Grant Cromwell
B.S. in Computer Science
Quantitative Researcher
A computer scientist who found a passion for statstics and financial markets. With a strong foundation in programming, I specialize in uncovering new correlations in complex data.
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Financial Forecasting System
A comprehensive quantitative trading system implementing Random Forests and Gaussian Copulas for alpha generation across multiple asset classes.
Proprietary Custom Models
A collection of quantitative models, backtesting frameworks, and trading strategies. Includes mean reversion systems, factor models, risk analytics, and portfolio construction tools built in Python.
Hybrid-Adaptive Quant Trading System
Combines GAF pattern recognition with ConvNeXt-Tiny for market regime and direction prediction. LLM confidence calibration filters low-confidence signals. Vector memory stores historical patterns for adaptive strategy refinement.
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View the complete collection of quantitative research, trading systems, and technical projects.
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