Brandon Waits Email & Phone Number

- Assisted in designing systematic trading system using Interactive Brokers API for $1.2MM quantitative fundQuality Minus Junk:- Replicated and extended “Quality Minus Junk” (Asness 2018) using monthly CRSP data (1957 – 2023), proving a significant out-of-sample 3-factor alpha. - Constructing machine learning model to effectively balance quality metrics and blend QMJ strategy with low volatility and value strategies. Idiosyncratic Volatility: - Replicated and extended “The Cross-Section of Volatility and Expected Returns" (Ang 2006) using daily CRSP data (1926 – 2023), validating higher volatility yields lower returns.

Dodge & Cox Managed Research Project:- Conducted equity research on Chinese industrial company Deye (宁波德业科技)- Prepared initial investment report for D&C’s emerging market equity team Prepared and pitched buy recommendations on Transmedics, Electronic Arts, and Dollar General

- Implementing microtrend following HFT strategy using NASDAQ TotalView-ITCH data.

Salt Lake City, Utah, United States

- Constructed multi-level return attribution models for Ensign Peak’s aggregate portfolio.- Invented methods to incorporate U.S. equity risk factor loadings in the portfolio’s performance attribution.- Developed pipeline using Python (Pandas) and Excel to implement and present attribution models.

Provo, Utah, United States

- Assisted multivariable calculus, differential equations, and linear algebra classes- Provided students with additional instruction to strengthen material comprehension- Analyzed and critiqued homework submissions to improve student progression