Ryan Barrett serves as the Senior Quantitative Researcher and Product Strategist at Abraham Trading Company, bringing a unique blend of statistical expertise and innovative financial modeling skills to the team. Ryan is currently a Ph.D. candidate at Yale University, where cutting-edge research in machine learning and advanced statistical methods is at the forefront of his academic pursuits. This rigorous academic background is complemented by a Master of Arts in Statistics from Yale University and a Master of Science in Psychology from the University of Limerick. Ryan is also a registered Graduate Statistician (GStat) accredited by the American Statistical Association.
Before joining Abraham Trading, Ryan honed his skills as a quantitative analyst at a prominent asset allocator in Greenwich, CT. In this role, Ryan excelled in developing robust risk management strategies for a diverse range of investment portfolios, from individual stocks to complex funds of funds. This experience has equipped Ryan with a deep understanding of the intricacies and challenges inherent in diverse investment landscapes.
At Yale, Ryan has been at the forefront of integrating state-of-the-art statistical techniques with elements of financial theory to ground models in appropriate assumptions. This innovative approach has led to significant advancements in understanding market trends by avoiding overfitting. Instead, Ryan forces complex models to obey common sense, and any deviation is punished.
Whether working on time-series analysis, predictive modeling, or algorithmic trading strategies, Ryan combines traditional financial acumen with modern statistical methodologies to deliver comprehensive and forward-thinking investment solutions. At Abraham Trading, Ryan continues to apply this diverse skill set, developing and
implementing quantitative strategies that align with the company's goals and investment philosophy. In using his unique skill set, Ryan plays a pivotal role in driving the firm's research initiatives and product strategy development, ensuring that Abraham Trading remains at the cutting edge of the quantitative investment landscape.