Il faut toujours viser la lune, car même en cas d'échec, on atterrit dans les étoiles. — Oscar Wilde
I am a quantitative finance professional with over a decade of experience across multi-asset portfolio management, risk modelling, proprietary trading, and algorithmic strategy development — work that has taken me through Vienna, Monaco, Paris, Luxembourg, and Frankfurt.
Studying Quantitative Finance widened the scope of my interests considerably — from economics to pure mathematics, from corporate finance to programming. As a child I was always drawn to computers and to cerebral games like chess and bridge, where you have to think several moves ahead. That instinct turned naturally toward financial markets and trading. The hundreds of hours I once spent in front of a computer, playing games or programming, have become hundreds of hours backtesting strategies and analysing markets.
My research interests run to scientific programming and simulation, high-frequency trading, algorithmic strategies, data mining, and conformal prediction — and I am pursuing a PhD in Data Science at Sofia University. Away from the screen, I read, study languages, ride motorcycles, and compete in épée fencing and classic pentathlon.
I also maintain a public, fully transparent investment track record — a diversified, risk-managed portfolio with a consistent multi-year positive return. Those who wish to follow my live performance can do so on my eToro profile.
Open to academic collaborations, research discussions, and interesting conversations.
davidovboyan@gmail.com