Edward Blair

I build and deploy systematic trading strategies that operate under real market conditions. My work is centered on a simple idea: in trading, the primary challenge is not predicting prices, but deciding when and how to deploy capital under uncertainty. Over the past decade, I’ve developed reinforcement learning and statistical frameworks to optimize portfolio construction, action timing, and strategy selection across evolving market conditions. I specialize in taking ideas from research into live production systems. Rather than optimizing models in isolation, I deploy strategies, observe their behavior under real market conditions, and iteratively refine them to improve robustness and performance. My approach combines: * Reinforcement learning and neuroevolution for decision-making * Walk-forward, out-of-sample validation to maintain robustness * A focus on portfolio-level optimization rather than standalone signals Historically, I led systematic FX trading at Bank of America and was the largest interbank FX trader globally during the early development of electronic markets. More recently, I’ve focused on scalable medium-frequency systematic strategies across FX, commodities, equity index futures, and cryptocurrencies. I’m particularly interested in roles where I can contribute to: * Systematic trading and portfolio construction * Improving real-world performance of quantitative strategies * Bridging research and production in live trading environments