Thomas Swayze

Thomas Swayze is a Quantitative Researcher at Aquatic Capital Management in Chicago, IL, where he develops and implements systematic investment strategies leveraging quantitative methods and data-driven research. His role centers on designing, testing, and optimizing models that drive Aquatic’s research and trading operations, ensuring a disciplined approach to risk management and capital allocation within the firm’s core systematic strategies.

Swayze’s professional focus is in the application of quantitative techniques to systematic trading, with expertise likely spanning equities, futures, and multi-asset portfolios—typical of quantitative hedge funds specializing in algorithmic and statistically-driven approaches. Prior to joining Aquatic, he served as a Teaching Assistant at Carnegie Mellon University and was an instructor at the Mathematical Association of America’s Math Olympiad Summer Program, underscoring a robust foundation in advanced mathematics and problem-solving.

He holds both a Master’s and a Bachelor’s degree in Mathematics from Carnegie Mellon University, reflecting a strong analytical and technical background. Swayze’s distinct combination of academic excellence and applied research experience positions him as a contributor to innovation in systematic investment, particularly in leveraging rigorous mathematical frameworks to uncover alpha and manage risk in diverse financial markets.