Key Note Speaker
Kathryn M. Kaminski, PhD
CIO and Founder:
Alpha K Capital
Kathryn M. Kaminski, PhD is the CIO and Founder of Alpha K Capital LLC, a thematic fund of hedge funds focused on “offensive strategies” for tail risk management. Prior to starting Alpha K Capital, Kathryn worked in investment management as a Senior Investment Analyst at RPM, a fund of hedge funds in Managed Futures. While at RPM, she coined the phrase "crisis alpha" to describe Managed Futures strategies with her work in Futures Magazine and for the CME Education Group as a market commentator. She also has quant experience in both emerging fixed income and credit markets.
Kathryn earned her PhD at the MIT Sloan School of Management where she did research on financial heuristics in collaboration with Professor Andrew W. Lo as part of the MIT Laboratory for Financial Engineering. Her research interests are in the area of portfolio management, asset allocation, financial heuristics, behavioral finance, and alternative investments. She holds and has held academic lecturing positions in the areas of derivatives, hedge funds, and financial management at the Stockholm School of Economics, the Swedish Royal Institute of Technology (KTH), and the MIT Sloan School of Management.
Head of Managed Futures and Portfolio Manager
Felix Gasser is the Head of Managed Futures and a Portfolio Manager at FRM (a fund of hedge funds division of Man) in Switzerland. Prior he was Head of Managed Futures HF Research at Man/RMF, in charge of manager selection and due diligence. Felix started his career as futures and physical cocoa and sugar trader and then joined AHL, today’s one of the largest CTAs, as trader during their pioneer years in 1990. In his 25 years in the investment industry he was a Quantitative Hedge Fund Analyst at Credit Suisse Private Banking and a Product Manager of TradeStation for Dow Jones Switzerland and an active Principal in a venture to set up Atree Capital, a start-up systematic CTA. Felix Gasser studied economics at the University of Zurich, he was a president of the Swiss Association of Market Technicians and is active in Pension Fund- and University- committees.
Giovanni is Managing Partner at FGS Capital LLP, where he has been CEO and responsible for portfolio management since co-founding the firm in 2002. Previously he was Associate Director of hedge funds at First Quadrant Ltd, where he set up and managed its Pan European long/short equity market neutral portfolios, and was responsible for UK-based hedge fund business. His experience of managing equity market neutral portfolios dates back to 1995, when he joined the firm. Prior to that he was a tenured Research Fellow with the Economics Department of the University of Bologna in Italy, and he has held appointments with BARRA International and Eastern Group Plc.
He is a Board and Research Committee member of Inquire UK and Inquire Europe, and a Board member of the International Association of Financial Engineers (IAFE). He is the European Chair of the Steering Group of the Investor Risk Committee (IRC) of IAFE working on guidelines for disclosure and transparency for hedge funds. Giovanni is a CFA Charterholder.
Karsten Schroeder is the CEO of Amplitude Capital and the portfolio manager for the Amplitude Dynamic Trading Fund. He oversees all the key decisions related to product development, trading ideas and strategy for the Amplitude's range of funds. Together with his partners he founded Amplitude Capital in September 2004.
Prior to that he was with McKinsey where he was involved in a number of key Corporate Finance projects involving blue chip European clients. Karsten received his Business Diploma from the HHL in Germany. Growing up in former Eastern Germany, he also lived in the US and Australia.
Karsten started trading Futures and Options at a young age and eventually turned his passion into his profession. He regularly speaks at conferences and appears as a frequent guest on business channels, such as Bloomberg and CNBC.
Carlos Ontaneda, CFA
Head of Multi Asset and Total Return
Pictet Asset Management
Carlos is the head of the Multi Asset and Total Return unit at Pictet Asset Management. He manages two multi-asset absolute return funds, with an investment approach that combines sophisticated statistical models and judgmental decision making. He also oversees a quantitative research team dedicated to continually improving these models. Prior to joining Pictet in 2007, he was at AIG, as a senior financial analyst in the reinsurance group. He holds an MBA with High Honours from the University of Chicago Booth School of Business.
Thomas Bergstrom, CAIA.
Senior Portfolio Manager
Thomas Bergstrom, CAIA, is a senior portfolio manager and a member of the Nordea Alternative & Manager selection team within the investment management branch of the Nordea Bank. He manages and co-manages several hedge fund portfolios covering all client segments and has been managing hedge fund portfolios since early -08. He invest in and covers all strategies including both discretionary and systematic across all asset classes. He was part of the team setting up the FoHF business and was in charge of the risk management and was conducting due diligence and manager research. Earlier he was the risk manager of equity based hedge fund strategies in the bank, involved in portfolio construction, risk management and quantitative support for both directional and market neutral portfolios. He has nine years of hedge fund experience and a total of thirteen years of industry experience including quantitative research and risk management for traditional asset classes. He holds a masters in Finance / Economics from the University of Stockholm
Tarek Rizk, Ph.D
Head of Tactical Trading Strategies
Dr. Rizk joined Tages Group in June 2011 as Head of Tactical Trading Strategies. Tarek is responsible for both manager selection and portfolio oversight of Global Macro, CTA, Commodities and Equity Market Neutral strategies.
Prior to joining Tages Group, Tarek was Global Co-Head of Tactical Trading Strategies at Credit Suisse. Prior to his role as Global Co-Head of Tactical Trading Strategies at Credit Suisse, Tarek enjoyed a distinguished career at the bank and was most notably Global Head of Portfolio Risk Management for the Fund of Funds. Prior to joining Credit Suisse in 2005, Tarek was a Professor of Engineering at the University of Alabama.
Tarek holds a Ph.D. degree in Engineering from George Washington University. He studied Financial Engineering at Michigan.
Decimus Capital Markets
Haim Bodek is a Managing Principal of Decimus Capital Markets, LLC. He was formerly a founder and Chief Executive Officer of Trading Machines LLC, an independent high frequency options trading firm. Prior to TM, Mr. Bodek was a Managing Director and Joint Global Head of Electronic Volatility Trading at UBS Investment Bank. He is an electronic trading executive and algorithmic trading strategist with 15 years experience in the automated trading space. Mr. Bodek's career, experiences, and advocacy for US stock market regulatory reform are described extensively in Dark Pools by Scott Patterson, freelance writer and staff reporter for The Wall Street Journal.
Palomar Fund Management
Patrick Boyle is the founding partner of Palomar Fund Management, a quantitative futures trading hedge fund. Before founding Palomar, Patrick was a Portfolio Manager at Nomura and Millennium Capital Partners . Patrick is a part-time Visiting Professor in the department of Economics & Finance at Queen Mary, University of London teaching Financial Derivatives for Masters In Finance students. He started his futures trading career in 2001 at Niederhoffer Investments in Weston Connecticut, mentored by hedge fund manager Victor Niederhoffer, a former partner of George Soros.
John E. Moody
JE Moody & Co
John Moody is portfolio manager for J E Moody & Company LLC, a quantitative commodity hedge fund. He was named a Rising Star of Hedge Funds at the 2009 Institutional Investor Hedge Fund Industry Awards and nominated for a 2012 Managed Futures Pinnacle Award. Media coverage has included feature articles in the Financial Times, Institutional Investor's Alpha, and Bloomberg Markets.
Professor Moody's academic appointments have included Principal Investigator at Berkeley’s International Computer Science Institute, Director of the Computational Finance Program at Oregon Graduate Institute and positions on the Computer Science and Neuroscience Faculties at Yale University. Dr. Moody received his PhD and MS in Physics from Princeton and BA Honors in Physics at the University of Chicago. Moody has over two decades of experience trading futures and options.
Chief Investment Officer
Mr. Reamer is primarily responsible for the day-to-day management of Rotella Chora’s portfolio. Mr. Reamer has 19 years of experience in the asset management industry. Prior to founding Chora Capital, LLC and becoming an officer of Rotella Chora, he was the quantitative and macroeconomic strategist for the New York and London-based multi-strategy hedge fund Vicis Capital. Previously, he served as a managing director in the institutional research departments of Société Générale, Cowen & Co, Donaldson, Lufkin, & Jenrette, and Bear Stearns. Mr. Reamer holds a BS degree, with honors, in Chemical Engineering from Lafayette College.
Paskewitz Asset Management
Bradford Paskewitz has been developing and trading quantitative strategies since 1987, with a primary focus on the futures and equity markets. He has done this work at firms such as Banque Indosuez, Lehman Brothers, Credit Suisse, Schonfeld Securities and Bear Wagner.
He now runs Paskewitz Asset Management (PAM) where strategy R&D is the ongoing focus. Over the course of a twenty two year career in finance, he has focused on the problem of market price forecasting and has continually kept abreast of technological forecasting methods and techniques as they emerge, with the goal of remaining at the frontier of forecasting technology and implementation. His proprietary quantitative research infrastructure currently enables him to develop new quantitative strategies and trading programs in both U.S. and foreign futures, equity and currency markets. PAM has been a registered CTA since January 2007 and Bradford Paskewitz is an Associated Person and Principal of PAM.
Since 2003 he has also been CEO of Qualsolutions, Inc., which provides R&D and technical consulting services to PAM. Qualsolutions has a team of consultants located in Zhengzhou, China, and provides financial market consulting services using their select team of Chinese quants and programmers. From 1982-87, he worked as Director of R&D at Electro-Catheter Corporation on an artificial heart project. He began his career at General Electric, with the Re-entry Systems Division conducting missile radar signal processing R&D (1980-82).
His education includes a BS in Electrical Engineering/Computer Science from Princeton University and an MS in Systems Engineering from the University of Pennsylvania.
Richard Peterson, M.D
Dr. Peterson is the Managing Director of MarketPsych Data, which provides high-dimensional sentiment data on social media and news for quant funds and media groups. As portfolio manager for the outperforming MarketPsy Long-Short Fund LP from 2008-2010, he successfully deployed this data in quantitative models. He regularly consults on applications of behavioral economics to improving financial decision making, and he has developed popular financial personality tests, published widely in academic journals and textbooks, and is an associate editor of the Journal of Behavioral Finance. His book, "Inside the Investor's Brain" (Wiley, 2007) was called "outstanding" and "a seminal text" on investment psychology by Barrons. His second book "MarketPsych," co-authored with Dr. Frank Murtha, was named a "top financial book of 2010" by Kiplinger's. Dr. Peterson received cum laude Electrical Engineering (B.S.), Arts (B.A.), and Doctor of Medicine degrees (M.D.) from the University of Texas. He performed postdoctoral neuroeconomics research at Stanford University, is Board-certified in Psychiatry, and is a visiting scholar at Claremont Graduate University. He frequently speaks on the topics of behavioral finance, predictive market modeling with sentiment analysis, and improving investor performance.
EMEA Business Development Manager, Financial Services
Sybase, An SAP Company
Stuart Grant has over 15 year’s experience within the Data Management and Analytics industry working in Product Management and Business Development to provide content and analytics oriented solutions to buy-side and sell-side organisations for the support of business critical investment processes including quantitative trading, risk management and performance analytics. Having joined Sybase, an SAP company, from Thomson Reuters in 2008 his role in Business Development has a key focus on enabling firms to implement next generation architectures and analysis across pre- and post-trade environments to support on-demand, multi-frequency and multi-data services driving more sophisticated analytics and improved data capabilities across front and middle office environments.
Director, Asset Management & Financial Technology
Seth McGuire is the Director, Asset Management & Financial Technology at Gnip, Inc. in Boulder, CO. Founded in 2008, Gnip is the leading provider of real-time social media data for enterprise applications ranging from hedge funds to social media monitoring firms and business intelligence companies. Gnip aggregates and delivers ready-to-consume data from dozens of social media sites, including Twitter, StockTwits, Automattic (WordPress), Facebook, Google+, YouTube and many others. Seth previously managed research and sales for the Corporate Executive Board, a D.C. based best-practices consulting firm serving Fortune 1000 clients. Following that, he completed an MBA at the University of Virginia before pursuing his passion for innovation and development in the social media space at Gnip, with a specific focus on innovations in social financial technology.
President & CEO
RavenPack is the leading provider of real time news analysis in finance. Armando is an expert in the field of text analytics and applied semantic technologies. He has designed systems that turn textual news into data that can be easily consumed by quantitative models and trading programs. These state of the art systems can process content from thousands of sources with low latency and automatically read and analyze tens of thousands of newsstories in real-time. Armando is widely regarded as one of the most knowledgeable authorities on automated news and sentiment analysis.
His commentary and research has appeared in leading business media such as the Wall Street Journal, Dow Jones, CNBC, among others.
Armando holds degrees in Economics and International Business Administration from the American University in Paris and is a recognized speaker at conferences on behavioral finance and algorithmic trading across the globe.
Chief Executive Officer
Bram Stalknecht (MSc) is the chief executive officer of SemLab. He has 15 years experience in algorithmic trading services (Goldman Sachs, NYC), Natural language processing development (Sanofi-Aventis Pharmaceuticals, Germany), and computational linguistics (TNO Research, The Netherlands). His focus is on computational linguistic driven markets with extreme data processing needs and low latency applications. He successfully implemented innovative semantic web technology solutions in financial services, hedge funds, asset management markets. Bram is managing multimillion euro IT projects and exploited results from funded projects into the market. He received his master degree, business administration & IT, at the University of Twente (The Netherlands). Together with his team he holds four (pending) patents in the field of semantic web and fuzzy logic based decision support for applications in algorithmic trading, finance, social media and drug discovery.
Winged Foot Capital
Winged Foot Capital is a quantitative investment management firm. Winged Foot Capital applies a systematic, multi-disciplinary, hypothesis-based approach to generating alpha across market regimes. Previously, Ram was a Senior Vice President at Bank of America-Merrill Lynch and member of the Cards & Deposits executive management team responsible for investment decisioning a $120 Bn credit portfolio. Prior to this role, Ram was responsible for business development in the Merrill Lynch Global Bank Group where he developed strategic partnerships in the airline, hotel, and retail segments. As a management consultant at Inductis, Ram advised Fortune 50 financial services firms on best-in-class decision-making frameworks for acquisition and risk modeling. At the Cato Institute Ram performed threat-matrix and operating cost-structure analysis for the Defense & National Security policy team. Ram received a B.A. in Economics from Columbia College.
Director of Algorithmic Trading
Eran Fishler joined Pragma as Director of Algorithmic Trading in August of 2007. Previously, Eran worked at Hite Capital Management, where he developed an innovative research and trading platform for equity strategies and managed a long-short, market-neutral, quantitative equity strategy. Eran is an expert in the field of parameter estimation and detection theory. He holds a B.S. in mathematics, as well as an M.S. and Ph.D. in Electrical Engineering, all from Israel's Tel Aviv University, and an MBA from the Stern School of Business at New York University. His other academic posts have included a stint as a research fellow at Princeton University, and at NYU's Courant Institute, and at Columbia University, where he is currently an adjunct professor.
Founder & CEO
Ilya Gorelik is founder and CEO of Deltix, Inc. The Deltix product suite encompasses all stages of creating, testing, optimizing and deploying quantitative trading strategies, across equities, futures, options and FX. Deltix has a global client base of quantitative buyside firms. Ilya has more than 15 years of experience managing large-scale software projects and teams. He was one of the key development leaders of PTC, where he worked from 1989 to 1998, attaining the position of Senior VP of Engineering and Chief Technology Officer. From 1998 until 2000, Ilya was Senior VP of Product Strategy and Development and Chief Scientist for FirePond. From 2000 until founding Deltix in 2005, Ilya worked as Advisory CTO for HighRoads and several other software technology companies. Ilya has a Ph.D. in Computational Mechanics from Moscow Technical University, he received an MS in Mechanical Engineering from Minsk Technical University.
Managing Director and Chief Executive Officer
ITG Investment Research
Mr. Berkman joined ITG in October 2010 following ITG’s acquisition of Majestic Research Corp., a provider of independent data-driven research. Prior to co-founding Majestic Research, he served as the Chief Risk Officer at Tower Capital and spent 13 years working with Martin Zweig as Director of Research for the Zweig-DiMenna companies.
Business Development Manager
James is Business Development Manager for Machine Readable News products at Thomson Reuters. He joined Reuters in 2007 and worked across sales and business functions for enterprise information products, specializing in low-latency solutions before joining the Quantitative and Event Driven Trading Team in 2011. James completed undergraduate and graduate degrees at Washington University in St. Louis and the University of Chicago in History, German Studies, Comparative Literature, and Cinema/Media Studies.
Director of Quantitative Research
Peter is an expert in the field of applied news analytics - both in long and short-term trading and investment decision-making. He often consults leading trading and investment firms on how to take advantage of news analytics as part of their trading or investment frame-work. Before joining RavenPack, Peter held the position of Quantitative Analyst and Head of CHARM at Saxo Bank, where he was responsible for quantitative support to Sales, Trading, Risk, and Asset Management. A graduate and researcher from Sir John Cass Business School, Peter has held various positions in the portfolio management and alternative investment industry with companies such as Standard & Poor’s, and Credit Suisse First Boston. Peter is a recognized speaker at conferences on behavioral finance and algorithmic trading across the globe. In 2012, he was recognized for is great contribution to the news analytics research space by winning "Best Specialist Research" at the Technical Analyst Awards.
Natural Language Processing Group
Department of Computer Science
University of Sheffield
Diana was born in Chertsey, Surrey, and spent my childhood in Surrey, Hampshire, Wiltshire and Yorkshire. After leaving school and spending 9 months in New Zealand, Diana moved to Manchester and did a degree in each of its 3 universities, with brief interludes working in France for a year in 1993, working as an RA at UMIST in Computational Lexicography in 1995, and as a Student Loans Officer at the University of Manchester in 1996. Diana acquired a BSc in Computational Linguistics and French from UMIST in 1995, an MSc in Cognitive Science from the University of Manchester in 1996, and a PhD from Manchester Metropolitan University in 2000. After 8 1/2 years in Manchester, Diana decided that it was time to move a little further afield, so I came across the Pennines to Sheffield, where I am working as a Research Associate in the NLP group at the University of Sheffield. It rains marginally less here, but snows a lot more.
Dr. Ranjan Bhaduri
Chief Research Officer and Global Head of Research
AlphaMetrix Alternative Investment Advisors
Dr. Ranjan Bhaduri is Chief Research Officer and the Global Head of Research at AlphaMetrix Alternative Investment Advisors.
Prior to joining AlphaMetrix, he was a Vice President and on an Investment Committee at Morgan Stanley where he conducted due diligence and helped design customized portfolios of Alternatives. Earlier, he was at a Canadian Fund of Funds, and at a multi- billion dollar capital management firm where he was involved in all aspects of its fund of hedge funds and structured finance business. He has also worked with two major Canadian investment banks in the Financial Strategy Consulting Group and in Global Risk Management & Control, respectively.
Dr. Bhaduri has held advisory roles at the East-West Center, a leading think tank on the Asia-Pacific region, and at ClassMouse, an early stage software company. He has taught finance and mathematics at several universities and lectured on Derivatives for the Montreal Exchange.
Dr. Bhaduri has published papers on, and been invited to speak worldwide regarding hedge fund issues, and advanced portfolio and risk management techniques. Dr. Bhaduri is a featured columnist of Alrroya - the first Arabic Financial Daily in the UAE that is also in both English and Arabic.
Dr. Bhaduri holds both the CFA and CAIA charters. He is a member of the American Mathematical Society, the Mathematical Association of America, the Toronto CFA Society, and the Global Association of Risk Professionals (GARP). Dr. Bhaduri serves as a member of the All About Alpha Editorial Board, and as a CAIA Chicago Chapter Executive.
Co-Founder and CEO/CIO
Randy Saaf is Co-Founder and CEO/CIO of AlphaGenius Technologies, LLC. AlphaGenius is a technology and investment management company that captures and processes proprietary behavioral, sentiment, leading indicator and company/industry trend data from social web sources such as Twitter, Facebook, and Blogs. AlphaGenius runs econometrics and machine learning algorithms to develop quantitative trading strategies based on this unique and valuable set of data. Randy is a proven entrepreneur who has built technology companies since he was 23 years old. Previous to AlphaGenius, Randy co-founded iPhone gaming company Jirbo, Inc. which amassed over 30 million downloads and was recently sold to Insight Venture Partners for $21MM cash. Previous to that Randy was Co-Founder and CEO of MediaDefender, Inc. Randy built MediaDefender into the largest online anti-piracy software company in the world. In 2005 Randy sold MediaDefender to ARTISTdirect, Inc for $42.5 Million cash. Randy has been interviewed on various news sources such as 60 Minutes, CBS Evening News, the Wall Street Journal, and The Financial Times. Randy has testified to The United States Congress three times in various technology matters. He holds a B.S. in Engineering from Harvey Mudd College where he served as a Trustee from 2005-2009.
Co-Founder and CEO
Leigh Drogen is the Co-Founder and CEO of Estimize, the first open financial estimates platform. By providing an open and transparent platform for the exchange of financial estimates between buy side and independent market participants, a more accurate and representative set of expectations is created. Prior to Estimize, Leigh was the Founder and CIO of Surfview Capital, a New York based investment management firm utilizing a momentum and trend based strategy. He was also an early member of the team at StockTwits where he led development of the Chart.ly platform along with working on business development, community, media, and running the StockTwits Marketplace. Leigh got his start in the institutional finance world as a trader/analyst with Geller Capital, a White Plains based investment manger. He holds a B.A. in political science and economics with emphasis in war strategy from Hunter College in New York City. When he's not staring at those rectangular light boxes, Leigh enjoys playing hockey, cooking on the grill, and traveling the world in search of perfect waves.
Senior Research Analyst
Robert Moore is a senior research analyst at FRM and is responsible for selecting and managing investments in Relative Value strategies. He also runs FRM's portfolio of market neutral quant investments. Previously, Robert worked as an equity derivatives trader at Salomon Smith Barney, part of Citigroup, and conducted quantitative research at a telecoms firm. Robert holds a MA (Hons) in Mathematics from Cambridge and an MSc in Finance with Distinction from London Business School. Robert joined FRM in 2003 and is based in London. from 2005-2009.
Tommi A. Vuorenmaa, Ph.D.
Head of Trading
Valo Research and Trading
Tommi is one of the founding members of Valo Research and Trading, an automated trading company based in Helsinki, Finland. After joining Reaktor, a well-known Finnish IT-company, in late 2011, Tommi was instrumental in launching the Valo subsidiary in 2012. At Valo, Tommi leads trading strategy development with heavy emphasis on research using his expertise in financial econometrics. Tommi received his Doctorate in Economics in 2008 after studying at top ranked Finnish and American universities. His award-winning Doctoral Dissertation is appropriately entitled “Elements of Volatility at High Frequency.”
Robert A. Korajczyk
Harry G. Guthmann Professor of Finance
Kellogg School of Management Northwestern University
Robert A. Korajczyk is the Harry G. Guthmann Professor of Finance and Director of the Zell Center for Risk Research. He is a past Senior Associate Dean: Curriculum and Teaching and past Chair of the Finance Department.
Professor Korajczyk’s research interests are in the areas of investments and empirical asset pricing. He is a recipient of the 2009 Crowell Prize for best paper in the field of quantitative asset management, awarded by PanAgora Asset Management; the Alumni Choice Faculty Award 2000; the Core Teaching Award 1998 and 2000; the Sidney J. Levy Teaching Award 1996; the New York Stock Exchange Award for Best Paper on Equity Trading, presented at the 1993 Western Finance Association annual meetings; and the Review of Financial Studies Best Paper Award, 1991.
Professor Korajczyk is a past editor of the Review of Financial Studies and a past associate editor of the Review of Financial Studies, Journal of Business & Economic Statistics, Journal of Empirical Finance, and the Journal of Financial and Quantitative Analysis.
He has held visiting faculty appointments at the University of Chicago, the University of Vienna, and the Hong Kong University of Science and Technology. Professor Korajczyk received his BA, MBA, and PhD degrees from the University of Chicago.
Professor Korajczyk also serves on the product development team of Chicago Alternative Investment Partners, LLC.
University of Zurich
Dr. Sven C. Steude studied quantitative economics and got a PhD in financial econometrics form the University of Zurich in 2007. He was then pricing and trading equity and hybrids derivatives on the JPMorgan exotics trading desk in London. Sven is currently senior researcher at the Institute of Banking and Finance of the University of Zurich and research partner of Thomson Reuters.
CEO & Founder
Molinero Capital Management
Rafael Molinero is the CEO and Founder of Molinero Capital Management, a quantitative futures trading hedge fund based in London. Rafael has 15 years of experience in the hedge fund and financial industry. He was previously a Proprietary Portfolio Manager as well as the Risk Manager for five years at Rotella Capital Management, a large US CTA. He traded proprietary capital using quantitative models he developed. He also managed a team of researchers as well as created the Risk Department. Prior to his role at Rotella, he launched the Structured Products & Alternative Asset Management Group at Carr Futures and designed hedge funds structured products for clients. He was also in charge of managing one of the Fund of Funds portfolios.
Rafael Molinero holds an MBA with High Honors (top 1%) from the University of Chicago and has a Masters in Applied Mathematics from ENSIMAG, one of France’s top universities.
Kostas E. Zachariadis
London School of Economics
Dr Konstantinos E. Zachariadis is a Lecturer (Assistant Professor) in the Department of Finance at the London School of Economics (LSE). He is, additionally, affiliated with the Financial Markets Group and the Paul Woolley Centre, both at LSE. His research interests lie in the areas of Market Design, Financial Derivatives, Hedge Funds, and Corporate Finance and Governance. He received his PhD in Managerial Economics and Strategy at the Kellogg School of Management of Northwestern University. Furthermore, he holds an MSc from Northwestern University and a Diploma from the Aristotle University of Thessaloniki in Greece, both in Electrical and Computer Engineering. He is also a Fulbright Fellow, and a Fellow of the Royal Society for the Encouragement of Arts, Manufactures and Commerce (RSA).
Head of Managed Account Platform
Otto Van Hemert
Portfolio Manager, Quantitative Strategies
IMC Asset Management
Mr. Van Hemert heads the quantitative strategies team of IMC Asset Management and is the fund manager of The Quantitative Indicator Fund (QIF). QIF is a systematic global macro fund, which trades on two type of indicators: (i) Leading Indicators, which identify opportunities resulting from inattention to subtle economic links (based on fundamental data), and (ii) Trend Indicators, which identify opportunities resulting from under- or overreaction behavior (based on price and news data). Mr. van Hemert previously worked at AQR Capital Management, where he was responsible for fixed income arbitrage, volatility, and credit strategies. About $1bn Assets Under Management were attributable to his strategies at AQR. Before joining AQR at the end of 2008, Mr. van Hemert was a faculty member at the New York University, Stern School of Business, and he published in leading journals such as the Review of Financial Studies and the Journal of Financial Economics.
Erk Subasi, Ph.D.
Quantitative Researcher & Strategist
Limmat Capital Alternative Investments
Erk Subasi obtained his Ph.D. degree in Computer Science from ETH Zurich at the Institute of Neuroinformatics for his work on Brain Machine Interfaces. His research focus was decoding neural signals arising from primate motor-cortex in real-time and application of various machine learning approaches in this context. While working towards his Ph.D. degree he started to analyze the possible application of similar techniques to the financial markets and to that extent provided consultancy to various hedge funds and academic institutions in Zurich. He started to work in a Zurich based hedge fund, Limmat Capital, after his studies as the principal developer of quantitative strategies.
He was working on military simulation projects as a software developer in Istanbul before moving to Zurich and holds a M.S. degree in Computational Science from Koc University, Istanbul and a B.S. degree in Electrical and Electronics Engineering from METU, Ankara.
Dr. Moustapha Awada
Sunofia Investment Management LTD PTE Singapore and Sunofia Advisers Limited UK
Moustapha Awada’s career in finance began in 1994 when he began working with Morgan Stanley on a consulting basis as a founding member of their Quantitative Equity and Convertible Bond trading program. Moustapha joined Morgan Stanley as an associate in the Institutional Equity Division full time after leaving the University of Cincinnati. Subsequently, as Chase Manhattan’s Head of Quantitative Development and Trading , he established and managed a team which focused on statistical arbitrage and equity derivatives in Europe and Asia. At Paribas and then BNP Paribas, this role was extended to include the functional title of Global Head of Quantitative Modeling and Trading with a focus on statistical arbitrage, equity derivatives and convertible bonds. Moustapha followed his time at Paribas with a short time at Deutsche Bank in 2001 in their Fund Derivative Products business. From 2003 to 2009, Moustapha was a Managing Director and Global Head of the Multi Asset Systematic Trading Group at Dresdner Bank. He led a team of 14 people and developed a successful trading platform based on proprietary quantitative models and efficient algorithms. His track record as an independent portfolio manager began at this point. The models became Moustapha’s intellectual property and have followed him to the current fund. Dresdner closed its prop trading at the end of 2008 and Moustapha independently traded quantitative equities for a managed account until the end of 2011. The quantitative models and algorithms have been refined and updated since their initial development at Morgan Stanley.
Moustapha received a PhD in Theoretical Physics from Imperial College (London) in 1984. His academic career began at Cambridge University, where he worked with Stephen Hawking on quantum gravity and unification theory. Following Cambridge, he was a Post Doctoral Fellow and then a Research Professor in Theoretical Physics at the University of Cincinnati from 1991 – 1996.
Chairman & CIO
Newscape Capital Group
Philippe Bonnefoy is Chairman & CIO of Newscape Capital Group a London-based specialist investment advisory business. He is also the founder of Eleuthera Capital AG a Swiss-based systematic currency trading firm. Philippe has been in the investment advisory business for over 25-years and he has invested across all asset classes. He founded the Cedar Fund and the Cedar Diversified Macro Fund which he sold in 2007. He was also the external investment advisor to Commerzbank for alternative investments for five years. Prior to founding Cedar, Philippe ran a proprietary trading and advisory firm specialising in global macro trading.
Retail Trader / Iron Trader
Raul Glavan, prize winner of the multinational trading competition “Iron Trader 2011”, mastered the challenge by being the best trader in the trading community contest competing against more than 2,500 participants. The result was a return of 495% in a trading period of two months. In addition, he won the final contest in live trading at the Frankfurt Stock Exchange.
At the age of 24 Raul founded his first banking consultancy company in Germany with the focus on trading issues. He is about to complete his master’s degree in finance and besides his master’s degree and running his own company, Mr Glavan works as an academic research assistant for Finance in the faculty of Business Administration at the Georg-Simon-Ohm University of Applied Sciences.
Since his early school time he started trading stocks and developed numerous different trading systems which are based on technical patterns, fundamental analysis and sentiment trading. His specialization lays in sentiment analysis, where his skill combines his own indicators and sentiment analysis tools to trade both on long and short term. Using various and highly innovative techniques which have not been published so far, he takes advantage of the opportunities that may arise.
Raul Glavan holds a bachelor degree in Business Administration from Georg-Simon-Ohm University of Applied Sciences in Nuremberg, Germany.
Roman Lutz, CFA
CEO & Founder
Future Value Capital
Roman Lutz (1972) has over 14 years experience in the financial industry. He began his career in 1998 at Salomon Smith Barney in Zurich where he was covering institutional clients in Switzerland for equity derivative products. In 2001, he joined Morgan Stanley in London where he was in his last position heading the structured products business for Germany, Switzerland and Austria. In 2006, he joined AIG Financial Products in London where he was responsible for developing solutions across all asset classes with a focus on asset liability hedging of variable unity products and regulatory capital transactions. In 2009, he founded Future Value Capital Ltd. which is a proprietary investment company and where he first developed and later managed investment strategies which capture alternative risk premia or monetize market inefficiencies. In 2011, he founded Future Value Capital LLP to be able to offer these strategies to investors.
Roman is a CFA charter holder and holds an economic degree from the University of Applied Sciences (HWV) in St. Gallen. He is native German speaking, fluent in English and conversational in Spanish and French.
Francesco Mainolfi, Ph.D.
Linceo Capital Group
Dr. Francesco Mainolfi has over 14 years of investment industry experience. He is the founding partner of The Linceo Capital Group, a boutique advisory firm specializing in alternative investment, asset allocation and risk management strategies.
Dr. Mainolfi has worked with and advised asset managers such as pension and sovereign wealth funds, hedge funds, funds of hedge funds and family offices globally on liquid and illiquid investment strategy, portfolio construction, risk management, manager selection and due diligence. Prior to founding Linceo, Dr. Mainolfi was the Chief Executive Officer and the Chief Investment Officer of The Richcourt Group, in New York City – the hedge fund subsidiary of Hamilton Lane.
Prior to joining Richcourt, Dr. Mainolfi was a Principal Investment Officer and Head of Hedge Fund Investments at The World Bank Pension Fund in Washington, DC. Previously, Dr. Mainolfi was at HypoVereinsbank (HVB) Group, where he developed investment and risk management strategies for proprietary capital.
Dr. Mainolfi holds a Ph.D. in Economics and Finance from Columbia University in New York. He also served as an Adjunct Professor of Finance and Economics at the Columbia Graduate School of Business and as an Assistant Professor in the Department of Finance at DePaul University in Chicago.
Portfolio Manager, assisting CIO
Hamlin Lovell (Portfolio Manager, assisting CIO) has more than 10 years of investment industry experience. Hamlin previously worked at London-based currency manager Millennium Global Investments as co-manager of a fund of funds that allocated to a number of new, early stage and emerging hedge fund managers, and operated a tactical and risk management overlay. He has also carried out hedge fund research for Duration Asset Management and The Capital Partnership, both London based.
Earlier in his career, Hamlin did equity analysis for independent research house Ideaglobal, and economic analysis for the UK Government. Journalistic experience has included researching surveys and authoring features for The Hedge Fund Journal, as well as writing blog posts for the allaboutalpha thought forum that is owned by the CAIA Association.
Hamlin has an Economics degree with honours from the University of Leicester in the UK. He also holds the CFA (Chartered Financial Analyst), CAIA (Chartered Alternative Investment Analyst), FRM (Financial Risk Manager) and IMC (Investment Management Certificate) designations. Hamlin’s involvement with professional associations has led to grading CFA and CAIA papers on behalf of CFA Institute and CAIA Association in the United States, and he also contributes to CAIA curriculum development as a volunteer.
Managing Partner and co-CIO
Titian Global Investments
Dr. Fasoli is Managing Partner and co-CIO of TITIAN, a technology and trading firm that develops and utilizes artificial intelligence, machine learning technologies that predict price movements across several global futures markets within short-term (daily and intraday) time frames. Technologies consist of (a) multiple adaptive trading systems able to self-generate their own settings (parameters, data inputs, predictive algorithms, market memory) at each prediction point as a function of the evolving market dynamics and (b) several continuous risk minimization and capital allocation systems.
He is responsible for the software design, development, testing, integration and the implementation of live trading strategies.Prior to co-founding TITIAN in 2006, Dr. Fasoli was a Managing Director of Jefferies (global investment bank, 2003-2006), a Managing Director and Partner of Broadview (technology investment bank, 1997-2003), a Partner and Director of Putnam, Hayes & Bartlett (econometric consultancy, 1993-1997), and a Senior Associate at Booz Allen & Hamilton (technology consultancy, 1989-1993).He holds PhD, MA and BA degrees in Natural Sciences from Cambridge University.
Head of Global Macro
Telluride Asset Management LLC
Vivin has 18 years of experience in researching and creating systematic global macro strategies. He joined Telluride in 2003, and became a member of the Management Committee in . Vivin works with Peter Hajas, Telluride's CEO, in managing and trading Telluride's systematic global macro strategies, and heads the global macro modeling and research team.
Prior to joining Telluride, Vivin had worked at Bridgewater Associates from 1993 to 2003. Vivin accepted a full-time role with Bridgewater while pursuing a PhD in Economics from Duke University, where he earned a M.A. in Economics. His undergraduate training is in Mathematics and Economics.
Jasper Anderluh obtained his PhD in Financial Mathematics in 2007 and is assistant professor at Delft University of Technology. Prior to starting with HiQ, Jasper was Head of the Quantitative Research at Binck Securities BV. Jasper is responsible for modeling the algorithms and implementing them into the in-house developed HiQ proprietary trading system.
Roubini Country Insights
Prior to setting up Country Insights, which was acquired by Roubini Global Economics in 2012, Paul was a director of John Howell and Co Ltd, where he was responsible for work on economic competitiveness and natural resources and was the process lead for scenario thinking and stakeholder engagement. He led the development of Quantitative Country Analytics, the systematic model of country risk and opportunity that underpins all of the work of Roubini Country Insights. He is also active in policy, most recently as a Special Advisor to the Energy and Climate Change Select Committee of the UK Parliament. Earlier in his career, Paul served as the first Energy Security Advisor to the US European Command of the US Department of Defense, was a member of the Shell scenarios team and consulted for the World Bank.