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David Sargent Wood, Ph.D., is Co-Chief Investment Officer and Chief Quantitative Strategist, Senior Managing Director at Nuveen Brooklyn, where he leads portfolio technology development and runs the portfolio management team, including the firm's day-to-day systematic investment processes. Before Nuveen's 2025... more

Positions

Co-CIO and Chief Quant Strategist, Senior Managing Director, Nuveen Brooklyn (2025–)
Chief Quant Strategist and Co-CTO, Brooklyn Investment Group (2022–2025, acquired by Nuveen)
Head of Quant Strategies, Hum Capital (2020–22)
Quant Researcher, Credit Suisse (2018–20)

Education

Ph.D. in Statistics & Econometrics, The University of Chicago (2018)
M.B.A. in Finance, The University of Chicago (2017)
A.B. in Economics, The University of Chicago (2010)

2026

10/26 The shape of thought
10/20 The price of understanding
10/10 Sold twice: a life kept in working order
09/27 Fatal strategies
09/14 zzHELP: a dispatch from inside the swarm
09/13 Should you buy a home with a box spread?
08/23 Bull herding and bullshitting
08/02 The financial clinic
06/30 LLM internals specimen sheet
06/21 The Bauhütte Standard
06/20 Co-Brain
06/05 Deep persuasion
05/25 Hiring against the room
05/23 Bend the chimney; move the firewood
05/16 Worse is better and the right thing
05/09 Good companies and good-looking companies
05/02 Cognitive resignation
04/10 How much customization is enough?
01/01 Markov processes and Kolmogorov equations

2025

12/21 Financial advisory and portfolio management
12/07 Understanding long and short margin mechanics
11/17 Deep learning at scale
11/16 GPU programming for exascale
11/07 From bricolage to engineering
10/27 When a word opens
10/10 Bayesian deep learning
06/07 Selling modern financial products
05/30 From physical toil to cognitive burnout
05/24 Internal states, external worlds
05/17 Engineering speak
05/10 Self-healing computation
05/02 Cognitive mirror
04/12 Basis trade and treasury deleveraging
04/01 The Triffin dilemma and the exorbitant privilege
03/01 Client-side connection pool management

2024

04/14 Zoo keeping
04/09 Go getters: a monadic way
04/06 Take a walk on the functional side
04/01 Working with distributed workers
03/27 Cooperative concurrency with FastAPI
03/19 Wrapping around wrappers

2021

10/21 Simple SSL-based encryption

Research Statement

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… more

Projects

Integers and curves: a gentle introduction to MINLP (2026)
MTS for R—all-purpose toolkit for multivariate time series (with Ruey Tsay and contributions from Jon Lachmann and Renze Dijkhuizen, 2022)
Typeface ultracode, BPM