Dave Abrams

As Director of Quantitative Strategies, Dave leads the firm’s quantitative investing research and development effort.

Dave’s expertise covers sector rotation, adaptive momentum, machine learning used in multi-tiered risk management, tail risk protection and robust asset allocation algorithms. Due in large part to his pioneering work on rules-based, quantitative strategies executed via ETFs, WST today offers an integrated platform of risk-managed strategies through WST Capital Management.

Prior to joining WST in 2014, Dave spent 20 years applying advanced algorithms to complex distributed systems; he holds multiple patents for rate adaptive video and visual collaboration. Dave first became interested in model development for quantitative investing nearly a decade ago, and from 2009 to 2014 he was a part-time consultant for CSS Analytics, a leading blog and research outfit in quantitative investing space. Dave leverages his extensive, experience in the construction and maintenance of quantitative models upon which WSTCM strategies are built.

A native of Cedar Rapids, Iowa, Dave graduated with highest distinction from Northwestern University’s McCormick School of Engineering, where he studied computer science; he holds a masters in Computer Science from the University of Toronto. Dave, his wife and two children live in Chesapeake; in his free time, he enjoys golfing and being poolside at his kids’ swim meets.