Preston Smith

Preston Smith is a Quantitative Research Analyst at CastleArk Management, LLC, based in Chicago, Illinois. In this capacity, he develops and implements systematic investment strategies and supports the firm's quantitative and macro investment teams, leveraging data-driven models to inform portfolio construction and risk management. His work specifically contributes to CastleArk's Quant/Macro investment approach, focusing on equities and global macro asset classes.

Before joining CastleArk in 2024, Preston gained experience as a Quantitative Research Intern at Ellington Management Group and as an Equity Research Intern at HSBC, where he contributed analytical insights to the evaluation of equity and fixed income markets. This exposure has provided him with a robust foundation in both buy-side and sell-side quantitative research methodologies.

Preston holds a B.A. in Mathematics & Economics from Yale University, equipping him with strong quantitative, analytical, and modeling skills. His expertise centers on systematic strategies for equities and macro investing, and he is known for his rigorous analytical approach to alpha generation and portfolio risk assessment within the asset management industry.