Having spent 10 years playing professional football in Australia and Europe I have been blessed with ample time to pursue my interests within finance. More specifically these interests include trading strategy, optimal asset allocations and factor based investing. During this time I completed a Bachelor of Business with a major in economics before pursueing an MSc in financial engineering.
I enjoy solving complex problems using excel, python and R to test ideas and present my findings. Creating trading models to profit from trend and mean reversion properties within time series of varying asset classes then creating portfolios of models that meet specific volatility and return metrics has been a core theme of my research and my Masters thesis which is available here:
Furthermore some of my work can be found on Github here, or within my blog posts on this site. Whilst I trade and invest using several proprietary strategies I do not publish these publicly.
Seb Usai Finance 