Tyler Abbot

Tyler Abbot is a Quantitative Researcher at Squarepoint Capital, based in London. He specializes in the intraday strategies team, focusing on developing and implementing quantitative models for trading strategies.

Education and Research

Abbot holds a PhD from Sciences Po, where he defended his thesis titled Heterogeneous Risk Preferences: Theory and Empirics on July 1, 2019. His dissertation explores heterogeneous risk preferences within incomplete financial markets, yielding insights into leverage cycles, equity risk premiums, and asset pricing. The methodologies he employs include continuous-time stochastic control, numerical partial differential equations, and martingale methods. His research interests encompass Mean Field Games, Mathematical Finance, Stochastic Calculus, and Non-Linear Filtering.12

Career

Since his graduation, Abbot has been contributing to Squarepoint Capital, leveraging his academic background to enhance the firm's trading strategies and quantitative research capabilities.1