Robert G. C. Smith

I am a theoretical physicist by training, with expertise at the interface of fundamental physics, foundational mathematics, and computation. My PhD research explored deep connections between string theory, perturbative quantum field theory, analytic number theory, algebraic geometry, and even category theory, while also drawing broadly on other areas across mathematics and physics. Alongside this, I developed a strong interest in machine learning and in building models to uncover and formalise hidden structure in complex systems, including non-trivial links in my project From Number Theory to Quantum Field Theory and Strings. My PhD thesis, At the edges of infinity and the finite: Charting a path to UV completion from number theory to quantum fields and strings” offers a sample of these efforts.

My interest in studying deep, fundamental problems and in exploring connections across maths and physics, persists as I now turn my attention to applications in quantitative finance. I am especially interested in opportunities where data-driven research, rigorous mathematics, modelling, and computation are applied to complex practical problems with real-world consequences. I am currently working on developing AI and Machine Learning models for market structure and micro-structure research. I am particularly interested in the combination of machine learning, market microstructure methodology, statistical modelling, and systematic strategy development as a means of identifying and generating alpha. What excites me most about quantitative research and trading is that, much like frontier theoretical physics, it demands conceptual depth, mathematical creativity, technical precision, and the ability to extract well-defined structure from highly complex systems.

Projects

My current projects can be viewed here.

I am also actively looking for collaborative projects and opportunities.

My blogs

• The Stochastic Ledger — A blog in quantitative finance, covering topics across market structure theory, mathematics and statistical modelling, machine learning, and algorithmic design.
• TracingCurves — A research blog in mathematical physics, string/M-theory, and a few choice diversions.
• Dialogues at Still Points — Reflections across literature, history, and philosophy.