Quantitative Research · Machine Learning

Building systems that find signal,
and the discipline to know when there isn't any.

I'm Bradley Wimpey, PhD. I build machine learning and quantitative research tools, with a focus on rigorous validation: testing hard enough to reject my own ideas before the market does it for me.

View today's charts → See the work

What's here

A working notebook, not a brochure.

Daily Charts

Automated trendline fitting across a watchlist of symbols. When a setup meets criteria, the program surfaces the chart with its trendline, support/resistance, and options context.

Pythonmplfinanceoptions
Latest output →

Projects

A tick-level backtesting framework, a Databento market-data pipeline, options analytics, and a null-controlled methodology used to test 13 strategies and reject 12.

backtestingvalidationCV / ML
Browse projects →

About

Ten years of production machine learning, a PhD in Computer Science, and a two-year independent quant research program. Currently open to new roles.

PhD, CSAtlanta
Background →