Pedro N Rodriguez-Home page

I recently joined the Economic Capital Group of
Citizens Bank as a Quant.

In my free time, my research interests focus on
stock return predictability and quantitative
investment strategies. In particular, I am
interested in developing 'scoring' models and
robust portfolio construction strategies for
systematic trading.

Currently, however, I am analyzing with a group of
researchers from the Bank of Mexico [among them
my brother Arnulfo] the Mexican pension system.
Last year our working paper received the award
from the CONSAR for the second best research
paper. Please visit
"http://www.consar.gob.mx/premio_pensiones/pre
mio_2008.shtml" for more information.