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My research operates at the intersection of high-dimensional financial time series, modern applied mathematics, and computational physics. I’ve always gravitated toward non-parametric, structure-seeking techniques—drawing on geometry, spectral methods, and ideas inspired by quantum field theory and statistical mechanics. I view financial markets as constrained dynamical systems with symmetries, coupling structures, and propagation dynamics, not as noisy regression exercises. I spent over a decade at the University of Chicago, completing Ph.D.-level coursework in economics, mathematics, and physics, including quantum field theory... more
Bio
David Sargent Wood is the Chief Quantitative Strategist and Co-Chief Technology Officer at Brooklyn Investment Group. Following Brooklyn’s 2025 acquisition, he also serves as Senior Managing Director at Nuveen. He leads the development of cutting-edge financial technology systems while managing the portfolio management team and overseeing day-to-day systematic investment management… more
Postions
- Chief Quant Strategist and Co-CTO, Senior Managing Director, Nuveen Brooklyn (2022–)
- Head of Quant Strategies, Hum Capital (2020–22)
- Quant Researcher, Credit Suisse (2018–20)
Education
- Ph.D. in Statistics & Econometrics, The University of Chicago
- M.B.A. in Finance, The University of Chicago
- A.B. in Economics, The University of Chicago
Research
- MTS for R—All-Purpose Toolkit for Multivariate Time Series (with Ruey Tsay and contributions from Jon Lachmann and Renze Dijkhuizen, 2022)
- Essays on Implied Spherical Space Forms in Statistics and Econometrics (2018)
Blog
- Deep learning at scale: lesson from experiments from Perlmutter
- Scalable GPU programming for exascale: multi-node and multi-GPU strategies
- From bricolage to engineering: regularizing complexity
- Bayesian deep learning: uncertainty, inductive bias, and modern theory
- Generative AI and diffusion models
- Selling modern financial products: comparing SMAs, SaaS, and asset management
- From physical toil to cognitive burnout: modern labor and the ethics of software design
- Internal states, external worlds: concurrency, consensus, and sociotechnical challenges in computing
- Engineering speak: prolegomena to ideal technical discourses
- Self-healing computation: building resilient financial computational services
- Cognitive mirror: how LLMs compress language and challenge our sense of self
- Basis trade and treasury deleveraging
- The Triffin dilemma and the exorbitant privilege
- Client-side connection pool management
- Zoo keeping: dynamic assembling based on subclass attributes
- Go getters: a monadic way
- Take a walk on the functional side: yes, we need monads
- Working with distributed workers
- Cooperative concurrency with FastAPI: it's the generators, stupid
- Wrapping around wrappers: a primer on Python decorators
- Simple SSL-based encryption