Statistics at American UniversityMaster's of Science Economics, Master's of Science Economics at University of Wisconsin-MadisonPhD Statistics, PhD Statistics at Cornell University
Github Skills (12)
multivariate-timeseries10
dimension-reduction10
random-forest8
r-package7
rcpp6
r5
regularization4
cran4
feature-selection3
machine-learning2
cpp2
algorithms1
Programming languages (2)
Github contributions (5)
wbnicholson/HLAG
Jun 2019 - Sep 2020
Contributions:3 commits, 2 pushes, 1 branch in 1 year 2 months
wbnicholson/BigVAR
Oct 2014 - Oct 2022
Dimension Reduction Methods for Multivariate Time Series
Contributions:4 reviews, 93 commits, 10 PRs in 8 years 1 month
dimension-reductionmultivariate-timeseries
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