Outreach Templates

Hi [First Name], I lead DataWorks — we apply reinforcement learning to quantitative finance problems where traditional optimization approaches break down: execution algorithms under regime changes, portfolio construction with non-stationary correlations, real-time risk controls that adapt to market microstructure. Our team has 25+ years of RL research and 70+ publications, including work that directly addresses the gap between academic RL theory and production trading systems. I wrote a piece that might be relevant to your team's work: https://dataworks.consulting/blog/rl-in-quantitative-finance?utm_source=email&utm_medium=cold_outreach&utm_campaign=wave_3_quant_finance Happy to share more about our approach or discuss a specific problem you're working on. Best, Stefano DataWorks — https://dataworks.consulting?utm_source=email&utm_medium=cold_outreach&utm_campaign=wave_3_quant_finance

Hi [First Name], Following up briefly. A few concrete areas where we've seen the most traction with quant teams: — Execution optimization: RL agents that adapt to intraday liquidity rather than assuming stationary order flow — Regime-aware portfolio construction: treating allocation as a sequential decision problem rather than a static optimization — Risk limit calibration: learning from historical drawdown patterns rather than assuming fixed thresholds If any of these map to active problems on your end, I'd be happy to walk through our methodology in 20 minutes. https://dataworks.consulting?utm_source=email&utm_medium=cold_outreach&utm_campaign=wave_3_quant_finance_followup Best, Stefano

Hi [First Name], Last note — I don't want to be noise in your inbox. If RL-based quantitative research isn't relevant right now, completely understood. If it becomes relevant later — execution, portfolio construction, or model adaptation under regime shifts — we're at: https://dataworks.consulting?utm_source=email&utm_medium=cold_outreach&utm_campaign=wave_3_quant_finance_followup Best, Stefano

Hi [First Name], Great to hear from you. I'd suggest a 30-minute call to understand your current setup and where the friction is — whether that's model retraining frequency, execution latency constraints, or something further up the stack. Here are a few times that work for me next week (EST): — [Day], [Date] at [Time] — [Day], [Date] at [Time] — [Day], [Date] at [Time] Or feel free to book directly: https://dataworks.consulting?utm_source=email&utm_medium=cold_outreach&utm_campaign=wave_3_quant_finance Looking forward to it. Best, Stefano