About Us

Our Approch

The SAS Quant Fund is a short-term investment strategy. We typically rollover investments within 1-8 weeks. Our approach focuses heavily on the S&P 500 as a primary bellwether.

Any investments are guided by our unique model-driven approach, which determines sizing, potential hold time, drawdown, and a number of other key metrics.

Our portfolio management is driven by the same models. Rather than focusing on one specific market sector, we regularly analyze the market as a whole to understand shifts that might be occurring. This helps with some diversification and portfolio management in our holdings.

Our team is distributed and works remotely. It is made up of software engineers, analysts, and modelers.

My formal training is in program trading of the S&P 500 futures. I still use tactics from my futures days as part of my options trading research. I also have a software engineering background. I’ve used this experience to build out software that drives SAS Capital’s heavy, quantitative approach to investing. My career background is in software and financial engineering.

My undergraduate focus was mathematics but after leaving school to start a software company then returning, I graduated with a B.S. Business Administration.  I continued mathematics at the University of Washington in Seattle. I then received an MBA from Arizona State University in 2014. I passed the Series 65 in November 2017.