Kaan Dokmeci

Kaan Dokmeci is a Quantitative Researcher at Aquatic Capital Management in Cambridge, MA. In his current role, he develops and implements systematic investment strategies across liquid asset classes, with a focus on algorithmic trading and quantitative analysis in equities and derivatives markets. His responsibilities include designing predictive models, conducting statistical research, and optimizing automated trading systems using advanced mathematical and computational techniques.

Prior to joining Aquatic Capital Management, Kaan gained experience as an Algorithm Developer Intern at Hudson River Trading and as a Quantitative Research Intern at The D. E. Shaw Group, where he contributed to alpha generation and model development for high-frequency trading and quantitative asset management. These roles solidified his expertise in financial algorithms and large-scale data analysis within highly competitive trading environments.

Kaan holds a degree in Mathematics and Computer Science from the Massachusetts Institute of Technology, equipping him with strong analytical skills and deep technical proficiency. His investment research specializes in systematic strategies leveraging statistical arbitrage and machine learning, particularly within U.S. and global equity and derivatives sectors. At a young age, he has distinguished himself by advancing cutting-edge quantitative techniques for capital management.