USCapital · Markets · Quant

Professor Michael Harrington

Professor Michael Harrington is the founder and guiding voice of the VMA Community. With a Princeton physics background and decades of institutional experience, he is known for a calm, risk-first mindset and a model-driven approach that emphasizes preparation, verification, and long-horizon decision discipline across changing market regimes.

Quant Systems Macro Strategy Risk Governance Investor Education
Professor Michael Harrington portrait
Profile Professor Michael Harrington
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EXPERIENCE
30+ years
REGION
United States
EDGE
Risk-First Discipline
01

Overview

Perspective

Harrington’s perspective centers on discipline over drama: markets are uncertain, but decisions do not need to be. He emphasizes preparation instead of prediction—defining assumptions, controlling risk, and letting tested rules guide action when volatility rises.

Method
  • A Model-first clarity: convert ideas into measurable hypotheses and define limits before trading.
  • B Risk controls by design: position sizing, drawdown rules, and monitoring triggers come before execution.
  • C Review to improve: document decisions, evaluate process quality, and refine rules using evidence.
Biography

Trained in physics at Princeton, Harrington built a long Wall Street career across systematic investing and macro strategy. He has served in senior investment leadership and risk oversight roles at major funds, and later founded the VMA Community to promote structured, data-driven learning and disciplined decision habits.

02

Career

  • Princeton Physics Foundations

    Developed a rigorous quantitative mindset that later shaped his approach to systematic modeling and decision discipline.

  • Early Quant System Architecture

    Contributed to early institutional quantitative workflows, focusing on monitoring, testing standards, and repeatable execution rules.

  • Senior Investment & Risk Leadership

    Held senior roles spanning portfolio direction and risk control, with a reputation for calm decision-making during high-volatility periods.

  • VMA Community Founder & Guiding Voice

    Built the VMA Community to help investors learn structured, data-driven methods and strengthen long-term decision habits and risk awareness.

03

Research & Focus

Quantitative Strategy Design
Focuses on turning market uncertainty into measurable variables—building strategies that can be tested, monitored, and refined with clear evaluation standards rather than intuition-driven narratives.
Macro Regimes & Risk Transmission
Studies regime shifts, liquidity conditions, and correlation changes to understand how risk propagates through portfolios—supporting frameworks designed for resilience when conditions flip.
Decision Discipline & Investor Learning
Emphasizes structured learning and decision hygiene: documenting assumptions, separating signal from noise, and evaluating performance through process quality as well as outcomes.