Adam Miller

Adam Miller is a Quantitative Researcher at Aquatic Capital Management, where he focuses on systematic research and model development for global liquid markets. His role centers on the design and implementation of quantitative trading strategies, leveraging advanced statistical and computational techniques to identify and capitalize on inefficiencies across various asset classes. At Aquatic, Miller is engaged with high-frequency and systematic trading signals, primarily in equities, futures, and other liquid instruments.

Prior to joining Aquatic Capital Management, Miller spent over four years at Jump Trading Group, first as a Quantitative Trader and Researcher, and subsequently on garden leave as part of his transition. At Jump, he was instrumental in quant strategy research and execution within global markets, specializing in statistical arbitrage, market microstructure, and proprietary algorithmic trading. His career demonstrates a deep expertise in developing alpha-generating strategies and risk management protocols for diversified portfolios.

Miller holds degrees from Stevens Institute of Technology and Rutgers, The State University of New Jersey-New Brunswick, both of which provided a rigorous quantitative and analytical foundation. His contributions to the investment industry are marked by a focus on automation, signal engineering, and the application of cutting-edge data science techniques to systematic trading across major asset classes such as equities, futures, and derivatives.