Tyler Beason
Quantitative Finance · Asset Pricing · Algorithmic Trading
About
I specialize in quantitative modeling of financial markets, from market microstructure to aggregate asset pricing. My work bridges theory and empirics, with applications in portfolio construction, risk management, and algorithmic trading.
Currently Assistant Professor of Finance at Virginia Tech. Ph.D. in Finance from Arizona State University, with prior degrees in quantitative finance and mathematics from Bradley University.
Areas of Expertise
- Asset Pricing & Portfolio Construction
- Tail Risk & Downside Protection
- Macro-Driven Investment Strategies
- Algorithmic Trading & Market Microstructure
- Quantitative Modeling & Computational Finance
Insights
Dissecting the Equity Premium
The Anatomy of Trading Algorithms
Simulation of a Financial Market: The Possibility of Catastrophic Disequilibrium
Code
I maintain several open source Julia packages for quantitative finance:
- FamaFrenchData.jl Pull data directly from the Ken French Data Library
- NonparametricRegression.jl Local constant and local linear kernel regression
- DBN.jl Databento Binary Encoding (DBN) for high-performance market data
Teaching
- FIN-3144 Investments — Undergraduate course covering portfolio theory, asset pricing, and security analysis
- FIN-6004 Doctoral Development — Ph.D. seminar on research methods and professional development