University of Uncertainty

Founder

Bloomberg LP

FX & Commodities Derivatives Business Manager

FX Derivatives Business Manager

Financial Engineer Team Leader

UBS Investment Bank

Rates & FX Product Valuations

Morgan Stanley

FX Hybrids Trader

Barclays Capital

FX Long Dated Trader

Rates Quant Analyst

I'm Nuno, and at age 46, I've decided to terminate my *serious career*.

Why?

I love learning. I love working. I love creating *meaningful* value.

But the world got to a point where NONE of this is truly possible within the prevailing systems.

The root problem?

>>The dominant THINKING paradigm!


I found this sentiment is shared by many who have a sense of URGENCY that we must go BEYOND the *Data-driven*, *Bayesian-driven*, *Scientism-driven* and *Optimization-driven* understanding of the world.

That includes:

1/ AI SCIENTISTS who are seeking innovative ways of thinking to make sense of the world (...beyond the *Bayesian-driven* approach)

2/ MISFIT THINKERS who crave to explore the subjective, emergent dimensions of reality (...beyond the *Data-driven* paradigm)

3/ PORTFOLIO MANAGERS who are looking for unconventional ways to navigate market uncertainty (...beyond the *Optimization-driven* tactics)

4/ INSATIABLY CURIOUS QUANTS who want a deeper understanding of both risk and uncertainty (...beyond the *Scientism-driven* models)

5/ LEGACY-DRIVEN ENTREPRENEURS who want to build products addressing today's crises (...beyond the *Tech-driven* shiny objects)

6/ COACHES DISILLUSIONED WITH THEIR INDUSTRY who seek transformative frameworks of personal growth (...beyond the *Mechanistic-driven* goal setting)

>>Does ANY of these DEEPLY resonate with you?

Nuno Reis, PhD

NatWest Markets

Python developer with the SIMM Monitoring and Financial Resource Analytics teams.

Quantitative Developer

Bank of America Merril Lynch

Senior Quantitative Developer

JPMorgan Chase

Python Developer

Starmark

Developed a range of trading tools which were used for automated execution, risk management, quantitative research and data visualisation. 

 - Developed an algorithmic trading system to automatically execute futures spread trading in a systematic manner.  The application enabled traders to take control of trading strategies, by editing parameters, in real-time.
 - Automated the order placement methodology of German Bond Futures, enabling the trader to focus more on his trading ideas in his role as a market maker.
 - Responsible for developing tools to help traders place synthetic order types, which reduced the time spent on order placements, enabling traders to react quickly during volatile periods.
 
Developed and maintained a range of spreadsheet applications, using VBA and Bloomberg API, to analyse stock index constituent data which was used to generate trading signals which guided the trading of European Stock Index Futures spreads and were particularly useful for cutting losing positions.

Applied and adapted statistical techniques in Matlab to undertake quantitative research to feed into trading strategies. 

 - Applied portfolio optimisation techniques to analyse and minimise sector risks impacting futures baskets.  
 - Used eigenvectors to decompose the DAX index into mean reverting components which were traded on a weekly basis to add diversification to the intraday futures strategies of the firm.

Proprietary Trader

CSFB

Undertook a range of large volume data analysis for the purpose of statistics aggregation, file transfers and report generation.

Statistical Analyst

Jonathan Hon

taplio

The Battle

Nuno Reis, PhD

Jonathan Hon

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