Profile Overview

Ethan Caldwell

Ethan Caldwell

Ethan Caldwell is a Wall Street-trained quantitative practitioner and mentor with 30+ years of live-market experience. He focuses on systematic trading, risk hedging, and model discipline, emphasizing repeatable processes and uncertainty management across market cycles.

Quant Systems Risk Hedging Market Microstructure Decision Discipline
Go to Overview View Career

Overview

Ethan Caldwell is recognized for translating real-market experience into structured, model-driven routines. His approach treats investing as the management of uncertainty, using measurable signals, risk constraints, and stress-tested assumptions to guide decisions. As the founder and guiding figure of the QAT Community, he emphasizes documentation, accountability, and execution discipline so strategies can be evaluated and improved over time rather than judged by short-term outcomes.

  • Strength: Builds systematic frameworks that prioritize validation, constraints, and risk governance
  • Focus: Quantitative strategies with macro-aware overlays and execution-first discipline
  • Role: Founder and mentor within the QAT Community, supporting structured learning and decision review

Practical Highlights

Experience
30+ yrs
Systematic trading, portfolio risk controls, and live-market execution
Specialties
HFT & Arb
Microstructure-aware strategies, arbitrage modeling, and efficiency capture
Risk Approach
Stress-tested
Scenario design, hedging architecture, and rule-based drawdown control

Career Highlights

  • Princeton Physics Training

    Developed a rigorous modeling mindset that later informed validation standards, testing discipline, and systems-based market thinking.

  • Wall Street Trading Practice

    Focused on execution mechanics, signal discipline, and operational routines that support consistent decision-making under pressure.

  • Dot-Com Stress Testing

    Refined model constraints and risk controls during extreme volatility, emphasizing survival rules, liquidity awareness, and downside limits.

  • Crisis-Era Risk Governance

    Strengthened hedging design and operational risk governance, focusing on scenario planning and resilience under liquidity disruption.

  • Founder & Mentor, QAT Community

    Leads a systems-first learning community centered on model discipline, decision review, and risk-aware routines for modern markets.

Systematic Strategy Design

Develops rules-based trading structures that define signals, constraints, and failure modes, with clear testing procedures and measurable decision criteria.

Market Microstructure Research

Explores liquidity, slippage, and execution dynamics, aiming to reduce hidden costs and improve strategy robustness under changing market conditions.

Risk Hedging Architecture

Focuses on stress behavior and scenario-driven risk controls, designing hedging and limit frameworks that prioritize survival and consistency.