Karsten Schroeder, CEO, Amplitude Capital
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.

Matthew Sargaison, Chief Risk Officer, AHL
Matthew Sargaison is the Chief Risk Officer for AHL. Prior to joining AHL in 2009 Mr Sargaison spent 13 years working in credit risk systems development at Deutsche Bank, Barclays Capital and UBS. Before that he originally worked for AHL from 1992 to 1995 in its formative years as a trading system engineer and institutional product designer. Mr Sargaison gained his BA/MA in Mathematics from the University of Cambridge in 1991 and a Masters in Advanced Computer Science from the University of Sheffield.

Katrina Price, CAIA, Manager, PAAMCO’s portfolio solutions group
Katrina Price, CAIA, is a manager in PAAMCO's portfolio solutions group, where she focuses on working with European and Middle Eastern investors in constructing bespoke fund of hedge fund portfolios. Katrina serves on the Portfolio Solutions Management Committee where she represents the group's European activities. She joined PAAMCO as an Account Management Analyst in the Irvine, California office in 2007 and moved to London, where she is now based, in January 2009. She received a BA in Psychology, Philosophy and Neuroscience from the University of Redlands and an MSc in Neuroscience from Oxford University.

Yutaka Matsuo, Associate Professor, Institute of Engineering Innovation, The University of Tokyo
Yutaka Matsuo is an Associate Professor at the Institute of Engineering Innovation, The University of Tokyo. He received his BS, MS, and PhD degrees from The University of Tokyo in 1997, 1999, and 2002 (supervised by Prof. Ishizuka). He joined the National Institute of Advanced Industrial Science and Technology (AIST) during 2002–2007. His emphases of study are web mining (specifically social network mining), text processing, and semantic web in the context of artificial intelligence research.

Mr Matsuo is a prominent young researcher in the information technology field in Japan. He has authored more than 30 journal papers in Japanese during the past seven years in addition to 60+ international conference papers. He received the Japanese Society for Artificial Intelligence (JSAI) Best Paper Award in 2002, the JSAI Anniversary Project Award in 2006, and Information Processing Society of Japan (IPSJ) Nagao Special Researcher Award in 2008. He joined the editorial committee of JSAI in 2004, and currently serves as Associate Editor-in-Chief. He received the Japan Society for the Promotion of Science (JSPS) Postdoctoral Fellowships for Research Abroad in 2005 and stayed for two years at the Center for the Study of Language and Information (CSLI) at Stanford University. After returning to Japan, he joined the faculty of The University of Tokyo in 2007.

Mr Matsuo is a PC member of several conferences and an editor of journals including the International World Wide Web Conference (WWW), International Conference on Artificial Intelligence (IJCAI), and IEEE Transaction on Knowledge Engineering and Data Mining (TKDE).

Suhail Shaikh, CFA, Partner, Head of Research, Fulcrum Alpha

  • Goldman Sachs, Investment Strategy Group, 2002-2005
  • Goldman Sachs, Global Equity then Global Fixed Income & Currency Asset Management, 2000-2002
  • London School of Economics & Political Sciences, 1997-2000
  • CFA Charterholder since 2003

Daryl Cook, Managing Director, Senior Research Portfolio Management, TUDOR
Daryl Cook, Managing Director, Senior Research Portfolio Manager - Tudor Systems Trading Group Mr. Cook joined Tudor in July 1993 and has been a Managing Director since 2007. He is a member of the Systems Group's Portfolio Oversight Group, working closely with Steve Evans, the Managing Director of Tudor's Systems Trading Group. He has 17 years experience of developing technical models and a number of those models are currently trading in Tudor Tensor. Prior to joining Tudor, Mr. Cook was employed by Reuters where he helped to develop their IDN infrastructure (1988-1993), and Scicon Ltd. (1985-1988). Mr. Cook holds a B.Sc. in Mathematics from Bristol University (1985).

Richard Brown, Global Business Manager, Machine Readable News Program, Thomson Reuters
Mr. Brown is the global business manager for the machine readable news program at Thomson Reuters, responsible for the product portfolio, which includes its archive product, real-time feeds, and news analysis solutions. Prior to his current assignment, Mr. Brown co-founded and was the Chief Operating Officer at Foresight Research Solutions, LLC, a New York-based independent research firm and member of the NASD and SIPC. Prior to Foresight, Mr. Brown was a senior client manager for International Business Machines in New York. He holds a Bachelor's degree in Management and International Business from the Pennsylvania State University and an MBA from New York University's Stern School of Business.

Dr. Paul Wilmott, Founder, Wilmott
Paul is a researcher, author, consultant, lecturer and expert witness working in risk management, derivatives and most things quantitative in finance. He has written over 100 research papers in mathematics and finance, and several best-selling, and some would say ground-breaking, text books including: Paul Wilmott On Quantitative Finance, Paul Wilmott Introduces Quantitative Finance and Frequently Asked Questions in Quantitative Finance. He founded the website you are now reading, the eponymous quant magazine, a successful volatility arbitrage hedge fund and the world's largest, high-level quant education program, the Certificate in Quantitative Finance. Paul is one of the authors of the Financial Modelers' Manifesto.

Paul Wilmott has been called "cult derivatives lecturer" (Financial Times), "the smartest of the quants, he may be the only smart quant" (Portfolio magazine), "the finance industry's Mozart" (Sunday Business), "financial mathematics guru" (BBC) and "arguably the most influential quant today" (Newsweek)

John Moody, Portfolio Manager, J E Moody & Company LLC
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. Media coverage has included feature articles in Institutional Investor's Alpha, Bloomberg Markets, Advanced Trading, Barclay Managed Funds Report and U.S. News & World Report.

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. He is a past Program Chair and General Chair of the Neural Information Processing Systems and Computational Finance conferences.  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.

Tom Myers, VP, Business Development, Tick Data

Tom Myers joined Tick Data as its Vice President of Business Development in October 2007. Mr. Myers began his career in the financial markets in 1995 as a Product Marketing Manager with Omega Research, Inc. (now TradeStation Group, Inc.), and has continued his career in the industry with positions as the Vice President of Marketing & Sales for Nirvana Systems, Inc., Director of Marketing and Public Relations for ProTrader Securities Corporation, President and Co-Owner of Transcend Capital, Founder and President of V2R Ventures, and Managing Director of Business Development for Nexa Technologies, Inc. (Tick Data’s parent company). Mr. Myers has a Bachelor of Science degree in Business Administration from Northeastern University, and has Series 7, 24 and 63 licenses.

Dr. Richard Peterson, MarketPsych LLC

Dr. Peterson has spent his career working at the intersection of mind and markets with the goal of improving the results (and lives) of investors and advisors. At MarketPsych LLC he trains his financial industry clients to improve their emotion management, self-understanding, and client relationships using modern psychological techniques.

Richard Peterson's book Inside the Investor's Brain (Wiley, 2007) was called "outstanding" and "a seminal text" on investment psychology by Barrons. Dr. Peterson is frequently featured in the media including appearances on CBS Evening News, CNBC, NPR, BBC, PBS, and the Wall Street Journal.

Dr. Peterson has cum laude undergraduate degrees in Electrical Engineering and Arts and a Doctor of Medicine degree (M.D.) from the University of Texas. He performed postdoctoral neuroeconomics research at Stanford University and is Board-certified in Psychiatry.

In addition to training investors, Dr. Peterson is himself a registered investment advisor and portfolio manager for MarketPsy Capital LLC, where he manages their quantitative market-neutral long-short investment fund. Additionally, Dr. Peterson has developed popular financial personality tests, published in academic journals and textbooks, is an associate editor of the Journal of Behavioral Finance, and is on the Educational Advisory Board of the Market Technicians Association.

Dr. Peterson's forthcoming book, MarketPsych: Overcoming Market Fear and Discovering Your Investor Identity (co-authored with MarketPsych's Dr. Frank Murtha) is slated for release by Wiley in the fall of 2010.


Simon Kerr, Feature Writer, Hedge Funds Journal
Simon Kerr is an experienced analyst of both financial markets and hedge funds. He has been in the hedge fund industry since 1998 and has acted as a consultant, portfolio manager and fund director within it. He has selected funds for a fund of hedge funds, and was himself a first quartile money manager running portfolios for institutional investors. He has used his risk management expertise gained across varied fund formats and asset classes to develop his own "hedge fund doctor" service, turning around under-performing funds. He wrote the definitive book on the European hedge fund industry in 1999 and contributes to The Hedge Fund Journal as well as having a well regarded blog.

Oliver Prock, CEO, Salus Alpha Capital
Oliver Prock is CEO and CIO of Salus Alpha Capital GmbH. He graduated from Vienna University of Business and Economics with an MBA and has gained experience in different investment fields such as financial engineering, product development, trading and sales. He started his career working for an American CTA. Later on, he was in charge of derivatives and structured products at Raiffeisen Zentralbank AG.

Before he became CEO of Salus Alpha, he worked at Erste Bank, where he was responsible for the prop investments as well as for the development and the management of alternative investment products of Erste Bank. Mr. Prock has over 16 years of professional investment experience working for banks and investment companies in Austria and abroad.

As CEO and Fund Manager he has achieved important successes in the past years in the range of alternative investments, as for instance the introduction of the first world-wide the UCITS III compliant alternative investment fund "Salus Alpha Equity Hedged". Also, the successful development of the Alternative Investment Indices listed on the Viennese Stock Exchange was realized under his management.

Further, Mr. Oliver Prock is founding member and chairman of the board of the Vereinigung Alternativer Investments (VAI). Vereinigung Alternativer Investments (VAI), founded in 2003, is the first independent agency for protecting and representing interests of the providers of alternative investment products on the Austrian capital market.

Apart from providing support to the members in all areas, the VAI oversees the increase of popularity of alternative investments and the improvement in the understanding of these investment vehicles as one of its major tasks. In addition, the VAI tries to increase the attractiveness of Austria as the investment location for alternative investments through various measures.

Dr. Jim Conklin, Managing Director and Head of Investment Research, Management Committee, Product Development Committee, FX Concepts
Jim began his career in finance at Lehman Brothers in 1997 as a Foreign Exchange Strategist after a 10-year career as an economist with positions at the University of Madrid, the Bank of Spain and the University of Texas (Austin). From 2000 to 2004, Jim served as an FX and Fixed Income portfolio manager at Putnam Investments and West End Capital (Bermuda). From 2005 to 2008 Jim was Managing Director at Fortress Investments, managing quantitative portfolios in FX, Fixed Income, Commodities and Equities.

Jim is a cum laude graduate of Princeton University and has a PhD in Economics from Stanford University.

Guatum Mitra
Gautam Mitra (London, UK) is an internationally renowned research scientist in the field of computational optimisation and modelling. He has developed a world class research group in his area of specialisation with researchers from Europe, UK, USA and Asia. He has published three books and over hundred refereed research articles. He was Head of the Department of Mathematical Sciences, Brunel University between 1990 and 2001. In 2001 he established CARISMA: The Centre for the Analysis of Risk and Optimisation Modelling Applications. CARISMA specialises in the research of risk and optimisation and their combined paradigm in decision modelling. Professor Mitra is also a Director of UNICOM Seminars and OptiRisk Systems ; OptiRisk specialises in the research and development of optimisation and financial analytics tools.

David Nowakowski, Director of Credit Strategy, Roubini Global Economics
David Nowakowski is director of credit strategy at Roubini Global Economics. David brings over 12 years of market experience to RGE. Previously, he was a managing director at Atlas Capital Management, a global macro hedge fund focused on emerging markets. His experience includes working at the Rohatyn Group, an emerging market hedge fund group, where he was the fixed-income and currency strategist, Lazard Asset Management, where he was a fixedincome portfolio manager, and Solomon/Citigroup, where he worked in capital markets and liability management. David holds a bachelor's degree in physics and mathematics and a master's degree in physics from Harvard University, as well as a master's degree in economics from the London School of Economics.

Rob Passarella, Vice-President, Dow Jones Financial Markets Group
Robert Passarella has spent over 18-years on Wall Street in the gray zone between business and technology. Rob has always focused on leveraging technology and innovative information sources to empower Equity Research and serve clients. A veteran of Morgan Stanley, JP Morgan, Merrill Lynch, and Bear Stearns; he has seen the transformational challenges first hand, up close, and personal. Always intrigued by the consumption and use of information for investment analysis, Rob is passionate about leveraging alternative data and news for investment analysis. Robert holds a BBA in Finance from Baruch College and an MBA from the Columbia Business School. He currently works for Dow Jones as Vice President of Dow Jones Financial Markets Group.

Armando Gonzalez, President & CEO, RavenPack
Armando Gonzalez is President & CEO of RavenPack, 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 news stories 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.

Rafael Molinero, CEO & Founder of 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.

Justin Dew, Senior Managing Director, Director, Strategic Development, Welton
Justin Dew is a Senior Managing Director with Welton Investment Corporation. As the Director of Strategic Development, Mr. Dew is responsible for business development, expanding the firm’s East Coast presence and identifying, evaluating and executing strategic growth opportunities. He previously was a Managing Director and Head of Strategic Development with the Clinton Group where he was responsible for development of new investment strategies, investor relations and sales. Prior to the Clinton Group, Mr. Dew worked at Standard and Poor's where he served as the Senior Director and Global Head of Alternative Strategies. Mr. Dew holds an MBA from Cornell University and a Bachelor of Science in Business Management from Ithaca College. He joined the firm in 2008.

Jesse J. Redmond, Evolved Alpha
Mr. Redmond is the Founder and Co-Portfolio of Evolved Alpha, an open-architecture multistrategy fund that allocates to liquid alpha-return strategies. Evolved Alpha was launched in February, 2010, following a successful two years as a Founding Partner and the Co-Portfolio Manager of Alpha Titans fund-of-funds. During his tenure Alpha Titans outperformed its peers in over 80% of the months by a cumulative margin of 16%. Prior to managing Alpha Titans, he served as Managing Director and Portfolio Manager of Santa Barbara Market Neutral Fund, a fund-of-funds with a unique focus on pure alpha, quantitative strategies with high barriers to entry. From 1999-2003 Mr. Redmond was Vice President for Fisher Investments where he contributed to all aspects of growing their business from one billion dollars in assets under management when he joined in 1999 to over fifteen billion when he left four years later. In addition to developing and maintaining many of the firm’s top institutional relationships, he focused on designing strategies that would generate independent return streams from traditional markets. Mr. Redmond began his career at Franklin Templeton Investments, and graduated from the University of California, Santa Barbara, with a B.A. in Business Economics.

Arnaud Chretien, Founder, Chairman and CIO, Aequem Capital
Arnaud CHRETIEN is founder, Chairman and Chief Investment Officer of Aequam Capital. He started his professional career in 1987 as an Option Market Maker and Stock Trader. In 1989 he started to trade on interest rate futures with BIP/Dresdner Bank Group. From 1992 to 1997 he was managing Option Brokers in Paris. He moved to Switzerland in 1997 to launch his first Quantitative CTA fund. He became Senior Hedge Fund Manager of the CTA FALCON Futures Fund managed at Abu Dhabi Investment Authority (ADIA) in 2001 before joining Société Générale Asset Management Alternative Investments to be Head of the Global CTA desk in 2004.

Arnaud is also the founder and Chairman of the association QUANTVALLEY (http://www.quantvalley.org/).

Michiel Swaak CFA, Managing Director, QIC Quantitative Management
Michiel is Managing Director of QIC Quantitative Management and is responsible for the QIC Asia Pacific Market Neutral Fund. Before joining QIC, Michiel was a Founding Member and Associate Director of Macquarie Bank’s MQ Asset Management. Prior to this he held a variety of positions in Quantitative Research and Portfolio Management at Aegis Equities Research, AEGON Asset Management, SPF Investment Management, and ABN AMRO. Michiel is a CFA Charter holder and earned an MSc in Financial Econometrics from Erasmus University Rotterdam.

The QIC Asia Pacific Market Neutral Fund is one of only a few funds in the world that invests across the entire Asian region using a systematic investment process. It employs a suite of different stock-selection screens to capture significant alpha currently available in Asia, and does so with low risk via a widely diversified portfolio. This diversification is made possible by the breadth of the Asian markets. The portfolio's market-beta exposure is explicitly managed within tight limits, as are net country and sector exposures.

QIC commenced operations in 1989 and was formally established in 1991. Since then, we have grown to be one of the largest institutional investment managers in Australia, with more than 80 institutional clients and $57 billion in funds under management.

Spencer Greenberg, (PhD, Candidate, NYU's Courant Institute) CEO and Chief Software Architect, Rebellion Research
Spencer Greenberg is the Chief Executive Officer and Chief Software Architect of Rebellion Research, the quantitative hedge fund that he co-founded in 2005 at the age of 22. Mr. Greenberg graduated Magna Cum Laude from Columbia University's School of Engineering with a Bachelor of Science in applied mathematics and a minor in computer science. He is currently a math PhD candidate at New York University's Courant Institute of Mathematical Sciences, specializing in the mathematics of machine learning.

Prior to founding Rebellion, Mr. Greenberg worked on projects in pure and applied math with Columbia professors, performed computer programming work for Neuberger Berman, LLC, and developed software for a leading counter-terrorism think tank. Mr. Greenberg has spoken about artificial intelligence and investing on Bloomberg News, Bloomberg Radio, CNBC, Canada's Business News Network, China's Phoenix TV, and in the Wall Street Journal.

Sonia Schulenburg, PhD, CEO and Founder, Level E Limited
Sonia Schulenburg is the CEO and founder of Level E Limited, Royal Society of Edinburgh Enterprise Fellow and Research Associate at the Centre of Intelligent Systems and their Applications at the School of Informatics, University of Edinburgh.

Sonia holds a PhD in Artificial Intelligence from the University of Edinburgh and a BEng in Computer Engineering (Honours, summa cum laude) from Instituto Tecnológico Autónomo de México. Sonia has developed both, her technical and business skills concurrently. She holds a Professional Certificate in Accounting from University of California, San Diego and a Postgraduate Degree in Corporate Strategy and Finance from Napier University, where she graduated with Distinction in both.

Sonia was the Co-Founder and Partner in West Coast Fisheries in California before moving into the Investment Banking market with Accival, the Financial Group of BANAMEX, one of Mexico's largest financial conglomerates, where she headed up the Innovation Department from 1995. It was here that Sonia began to carefully articulate her vision of a more intelligent and disciplined approach to financial trading.

After completing her PhD, Sonia was a Senior Research Fellow and Principal Investigator at Napier University (2000-2004) in the area of Evolving Artificial Traders for Successful Market Trading. In 2005 Sonia successfully completed her Royal Society of Edinburgh Enterprise Fellowship with the launch of Level E. From 2006 she has raised over GBP £2 million to fund Level E's research and development of MAYATM, a smart, fully automated trading platform.

Academically, Sonia has over a dozen contributions in published book chapters, international conference proceedings and has been linked to the Santa Fe Institute since she completed the Fellowship in Computational Modelling and Complexity. She has a collection of invited presentations, workshops and tutorials internationally. Sonia is a member of Editorial Boards and Committees of International Journals and Conferences in the areas of Evolutionary Computation and Computational Finance such as IEEE Evolutionary Computation, Task Force on Finance and Economics, the International Workshop of Learning Classifier Systems (IWLCS), the Genetic and Evolutionary Computation Conference (GECCO), the Congress on Evolutionary Computing (CEC), Bio-Inspired Computing: Theories and Applications (BIC-TA) amongst others.

Paul Hawtin, Managing Director and Founder, Derwent Capital Markets Ltd.
Mr. Paul Hawtin, ACSI is Managing Director and Founder of Derwent Capital Markets Ltd, a family owned investment boutique based in Mayfair, London. The Firm currently manage private accounts for HNW and UHNW individuals and are in the process of launching the Derwent Absolute Return Fund Ltd (Cayman). The Fund has generated a huge amount of interest within the investment community due to its unique investment strategy - mining social media data (more specifically Twitter) to derive market sentiment with the ability to predict market direction with a high level of accuracy. Paul has a passion for "thinking outside the box" and has developed quantitative adaptive trading strategies that deliver consistent, absolute returns for investors. Prior to setting up Derwent 2 years ago Paul worked for Saxo Bank A/S and before that setup and managed several successful start-ups based outside the finance industry.

Derwent's principal business focus is the launch of the new Fund, they have already raised £25m starting capital amongst private investors and institutions. The Fund expects to launch in March/April this year.

Dr. Francisco J. Vaca, CEO and CIO, Founder, Vaca Capital Management
Dr. Vaca is the founder and sole trading principal of Vaca Capital Management LLC. Dr. Vaca has over 15 years of experience in the research, development and trading of quantitative investment strategies. He has been featured and quoted in Futures Magazine, Active Trader Magazine and REUTERS. Vaca Capital Management LLC was selected as one of the "Top Traders of 2010" by Futures Magazine.

Dr. Vaca manages two distinct trading programs. The first, the Vaca Global Diversified Program, is a systematic global diversified futures program, which is Vaca Capital s flagship program. The second, Vaca Capital Partners L.P., is an intra-day, high frequency trading program that trades equities listed on the NYSE and NASDAQ exchanges.

Prior to forming Vaca Capital Management LLC in November 2000, Dr. Vaca was an Executive Researcher at C&D Commodities, Inc., where he researched and implemented systematic trading strategies for the futures and equities markets from 1996 to 2000. Dr. Vaca earned his B.S. in Physics and Mathematics from the Universidad Michoacana (Mexico) and his M.S. and Ph.D. in Physics from the University of Illinois at Chicago.

Dave Cliff, Professor of Computer Science, University of Bristol
Dave Cliff is a Professor of Computer Science at the University of Bristol. He has more than 20 years of experience as a researcher in computer science and complex adaptive systems. He has previously worked on the faculties of the University of Sussex, the MIT Artificial Intelligence Lab, and the University of Southampton. He also spent seven years working in industry: initially as a senior research scientist at Hewlett-Packard Research Labs where he founded and led HP’s Complex Adaptive Systems Research Group; then as a Director in Deutsche Bank's London Foreign-Exchange Complex Risk Group. His research for HP included early work, in the mid-1990s, on novel decentralized management systems for utility-scale ("cloud") computing systems; as part of that work he invented the Zero-Intelligence Plus (ZIP) adaptive automated trading strategy. In 2001 a team of researchers at IBM showed that ZIP algorithmic traders consistently outperform human traders. In October 2005, Cliff was appointed Director of the £15m EPSRC-funded five-year UK national research and training initiative in the science and engineering of Large-Scale Complex IT Systems (the LSCITS Initiative: see www.lscits.org). He is author or co-author on about 100 academic publications, and inventor or co-inventor on 15 patents; he has undertaken advisory and consultancy work for a number of major companies and for various departments of the UK Government; and he has given around 200 keynote lectures and invited seminars.  He is currently serving as a member of the eight-person expert panel (led by Clara Furse, ex-CEO of the London Stock Exchange) for the UK Government's "Foresight" project investigating the future of computer trading in the financial markets.

Claire Smith, Senior Analyst and Partner, Albourne Partners Limited
Claire Smith is a research analyst and partner of the hedge fund advisory firm Albourne Partners, based in Geneva. She is responsible for covering quantitative equity strategies, which includes quantitative equity market neutral, statistical arbitrage, convertible arbitrage and volatility arbitrage. Prior to joining Albourne in 2004, Claire was running her own consulting business providing hedge fund research to London-based fund of fund managers as well as editing and writing finance industry trade journals and feature articles. From 1986 to 1998 Claire was employed at various UBS group companies as a derivatives dealer, marketer and product structurer. Career highlights would be initiating a synthetic warrants issuance program at SBC in 1994, becoming head of the London convertible sales team in 1995 and head of European investor derivatives marketing at UBS in 1996. Claire started her career as a credit analyst at Chase Manhattan Bank after completing a Masters program in Chemical Engineering at Imperial College London.

Axel Groß-Klußmann, Doctoral Candidate, Humboldt Universitaet zu Berlin
Axel Groß-Klußmann is a doctoral candidate in econometrics at the Humboldt Universitaet zu Berlin and scientific employee at the Quantitative Products Laboratory of Deutsche Bank. His research focuses on empirical finance based on high-frequency data. Using pre-processed news data from a text analytics engine he recently studied  the impact of news on stock markets from a high frequency perspective. Besides, his research covers modelling and forecasting stock market liquidity and intraday volatility. Axel holds a diploma in Economics with a quantitative emphasis from the Christian-Albrechts-Universitaet Kiel and a B. Sc. in Mathematics from Fernuniversitaet Hagen.

Tim Meyers, Managing Partner & Co-Founder of Coriolis Management, LLC.
Mr. Meyers is responsible for the management and oversight of Coriolis Funds, a systematic long/short US Equity Hedge Fund. The Coriolis model is based on the risk management techniques that permeate reinsurance portfolio management processes, and was developed by Coriolis CIO and co-founder, Vineet Kalucha, who spent nearly two decades in the reinsurance industry. The Coriolis model ‘s primary objective is first to preserve capital, and then beat the S&P 500 index on an annualized basis. Coriolis’ strategy is based on a trend-following system that invests only in publicly-traded US securities and ETFs. To date, Coriolis has had 3 down months in its 28-month investment history and has produced annualized net returns of 30.63%.  The fund strategy employs no options, contracts, derivatives or any instrument that has expiration.

Mr. Meyers has three decades of experience in all aspects of alternative investments. In the early 80’s, he started his career with Deloitte’s KKR team, and following that, became a partner and CFO in a large real estate firm that was sold to Trammell Crow. In the 90’s, he ran a large family office for the founder of a software company that was sold for $2.2B and created a fund-of-funds of alternative investments. In 2000, he became a founding partner of a private equity firm that raised $450 million during Tim’s tenure.

Mr. Meyers is Chair-elect of George Mason University Foundation, his alma mater’s non-profit foundation, and has been its investment committee chair for the last six years. He has a MS from Virginia Tech and has served as chair and director on numerous boards of privately-held companies and not-for-profits.

Stephane LAMOINE
Stephane LAMOINE (49) has been one of the precursors of quantitative asset management since 1987. He was one of the first members of the Q group in 1994. Throughout his career, he accumulated significant experience in the fields of financial analysis, brokerage, equity sales, trading, corporate finance and financial software.

Stephane created Saint Honore Global in 1987 for LCF Rothschild, a world equities fund managed through convergence of quantitative top down asset allocation and fundamental bottom up stock picking with the first performance fee to be authorized by the French COB. Stephane was also manager of the Luxembourg based fund Ecu d'Or, the best performing gold fund in Europe in 1988 and 1989 thanks to Intensive pairs trading.

He Launched Indexis in 1990, the first index trackers at Credit Agricole and was also manager of the asset allocation funds Modulaction. He then joined Societe Generale where he initiated the restructuring of the organization towards meeting AIMR standards and developed a in-house database and a very innovative backtesting system.

Stephane left SGAM as CIO in 1994 to develop Proof9 Inc that rapidly became a leading developer of investment strategy solutions and backtesting systems with offices in New York, London and Paris. The company lost several key clients in and after the 9/11 and sold its intellectual property to Blue Mile advisers.

Stephane joined a big US hedge fund in 2003 as an independent consultant to implement and test his investment principles using Bluemile's technology. After the spectacular risk/returns achieved during live tests carried out in 2006, he created the Iskandia Capital Fund in 2007, an international equity market neutral quantamental fund.

Arnaud Vincent
Arnaud Vincent is a PhD candidate at the Cerna, Mines-ParisTech (Ecole Nationale Supérieure des Mines de Paris) in addition to being the Chief Innovation Officer for a French bank. Arnaud is specialized in genetic algorithms and heurisitics applied to finance, chemical engineering and manufacturing.

His current research is focused on an automated trading system able to follow sentiment analysis (Twitter, Google or mail realtime analysis) to optimize risk and positions.

Bradford Paskewitz, CEO and Founder, 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 foreign teams located in Beijing and 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.

John Godden, CEO, IGS Alternative Investment Solutions
John is a well known commentator and advisor on Hedge Fund investing.

He is currently CEO of the IGS Group, a specialist Alternative Investments company engineering strong connections between Investors and Opportunities in the Alternative Asset arena. IGS specialises in clear advice on product design and Portfolio Construction, market positioning and distribution for Hedge Funds, Fund of Funds and Service Providers.

John has recently been closely associated with the design and construction of several Managed Account Platforms and is involved in M&A in the Alternative Fund Management space. He advises client companies on Infrastructure and Fund construction and has been involved in several new fund launches.

John was previously head of the European arm of HFR Asset Management prior to which he worked with Barclays Capital and Paribas focusing on Structured Derivatives and some of the first Fund Derivatives.

John began his career in the Pension Consultancy sector before moving into Capital Markets having studied Pure Mathematics.

Giovanni Beliossi, Owner, FGS Capital LLP
Giovanni is Managing Partner at FGS Capital LLP, where he is the CEO and is responsible for portfolio management. Previously he was Associate Director of hedge funds at First Quadrant Ltd, where he set up and was the portfolio manager of its Pan European long/short equity market neutral portfolios, and was responsible for UK-based hedge fund business. He has extensive experience of managing equity market neutral portfolios since 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 co-founded the Real Options Group to look at research and applications of Real Options to corporate finance and investments. He is an active member of AIMA (Alternative Investment Management Association) and a Research Committee member of Inquire UK. He is 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.

Joe Rothermich, CFA, Lincoln Vale Adaptive Strategy
Joe has 15 years of experience in research and management consulting and over 6 years in financial R&D and quantitative portfolio management. He was the Chief Technical Officer of Natural Selection Financial, Inc., performing financial research and development. As a Senior Scientist at Natural Selection, Inc., he performed evolutionary algorithms and computational intelligence techniques to real-world problems for clients across various domains such as biotechnology, commercial applications, and government security. Previously, Joe worked as a researcher and consultant at Icosystem Corporation, a company specialized in bioinspired computing and complexity science, and as a managing consultant at Accenture, leading the finance and treasury business process design on international enterprise software engagements.

Joe received an M.Sc. in Natural Computation at the University of Birmingham, UK, and a B.S. in Systems Analysis from Miami University. Joe is a holder of the Chartered Financial Analyst (CFA) designation.

Pacome Breton, CAIA - Chief Risk Officer, FQS Capital Management
Prior to joining FQS Capital Management, Mr. Breton served as Head of Quantitative Research and Risk Analysis at Pioneer Alternative Investments (Milan & London), a member of the Unicredit group. During his tenure, he was a member of the investment committee, which oversaw USD $4 billion in assets under management. He managed a team of six professionals who specialised in global quantitative research, portfolio construction and quantitative review of investments or potential investments.

Mr. Breton served as Market Risk Manager at Société Générale (Tokyo) where he was in charge of the equity derivatives desk and the ongoing monitoring and surveillance of 15 proprietary desks in Asia. At FQS Capital Management, Mr. Breton reports independently to the investment committee and its Chairman, Dr. Robert J. Frey, and reviews all hedge fund investments. Mr. Breton graduated in General Engineering (Master of Science) at Compiegne University of Technology (UTC) in France and completed his Masters in Quantitative Finance at Italy's Bocconi University. He is also a registered Chartered Alternative Investment Analyst (CAIA).

Dr. Ranjan Bhaduri, Managing Director and Head of Research at 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 holds a PhD in pure mathematics and a Masters in Combinatorics & Optimization, as well as a MBA in Finance and International Business.

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.

Richard Bibb - Partner, AIMHedge
Richard Bibb is responsible for Trading Development and Research. Key Responsibilities: include Technical Lead / Project Lead / Architect of a complex trading environment. Richard is responsible for overlooking and coordinating the research activities of in-house and external quant analysts and traders technical infrastructure, trading capacity and qualified personnel. Prior to AimHegde Richard was with Man Investments Ltd. as the Development Manager - AHL Trading, AHL Research and Market Data.

Dr. Peter Wiesing, Founder and CEO Global Arbitrage Group
Peter holds a MSc in theoretical physics from TU Berlin. As part of his MSc, he studied the behavior of dynamical systems at the Salk Institute, La Jolla, USA.

For 3 years, he worked towards a PhD in theoretical neuroscience at the Massachusetts Institute of Technology (MIT), USA. At MIT, he studied the learning behavior of artificial neural networks. He finished this PhD at TU Berlin (magna cum laude) and published his work in Nature.

Peter also worked on a second PhD in financial engineering, which he received from Witten/Herdecke University (UWH), Germany (magna cum laude). At UWH, he developed a quantitative event-driven trading strategy for the prediction of Mergers & Acquisitions.

Peter founded the Global Arbitrage Group (GAG) in 2005. GAG offers specialized asset management services and develops custom-tailored investment solutions for portfolios of institutional investors and holders of large private assets. GAG creates added value in the areas of Global Tactical Asset Allocation, Absolute Return / CTA and Risk Management.

Peter is a regular speaker at financial conferences.

Marco Fasoli, PhD, Managing Partner, TITIAN
Marco is Managing Partner, Co-Founder and Co-CIO of TITIAN, a technology and trading firm that develops and utilizes artificial intelligence, machine learning based trading systems designed to recognize price patterns and predict short-term market movements. These technologies are used to run the TITIAN Pattern Recognition Program (TPRP), which trades 21 highly liquid futures markets across bonds, currencies, equities and commodities with a 24 hour trading horizon. The TPRP consists of 420 self-learning, predictive trading systems able to generate their own predictive algorithms, self-tune their own settings and alter their own internal structure  to adjust to the evolving behavioral characteristics of each market traded. Marco is responsible for the design, development, testing and integration of TITIAN's software and systems, and for the creation, testing and implementation of live operational trading strategies based on these systems, including the TPRP. His primary research interests are in advanced machine learning methods for time series analysis. Previously, over a period of 17 years he was a Managing Director of Jefferies (global investment banking firm), a Managing Director and Partner of Broadview (global technology investment banking firm), a Director and Partner of Putnam, Hayes & Bartlett (global econometric consultancy), and a Senior Associate at Booz Allen & Hamilton (global technology consultancy). Marco holds PhD, MA and BA degrees in Natural Sciences from Cambridge University. Marco's PhD was sponsored by the UK Science and Engineering Research Council and his PhD thesis resulted in the publication of several papers in leading scientific journals, including the Annals of the New York Academy of Sciences.

Denis Beaudoin, CEO, Finaltis
Denis is the CEO and founder of Finaltis. He has 18 years of asset management and financial markets experience (Paribas, Dexia AM, ...).

Finaltis manages liquid assets through quantitative, absolute return investment strategies with a focus on equity market neutral and trend following CTA. The team comprises of 17 people, including 9 senior fund managers and researchers. Total Assets under Management are north of $360 mm. Finaltis is a founding member of QuantValley.

Denis graduated from HEC, Paris. He is a lecturer in Quantitative Investment Strategies (MSc classes) at Université Paris Dauphine.

Christophe Le Lannou, Head of Quantitative Trading, Carrousel Capital Ltd
A graduate of Ecole Polytechnique of Paris and Ecole des Mines of Paris, Christophe began his career in 1997 working as a trader within the equity and equity derivatives departments of a number of major banks in London, most recently as a proprietary volatility trader at Swiss Re Financial Products. He has a strong expertise in trading equities, equity options, convertible bonds and other structured products, and as well in arbitrage and relative value trading. Christophe joined Carrousel in 2007, to take charge of the research and the development of new systematic strategies, and manages the Centrix IX systematic portfolios since their launch in July 2010.

Peter Kambolin, CEO and COO, Systematic Alpha Management, LLC
Peter Kambolin is the Chief Executive Officer and Chief Operating Officer of Systematic Alpha Management, LLC. He is in charge of general management of SAM and oversees company's trading operations, marketing activities, compliance and research. Mr. Kambolin received his B.A. in Finance from Baruch College (1995), magna cum laude. He worked at Commonwealth Associates, Inc. (RR), Unibank (Operations), Fifth Avenue Research and Advisory Group, Inc. (Equity Research), Utopia Capital Management, Inc. (Portfolio Manager), Phillip Louis Trading (Proprietary Trader), Thor Futures, LLC (Principal) and Thor Capital, LLC (Founder and Principal), before co-founding SAM. Peter holds a Series 3 National Commodity Futures License.

Would you like to participate as a sponsor?
Please contact: Bartt Kellermannn, bartt@battleofthequants.com