Grant Cromwell

B.S. in Computer Science

Quantitative Physicist

Applying quantitative solutions to current world problems

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Signal SystemRandom ForestGaussian Copula

Financial Forecasting Signal System

Alpha signal system combining Random Forests and Gaussian Copulas across 31 assets (equities, crypto, forex). Delivers 62% 1-month hit rate with tail-aware dependency modeling via 10K Monte Carlo simulations. Institutional Trading Concepts (ICT) integration for precise entry/exit levels—risk-reward 1:1.3 to 1:2.5. Manifold-constrained clustering for sector coherence. Generates signals for systematic execution.

Type
Signal
Statistical Models
Gaussian Copula
Style
Mixture of Experts
Assets
31 (Equities, Crypto, Forex)
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Quantitative TradingMachine LearningPython

Proprietary Custom Models

Quantitative research library: factor models, mean reversion systems, VaR/CVaR risk analytics, and portfolio construction. LoRA-fine-tuned LLMs for calibrated probability estimates; VL-JEPA for temporal pattern recognition. Multi-asset regime detection, 95% confidence intervals, audit trails—built for deployment where explainability and compliance matter.

Type
Research Library
Focus Areas
Trading, Risk, Optimization
Asset Classes
Equities, Futures, Crypto, ETFs
ML Techniques
Ensemble, Neural Networks, Statistical
Language
Python
Key Libraries
PyTorch, Scikit-learn, Statsmodels
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Risk AnalysisBayesianReal Estate

Gloria - Equity & Real Asset Risk Platform

Risk analytics platform bridging equity markets and real estate—designed for portfolio-level decision support. Correlates reverse repo flows with global equity indices via PCA, delivers Bayesian hold/sell/undervalued signals with full uncertainty quantification, and projects outcomes across 3–240 year horizons. Hierarchical Bayesian modeling, Monte Carlo risk simulation, and geospatial segmentation (Atlanta MSA, rural GA) for actionable allocation insights.

Type
Risk Analytics
Projection Horizons
3–240 years
Methods
PCA, PyMC, Hierarchical Bayesian
Asset Classes
Equity, Real Estate, Reverse Repo
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Technical Familiarities

Languages

PythonTypeScriptJavaScriptC/C++RustGoSQLRMATLABShell/BashSolidity

Frameworks

PyTorchTensorFlowKerasLangGraph
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Tools

GitDockerKubernetesJupyter
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Websites

mycromwell.org ↗