Cole Hoffman

Problem
The firm was paying for YieldBook licenses to model conditional prepayment rates.

Solution
Built TB scale data pipelines and ran experiments across CatBoost, XGBoost, and TensorFlow.

Outcome
Delivered a 20 model ensemble that beat the incumbent vendor in 18 months, tied to a $50M+ annual alpha opportunity.

Why it matters
Replaced a paid external dependency with a stronger internal modeling capability tied directly to trading decisions and alpha generation.

Problem
A custom TensorFlow and Keras model lived across five notebooks with a five day training cycle.

Solution
Re architected the workflow into two SageMaker pipelines for production inference and distributed backtesting, with processing rewritten in Polars.

Outcome
Ran 360 models in parallel, completed a full 1996 to 2024 backtest in four days, and supported forecasts across 28K products and 36 brands.

Why it matters
Converted a slow research workflow into production grade infrastructure that improved speed, scale, and decision support.

Problem
Portfolio managers needed a faster way to work across SEC filings by company, year, quarter, and section.

Solution
Built end to end EDGAR ingestion, SEC XML parsing, vector storage in Pinecone, and LLM powered retrieval with intelligent query decomposition.

Outcome
Handed the platform off to the ML engineering team for production scaling and drove adoption across 5+ teams.

Why it matters
Turned unstructured filings into a usable research workflow and created reusable infrastructure for broader internal adoption.

Problem
Researchers were losing days to manual experiment interpretation and hypothesis review.

Solution
Built an agentic system that ingests evaluation metrics, SHAP outputs, pipeline code, and researcher axioms, then produces executive ready reports and structured review workflows.

Outcome
Improved research velocity and was adopted across a 14 person research team.

Why it matters
Compressed manual interpretation work into a repeatable system that improved research speed, clarity, and team-wide consistency.