About Me
​
My name is Aidan Lee-Wen and I work in financial markets. Born in Canada, I moved to Austin, TX when I was 14 years old, where I began learning how to trade equities and options the following year. I studied in Statistics: Data Science in university and have experience in both data engineering and quantitative research for 'mid-frequency' trading.
​
In 2021 as a sophomore in university, I developed two algorithmic signals to deploy on ETFs to serve as tactical bond funds for TownSquare Capital. Both strategies beat their underlyings by 7% and 2.9% when they deployed in first full year in 2022.
​
In 2023 shortly after graduation, I worked under Al Vinjamur: SAC Capital's quant PM for Steve Cohen in the 90's and an early pioneer of statistical arbitrage in global equities. There, I did both quantitative research and data engineering for the algorithmic Futures trading pipeline.
