Larsen Linov

Larsen Linov is a Quantitative Researcher at Nebula Research & Development LLC - Global StatArb, based in New York City. In this role, he specializes in developing and implementing systematic, market-neutral statistical arbitrage (stat arb) strategies for global equities, leveraging advanced quantitative models and large-scale data analysis to identify and capitalize on pricing inefficiencies in liquid markets.

His key focus is on systematic trading within public equity markets, where he applies both classical econometric methods and modern machine learning techniques to design and refine bottom-up, beta-neutral strategies. Linov is actively involved in research on mean reversion, factor modeling, and alpha signal construction, ensuring robust execution and risk management in highly competitive environments.

Prior to joining Nebula Research & Development LLC, Linov earned a PhD in Mathematics from the University of California, Berkeley, and holds a BA in Mathematics from the University of Chicago. His academic background provides a strong foundation in mathematics, statistics, and computational techniques, underscoring his expertise in advanced quantitative finance and statistical modeling for institutional investment applications.