US Strategy & Implementation

Professor Michael Harrington

Professor Michael Harrington is the founder and guiding figure of the VMA Community, shaped by a Princeton physics background and decades of institutional market experience. He is known for a disciplined, risk-first approach that emphasizes preparation, verification, and long-term decision consistency.

Quantitative Strategy Macro Frameworks Risk Governance Investor Education
Professor Michael Harrington portrait

Approach

Harrington’s approach centers on building decision systems that remain stable under uncertainty. He prioritizes clearly defined assumptions, measurable models, and predefined risk controls, ensuring that execution is guided by evidence rather than emotion during volatile market conditions.

Opinion

  • A Markets cannot be predicted reliably, but they can be prepared for through disciplined planning and scenario awareness.
  • B Risk management should be embedded in system design, not added after performance expectations are formed.
  • C Long-term consistency comes from process quality, documentation, and continuous review rather than short-term outcomes.

Profile

Princeton-trained physicist with a decades-long Wall Street career spanning systematic investing, macro strategy, and institutional risk oversight.

“True investing is not about forecasting the future, but about being prepared for it.”

Career

  • Academic Foundations

    Developed a rigorous analytical mindset through formal training in physics, shaping a model-first view of markets and uncertainty.

  • Early Quantitative System Design

    Participated in the early construction of institutional quantitative trading systems with emphasis on testing standards and execution discipline.

  • Senior Investment & Risk Leadership

    Served in senior roles at leading funds, aligning portfolio strategy with risk governance across multiple market cycles.

  • Founder of the VMA Community

    Established a structured, data-driven learning platform to help investors develop disciplined decision habits and risk awareness.

Focus
Strategy Design
Model-Driven Systems
Risk Management
Drawdown & Exposure Control
Market Context
Macro Regime Analysis
Education
Decision Discipline

Research

Quantitative Strategy Validation
Research into how strategies can be tested, monitored, and evaluated using clear performance and risk metrics rather than narrative explanations.
Macro Regime Transitions
Focus on identifying regime shifts and understanding how liquidity, correlation, and volatility interact during structural market changes.
Risk-First System Design
Exploration of frameworks where risk constraints, monitoring logic, and failure modes are defined before capital deployment.