I’m the co-founder and managing partner of Qlumina Inc., a systematic investment firm trading quantitative strategies in liquid exchange-traded futures. I’m based in Dubai and lead the firm’s research and portfolio management.
I also founded Forticia, the research lab where our execution and research software is built. I write here about how that software works and how we test strategies before they trade.
Writing
- On Capital Scalability: Capacity Ceilings, Microstructure Physics & The Architecture of Modern Asset Management
- Why We Built PolarisLink: The Nervous System Behind Autonomous Quantitative Research
- The Anatomy of Blitz: Deterministic Pre-Trade Risk & Zero-Allocation Architecture
- The 12 Decision Gates
- Why LLM Alpha Models Suffer Regime Collapse
- Causal Factor-Absence Placebo Testing
- Modern Capital Allocation Rails
- The Architecture of Autonomous Alpha