Bill Weeks

Background

About Bill Weeks

What Do I Enjoy My career objective is to innovate in the area of algorithmic investment model development by applying techniques from the areas of machine learning, mathematics, signal processing, and system theory to model dynamic financial markets and individual assets. I am passionate about applying these algorithmic to create alpha in systematic investing strategies and helping clients to achieve superior returns in their What Tools Do I I excel at using Matlab, SQL, FactSet, Barra Aegis ADT, and other software tools to create a rapid prototyping environment where new research ideas can be tested and implemented quickly. Typically, I design equity models by first building a data warehouse, constructing relevant factors, and performing extensive Monte Carlo backtests. I also have extensive experience managing and using large computational clusters to perform multi-parameter Why Use Machine One of the best ways to improve any systematic investing strategy is to use machine-learning tools to bolster alpha. A machine-learning algorithm can take an existing linear model as well as market and macro data and create an adaptive non-linear model that seeks to improve returns by selectively applying the input factors. Many of the machine-learning design methods are surprisingly intuitive and can be understood with simple diagrams and no mathematical Let's Get to Machine-learning algorithms are highly adaptable and can be tailored to meet custom requirements. The design process can be a team effort where all members contribute to the construction of a unique machine-learning process that identifies good equity candidates for inclusion in a portfolio as well as any portfolio constituents that should be sold. Let's begin the process of creating a machine-learning investment model that achieves superior returns!