Aaron Brown
Risk Manager
AQR Capital Management
Mr. Brown is author of Red-Blooded Risk, The Poker Face of Wall Street (rated as one of the ten best books in 2006 by BusinessWeek), and A World of Chance with Reuven and Gabrielle Brenner. He speaks frequently at professional and academic conferences.
Mr. Brown traded for himself, Prudential Insurance and Lepercq, de Neuflize (an investment bank in New York). He left Lepercq after serving as a Head of Mortgage Securities to teach finance at Fordham University and Yeshiva University. After that he worked as a risk manager at JPMorgan, Rabobank, Citigroup, Morgan Stanley and now AQR Capital Management.
Mr. Brown holds degrees in Applied Mathematics from Harvard and in Finance from the University of Chicago.
Conor Brosnan
Head of Research
Abbey Capital
Abbey Capital is an alternative investment firm focused on managed futures and foreign exchange. Founded in 2000, Dublin-based Abbey Capital manages over $4.2 billion* in cash assets and allocates to the Commodity Trading Advisor (CTA) sector through its multi-manager, managed accounts platform.
Conor is responsible for overseeing the company's daily risk management process and is a member of the investment committee responsible for portfolio construction.
Conor heads an eight-person team that continuously monitors the performance and open positions of the Funds' underlying managers. Conor also leads the ongoing enhancement of the portfolio construction process and the adoption of new quantitative techniques.
Conor acts as key liaison between the Funds' underlying managers and the Investment Committee. He also manages a continuous review of manager data as part of the company's due diligence process.
Conor joined Abbey Capital in 2001 as Research Analyst and was appointed to his current position in 2008. He graduated from University College Dublin with an MBS in Finance and also holds a BA in English and History from Trinity College, Dublin.
Tarek Rizk PhD
Head of Tactical Trading Strategies
Tages Group
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.
Franco Baseggio
Portfolio Manager
HBK
Franco Baseggio is the portfolio manager of the HBK Quantitative Strategies Fund. Mr. Baseggio also manages quantitative strategies for HBK's multi-strategy funds, which he has done since 2003. Prior to joining HBK, Mr. Baseggio built the statistical arbitrage strategy at PCM, a quantitative hedge fund, and was a portfolio manager of the Fund of Funds group at Commerzbank. Mr. Baseggio began his career at D. E. Shaw & Co., serving for six years as a programmer, quantitative analyst, and portfolio manager. Mr. Baseggio received a degree in Mathematics from Harvard College.
Mani Mahjouri
CIO and Co-Chief Strategist
Tradeworx, Inc.
Mani Mahjouri is the CIO and Co-Chief Strategist of Tradeworx, Inc., responsible for research and implementation of investment strategies. Mr. Mahjouri has over 13 years' experience in hedge funds. Prior to Tradeworx, he was Global Head of Foreign Exchange at Sun Trading LLC. Before Sun Trading, Mr. Mahjouri was a Founding Principal at Meadowvale Partners, a multi-strategy asset manager, where he was in charge of quantitative strategies. Mr.Mahjouri began his career at AQR Capital Management in 1999, where he was a senior member of the Global Asset Allocation team. Mr. Mahjouri completed a triple major from MIT with a BS in Physics, BS in Mathematics and BS in Finance.
Dr. Richard Garriott de Cayeux
Dr. Garriott de Cayeux paid for his own flight aboard a Soyuz spacecraft to the International Space Station in October 2008, returning 12 days later. He remains a key leader in civilian space travel as an X-Prize Foundation board member and an investor in Space Adventures. He is an icon in the computer gaming field and has been inducted into the computer gaming hall of fame as well as received the industry lifetime achievement award. He has built 3 leading gaming companies: Origin, Destination Games and now Portalarium.
David Vogel
CEO and Chief Scientist
Voloridge Investment Management
Quantitative hedge fund based in Jupiter, FL
David is a predictive modeling expert with degrees in Mathematics and Scientific Computing from Massachusetts Institute of Technology and New York University. He has developed predictive models from a wide variety of data sets with great success gaining international recognition for models ranging from medical applications to direct marketing. Attesting to the versatility of his modeling capabilities, he is the three time winner and two time runner-up of the prestigious KDD Cup. He has been invited to speak at conferences and research institutes worldwide.
After several years identifying predictors in financial models, David founded Voloridge Investment Management in 2008 applying quantitative strategies to maximize returns while minimizing risk. He currently manages two investment funds, market neutral equities and futures.
Rob Passarella
Vice President & Managing Director
Institutional Markets
Dow Jones
Robert Passarella is a Vice President and Managing Director in the Dow Jones Financial Markets Group. Rob has spent more than 20 years on Wall Street working on the intersection of 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. 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.
Irene Aldridge
Managing Partner and Quantitative Portfolio Manager
ABLE Alpha Trading, LTD
Irene Aldridge is a recognized expert on the subjects of quantitative investing and high-frequency trading. Her latest research on properties of high-frequency data applicable to portfolio management of HFT strategies has come out in "Equity Valuation and Portfolio Management" (F. Fabozzi and H. Markowitz, eds.). Aldridge is also a co-author of "The Quant Investor's Almanac 2011: A Roadmap to Investing" and the author of "High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems." All three titles are published by John Wiley & Sons.
Aldridge is currently a Managing Partner and Quantitative Portfolio Manager at ABLE Alpha Trading, LTD, a proprietary trading vehicle specializing in quantitative and high-frequency trading strategies. As part of her duties at Able Alpha, she runs AbleMarkets.com, an online resource of quantitative investment research readily accessible to insttutional and retail investors alike. Prior to ABLE Alpha, Aldridge worked for various institutions on Wall Street and in Toronto, including Goldman Sachs and CIBC. She also taught finance at the University of Toronto. Aldridge is also active in community organizations, serving as Treasurer on the Board of Carnegie Hill Neighbors, a neighborhood improvement non-profit.
Aldridge holds an MBA from INSEAD, an MS in financial engineering from Columbia University, and a BE in electric engineering from the Cooper Union in New York. Aldridge is a frequent speaker at top industry events and a contributor to academic, practitioner and mainstream media publications, including the Journal of Trading, Futures Magazine, Reuters HedgeWorld, Advanced Trading, FXWeek, FINalternatives, Dealing with Technology, Huffington Post and Hamptons.com.
Aldridge often appears on major television networks, including BBC, CNBC, FOX Business, BNN, German ZDF, among others. In addition, Aldridge has been quoted by the New York Times, the Wall Street Journal, Associated Press, Financial Times, Thomson/Reuters, Bloomberg LP and other major business news outlets.
Karlheinz Muhr
Chief Executive Officer and a member of the firm's investment committee.
QFS Asset Management L.P.
Previously Mr. Muhr was a founding partner and the Chairman & CEO of Cenario Capital, a firm acquired by QFS in April 2011. Prior to Cenario, Mr. Muhr served as a Managing Director of Credit Suisse in the Asset Management Division and was head of Credit Suisse Volaris, an alternative asset management firm he co-founded and sold to Credit Suisse in 2003. He was also a member of both the Chairman's Board and the Management Council of Credit Suisse. With over 25 years of investment experience, Mr. Muhr has held a variety of senior positions at UBS Warburg and Credit Suisse First Boston.
Mr. Muhr has an M.B.A. from the Anderson School of Business at the University of California at Los Angeles (1985) and a Mag.rer.soc.oec Degree from the University for Business and Economics in Vienna, Austria (1982). He serves on the following not-for-profit boards: The Institute of International Education (IIE), New York and The Aspen Institute, Washington D.C., where he is also a Crown Fellow.
Armando Gonzalez
President & CEO
RavenPack
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.
Dan Joldzic
FA, FRM, Partner
Alexandria Investment Research and Technology
Dan Joldzic, CFA, FRM is a partner at Alexandria, performing quantitative research and product development for Alexandria's classification engines.Prior to joining the firm, Dan served dual roles as a portfolio manager and research analyst at Alliance Bernstein over 6 years. As a portfolio manager, he oversaw management of AllianceBernstein Enhanced Index portfolios with assets under management of $3.5 Billion. As an analyst, he employed quantitative analysis to improve performance in equity and currency accounts. In his former capacity, he has dealt first hand with the difficulty of extracting relevant data from large bodies of information relevant to the investment industry.
Mr. Joldzic has a BS in Finance from Pennsylvania State University and is a CFA and FRM charterholder.
Alan Hofmeyr
Head of Quantitative Research
Marshall Wace
Alan Hofmeyr joined Marshall Wace in 2008 as Head of Quantitative Research and was made a partner of Marshall Wace in December 2011.
He joined the firm from Lehman Brothers, where he was head of the Quantitative Portfolio Advisory team, with responsibility for advising quantitative asset managers on key elements of the investment process, including alpha
generation, risk modelling and portfolio construction.
Alan holds an MBA in Finance with Distinction from the London Business School and a BA (Hons) in Economics from the University of Nottingham.
Kris Hammond
CTO and Co-Founder
Narrative Science
Kristian Hammond one of the founders and CTO of Narrative Science, a company focused on the automatic transformation of data into stories and insight. On leave from the Department EECS at Northwestern University, he is a researcher in the areas of human-machine interaction, context-driven information systems and artificial intelligence. After completing his Ph.D. in computer science at Yale University, Dr. Hammond founded The University of Chicago's Artificial Intelligence Laboratory. In 1998, Dr. Hammond moved to Northwestern University to form Northwestern's Intelligent Information Laboratory (InfoLab) and began focusing on the generation of content based on search and data analytics. In 2010 he helped found Narrative Science and went on leave in 2011 to help guide the movement of the technology into products that are transforming the way in which data is understood and content is generated.
Hazlitt G. Gill
Director of Alternative Strategies Research
Alternative Strategies Group, Inc.
Hazlitt G. Gill is a Senior Vice President and serves as the Director of Alternative Strategies Research for Alternative Strategies Group, Inc., a wholly owned subsidiary of Wells Fargo & Company. Prior to joining Wells Fargo & Company, Mr. Gill was the Chief Investment Officer of RLJ Select Investments, LLC, a joint venture between the RLJ Companies and Deutsche Asset Management, with responsibility for overseeing the investment, due diligence and risk management processes. Prior to working with RLJ Select Investments, Mr. Gill was a Vice President within Morgan Stanley's Graystone Research group where he was responsible for manager recommendation and monitoring of single strategy hedge fund products. Prior to Morgan Stanley, Mr. Gill worked within Citigroup's Alternative Investment Management group where he was responsible for sourcing and recommending single strategy hedge fund products. Formerly, Mr. Gill worked at Lehman Brothers where he served as a manager analyst and also as portfolio manager for Lehman Brothers Futures Asset Management's Multi-Strategy II NV and Galois Funds. Mr. Gill also consulted and held positions at Corning, Inc., Nippon Credit Asset Management, and Chase Manhattan Bank, NA. Mr. Gill holds a BS in Mechanical Engineering and an MS in Operations Research & Statistics from Rensselaer Polytechnic Institute.
Craig Kaplan
Founder and CEO
iQTick Advisors
Dr. Kaplan is Founder and CEO of iQTick Advisors, an investment advisory firm that has successfully harnessed the collective intelligence of online investors to generate an edge in the market. His is an expert in the fields of collective intelligence and the development of internet-based quantitative trading models. Besides 18 years' experience as a CEO, he has been a visiting professor in Computer Science at the University of California. He earned MS and PhD degrees from Carnegie Mellon University where he co-authored research with a Nobel-Prize winning economist. Dr. Kaplan has presented at, and advised, many institutions including the Business Schools of Harvard and Wharton.
Nigol Koulajian
Founder and CIO
Quest Partners LLC
Nigol Koulajian has been designing and trading short- and long-term technical systems for over 20 years. Mr. Koulajian is now the founder and CIO of Quest Partners LLC, a NYC-based CTA/CPO focused on systematic trading programs in over 50 futures and currency markets. Mr. Koulajian began his career with Andersen Consulting and then moved to Deutsche Bank, where he helped create and computerize a risk management system that became a widely used tool for senior management. He then became the Head Trader for Carmel Capital and while working at Carmel, designed and priced hedges on international equity and fixed income arbitrage positions. In 1996, Mr. Koulajian joined Weston Capital Management, LLC where he was the Director of Asset Allocation and Product Development, responsible for the allocation of assets to equity hedge funds and CTAs. In 1998, Mr. Koulajian started Avalon Asset Management, LLC, a fund of funds, and in 1999, he co-founded a CTA, Enterprise Asset Management, LLC. Mr. Koulajian founded Quest in 2001.
Mr. Koulajian earned an MBA in finance from Columbia Business School in 1994 and a BS in electrical engineering from Notre Dame in 1988.
Eric Scott Hunsader
Principal
Nanex, LLC
Since 1985, Eric Scott Hunsader has developed real-time trading applications, databases and servers, producing many commercially successful products which are still in use today. In 2000, he founded Nanex and created NxCore, a real-time data feed used by subscribers around the world. After the 2010 Flash Crash, he and his team mined the 4 trillion record NxCore data archive and produced tens of thousands of sub-second images using revolutionary new charting techniques. Nanex's charts and analysis have been featured throughout the world on major news media including print, television, film, art galleries, non-fiction books and the Internet.
Nanex is mentioned in The Fear Index, a novel by Robert Harris. Hunsader has spoken at No 10 Downing Street, MIT, the University of Illinois, the SEC, the CFTC and several trading industry conventions.
Dr. Ranjan Bhaduri
Chief Research Officer and the 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.
Seth McGuire
Director, Asset Management & Financial Technology
Gnip, Inc
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.
Bram Stalknecht
Chief Executive Officer
SemLab
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.
Timothy Cox
Director, Global Execution Services
Bank Of America Merrill Lynch
Tim Cox is a Director in the Global Execution Services group at Bank of America Merrill Lynch, responsible for the management of execution sales for the group's quantitative business.
Prior to this role, Cox was in the Strategic Investments group, responsible for a portfolio of minority, consortium and joint-venture platforms across regions and asset classes.
Prior to joining the firm in 2005, Cox was a Manager at NYSE Regulation where he designed and implemented surveillance programs to monitor trading behavior. Before that, he worked in Nasdaq's Economic Research department, performing statistical market analysis and developing new products, including Nasdaq's opening and closing crosses.
Cox graduated from Johns Hopkins University with degrees in Mathematical Sciences and Economics.
Rich Brown
Head of Elektron Analytics
Thomson Reuters
Rich Brown is Head of Elektron Analytics at Thomson Reuters. In his role, Rich oversees the strategy and financial success of the firm's quantitative trading and historical market and economic data solutions including news,
market data capture, trading analytics, visualization and analysis tools. An expert in the machine readable news space, Rich's experience encompasses analysis of unstructured data and natural language processing techniques to uncover alpha generating and risk mitigating strategies. Prior to joining Thomson Reuters, Rich 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. Before Foresight, Rich was a senior client manager for IBM 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. Daniel Crosby
Psychologist and Behavioral Finance Expert
Educated at Brigham Young and Emory Universities, Dr. Daniel Crosby is a psychologist and behavioral finance expert who helps organizations understand the intersection of mind and markets. His clients include NASA, Morgan Stanley Smith Barney, RS Funds, Guardian Life Insurance and Grant Thornton. Dr. Crosby's ideas have been featured in the Huffington Post, Registered Rep and Risk Management Magazine and he was recently chosen by Monster.com as one of the 12 thinkers to watch in the world of organizational psychology. He is currently writing a book entitled, "You're Not That Great: A Motivational Speech" based on his popular TEDx talk of the same title. Dr. Crosby's career ambition is to manage a hedge fund that trades on a deep understanding of human psychology.
Leigh Drogen, Co-Founder and CEO, Estimize
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.
Ryan O'Grady
Chief Executive Officer & Founder
ROW Asset Management
Prior to co-founding ROW Asset Management in July 2010, Ryan was the Head of Investment Research at FX Concepts from 1999 to 2009. Ryan also served as Manager of New Model Research and as Portfolio Manager at FX Concepts from 1993 to 1999, and as an assistant trader from 1992 to 1993. Ryan started his career in quantitative financial research at the age of 17, as an intern at Neuberger Berman.
Ryan has a B.A. in Economics from The Johns Hopkins University, and an M.S. in Statistics and Operations Research from the Stern School of Business at New York University. He also completed coursework toward a PhD in Economics at the University of California, Irvine.
Ryan is one of the founding members of the Industry Advisory Board for the UCLA Anderson School of Management - Masters in Financial Engineering Program, and continues to serve on the Board.
Joe Cole
Portfolio Manager
QIC Asia Pacific Market Neutral Fund
Joe is a founding member of QIC's Quantitative Management Boutique and a Portfolio Manager of the QIC Asia Pacific Market Neutral Fund.
Joe's time is typically divided between day-to-day portfolio management, managing the business operations of the Quantitative Management Boutique and undertaking research into quantitative equity strategies and portfolio construction in the Asia-Pacific region. Prior to QIC, Joe worked in various quantitative analytics roles across equities, fixed income and currency asset classes for banks and funds management houses in Sydney, London and Brisbane.
Joe holds a Bachelor of Business (Honours), is a CFA Charterholder and is a member of Q-Group Australia and the CFA Society of Sydney.
Jim Liew
Adjunct Professor of Finance
New York University Stern School of Business
Jim Liew is an Adjunct Professor of Finance at New York University Stern School of Business, where he teaches the course: Hedge Fund Strategies. Previously, he worked at a large macro quant fund and at a high frequency stat arb fund, where he built, back-tested and implemented systematic investment strategies. Professor Liew has extensive business experience within the fund-of-funds industry, which includes: starting a successful hedge fund-of-funds business that eventually spun out of The Carlyle Group, managing The World Bank's pension fund direct investments into hedge funds and sourcing hedge funds and creating institutional investment products at a well-known managed account platform. He has published numerous papers on hedge fund investing and quantitative investment strategies and current serves on the Editorial Advisory Board of Journal of Portfolio Management.
Ronen Schwartzman
Founder and Chief Executive Officer
Ten Capital Advisors
Ronen Schwartzman, the Founder and Chief Executive Officer of Ten Capital Advisors, has over 12 years of investment and capital markets experience. Prior to founding Ten Capital Advisors, he served as Chief Investment Officer of Yellow Brick Capital, a multi-family office focused on alternative investments, which he led to a profitable year in 2008 - the worst year in the history of hedge fund industry. Prior to that Ronen worked for 4 years at Bear Stearns in New York where he managed equity and fixed income portfolios for individuals and corporations. He also advised institutional investors on capital markets investments. Ronen started his career as an equity analyst with Oppenheimer in Tel Aviv where he was frequently quoted in the local media. A former Special Operations Intelligence Officer in the Israeli Air Force, Ronen is fluent in Spanish and Hebrew and holds an MBA from The Wharton School - University of Pennsylvania. Mr. Schwartzman is a board member of the JCRC organization in NY and a member of the NYU Business School Family Office Council.
Yutaka Matsuro, CTO, Pluga Capital
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.
He is a prominent young researcher in the information technology field in Japan. He has authored more than 30+ journal papers in Japanese for 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.
He 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).
Hideki Furusho
President & CEO
Pluga Capital
Hideki Furusho, President & CEO of Pluga Capital Co., Ltd. ("Pluga"). He founded Pluga in 2009 and raised Pluga Capital Partners I, which is an investment fund primarily intended for asset-backed financial products in Japan. Prior to founding Pluga, he was at Goldman Sachs, Nomura Principal Finance, and Morgan Stanley, involved proactively in various investments.
He was a Vice President and investment committee member of Morgan Stanley Private Equity Asia III LLC. He is also a lecturer at Waseda Graduate School of Finance (Accounting and Law Course) specializing in Merchant Banking & Principal Investments.
Mr. Furusho has a degree from Waseda Graduate School of Finance, Business Intelligence Academy and is a Visiting Lecturer (2006–2008) of Accounting and Law Course specializing in Merchant Banking & Principal Investments.
Bradford Paskewitz
CEO
Paskewitz Asset Management, LLC
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.
Gary Fuchs
Chief Operating Officer
Digital Trowel
Gary Fuchs, Digital Trowel's Chief Operating Officer, is a seasoned business administrator with over 25 years of experience in founding, funding and operating small to mid-sized companies. Digital Trowel is a next generation semantic Web company that is disrupting the traditional models of text mining and data compilation. Led by Professor Ronen Feldman, one of the world's most recognized experts in the field of text mining, link analysis and the semantic analysis of data, Digital Trowel provides cutting edge text mining technology that is able to present vast quantities of data so as to mitigate the challenge of overwhelming information and underwhelming insight. The Stock Sonar (www.thestocksonar.com) is Digital Trowel's signature semantic product for sentiment-based financial insight. The Stock Sonar brings investors the bottom line media sentiment they need to know about a publicly-traded company, quantified at a quick glance to help them make informed investment decisions. Digital Trowel has teamed up The Stock Sonar with Dow Jones's powerful and relevant real-time information to provide a quantified assessment of the sentiment – across financial news, current events and social media – relevant to trading decisions.
Richard Peterson
M.D., Managing Director
MarketPsych Data
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.
Alon Bochman
CFA, Founder and Managing Partner
Stepwise Capital
From 2010 to 2012, Mr. Bochman managed an Asian equity portfolio for SC Fundamental, a value-oriented hedge fund established in 1990. Over this period, the portfolio beat the MSCI Asia Ex-Japan benchmark by >25% after fees, with lower volatility. Prior to SC Fundamental, Mr. Bochman was an engagement manager at Inductis, a management consulting boutique. Alon began his career as a programmer. He co-founded and sold a social networking software firm to Thomson-Reuters for $30 million, delivering a 3X return to investors. Mr. Bochman holds an MBA from Columbia Business School and a BA from the University at Albany.
Eran Fishler
Director of Algorithmic Trading
Pragma
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.
Dr. Stan Uryasev, Professor, University of Florida, CIO, CVaR Investment Management
Dr. Stan Uryasev is the CIO of CVaR Investment Management, a completely quantitative, systematic, intraday trading system and the owner and founder of American Optimal Advisors. He is the co-inventor of Conditional Value-at–Risk which was acclaimed as a major advancement in the field of risk. Dr. Uryasev holds his MS from Moscow Institute of Physics and Technology and his PhD from Kiev Glushkov Institute of Cybernetics. Dr. Uryasev is also a professor at the University of Florida, Gainesville, FL, where he is the director of the Risk Management and Financial Engineering Lab and the director of the PhD Program with Concentration in Quantitative Finance. He is on the editorial board of a number of research journals and is the Editor Emeritus and Chairman of the Editorial Board of the Journal of Risk.
Javier Andres Usandivaras, Founder, CEO and CIO, Chronos Trading
Mr. Usandivaras is responsible for all strategic planning, day-to-day investment activities and Research and Development initiatives at the Chronos Trading Group. Prior to CTG, Mr. Usandivaras worked at a Fortune 500 financial services firm serving a diversified group of institutions world-wide. At this firm, Mr. Usandivaras served as Executive Director of the Content Analytics Practice Area focusing on semantic text mining for alpha signals as well as other firm-wide mining initiatives. Prior to that, Mr. Usandivaras worked for the Sales & Trading division at Credit Suisse. Mr. Usandivaras's responsibilities included development of context-aware algorithms for trading and brokerage software, and management and coordination of intercontinental teams. Before Credit Suisse, Mr. Usandivaras was a Vice President in the Research & Development department at Standard & Poor's where his primary role was to research new algorithms for content mining and ingestion. Mr. Usandivaras filed numerous patent applications for his research work with his prior employers.
Randy Saaf
Co-Founder and CEO/CIO
AlphaGenius Technologies, LLC
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.
Andrea Malagoli
Director
Buck Consultants
Andrea Malagoli is a Director at Buck Consultants, where he provides consulting services on corporate finance and portfolio management. Andrea's areas of expertise include tactical asset allocation, alternative investments, structured products, and risk management applied to retirement investing plans, stock based compensation, and other corporate liabilities. Andrea spent several years in the alternative asset management industry and in financial risk management. He was the head of Research at Magnitude Capital, where he was involved in portfolio risk management and alternative investments selection. He subsequently worked at Jefferies Financial Products and Chicago Trading Company, where he helped expand the alternative investments business, and worked on the development and sale of commodities structured products. Andrea started his career at the University of Chicago, where he pioneered research in computational science and complex systems. He holds a Ph.D degree in Physics and a M.B.A. in Finance and Management from the University of Chicago.
Spencer Greenberg
Chief Executive Officer
Rebellion Research
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.
Michael Wexler
Chief Executive Officer and Co-Founder
Maple Leaf Capital
Michael Wexler, chief executive officer and co-founder of Maple Leaf Capital, an investment management company founded in 2002 with offices in London, Hong Kong, and Los Angeles. The firm manages client assets in the areas of volatility trading (Revolver Fund) and crash protection strategies (SHIELD overlay program) among other strategies. The firm's largest hedge fund, the Maple Leaf Macro Volatility Fund with peak assets of US$ 1 billion in 2008, traded quantitative based volatility strategies with a macro approach. The fund was split into two parts in 2010 – macro (managed account) and pure quantitative volatility trading (Maple Leaf Revolver Fund). Maple Leaf is regulated by the FSA (London) and SFC (Hong Kong). Prior to Maple Leaf, Mr. Wexler was at Credit Suisse First Boston in London for four years establishing and managing the single stock derivative trading group and then as a proprietary trader focusing on global single stock volatility and global correlation trading. He began his career in currency derivatives with Citibank Toronto and London trading Canadian dollar options, Japanese Yen exotic options, and Dollar/Euro options. Mr. Wexler graduated with distinction from the Richard Ivey School of Business at the University of Western Ontario in 1993.
Robert Almgren
Co-Founder and Head of Research
Quantitative Brokers, Visiting Scholar and Adjunct Professor in Financial Mathematics, NYU
Robert Almgren, co-founder of Quantitative Brokers, providing agency algorithmic execution and cost measurement in interest rate markets, and Fellow in the Mathematics in Finance Program at New York University. Until 2008, Dr Almgren was a Managing Director and Head of Quantitative Strategies in the Electronic Trading Services group of Banc of America Securities. From 2000-2005, he was a tenured Associate Professor of Mathematics and Computer Science at the University of Toronto, and Director of its Master of Mathematical Finance program. Before that, he was an Assistant Professor of Mathematics at the University of Chicago and Associate Director of the Program on Financial Mathematics. Dr. Almgren holds a B.S. in Physics and Mathematics from the Massachusetts Institute of Technology, an M.S. in Applied Mathematics from Harvard University and a Ph.D. in Applied and Computational Mathematics from Princeton University. He has an extensive research record in applied mathematics, including papers on optimal trading, transaction cost measurement, and portfolio construction.
Thorsten Schmidt
Managing Director
Thor Advisors LLC
Thorsten Schmidt is managing director of Thor Advisors LLC, a consultancy he founded to develop quantitative trading strategies and strategic approaches that help institutions reduce their trade execution costs . Thorsten's experience spans 10 years of various roles in algorithmic and electronic trading at the Island ECN and Instinet Corporation, as well as in proprietary trading at HAP Capital/PFTC Trading.
Thorsten holds a BA in economics from Columbia University and is a CFA charter holder.
Joe Rothermich
CFA, Director/CIO
Natural Selection Financial, Inc.
Joe is Director and Chief Investment Officer at Natural Selection Financial, Inc., a firm that offers quantitative strategies using adaptive machine learning techniques including evolutionary computation. At Natural Selection Financial, he co-manages the Core Contrarian Strategy, which has provided an alternative source of alpha for the past 6 years with negative correlation to the market. In partnership with NSFIN, he was previously Director of Quantitative Strategies at Lincoln Vale LLC. Before entering finance, Joe worked as a researcher and consultant at Natural Selection, Inc. and at Icosystem Corp., where he applied advanced artificial intelligence and pattern recognition research for companies across many domains. He has designed distributed algorithms for swarms of tiny robots in partnership with iRobot and consulted to professional sports teams to improve their analytics with next-generation models. Joe was also a managing consultant at Accenture, leading finance and treasury process design for large engagements.
Joe received an MSc 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.
Ram Ahluwalia
Principal
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.
Shane Swanson
General Counsel
Eladian Partners, LLC
Shane Swanson is General Counsel and Partner at Eladian Partners LLC. Shane is responsible for overseeing all legal and regulatory aspects of Eladian's businesses. Prior to Eladian Partners, Shane was General Counsel and Director of Compliance at Automated Trading Desk (ATD). As General Counsel and Director of Compliance, Shane was responsible for helping ATD develop its business from pure proprietary trading, to becoming a fully automated market maker. Shane is also very involved in industry committees and market structure analysis. After ATD's acquisition by Citigroup in 2007, Shane became the business head at Citi's Lava Trading subsidiary.
Shane graduated from the University of South Carolina, magna cum laude, with Baccalaureus Artium et Scientiae degree, and from the University of South Carolina School of Law, cum laude, with a juris doctor. Prior to ATD, Shane worked with Grimball & Cabaniss, LLC and Buist, Moore, Smythe & McGee, P.A.
Christopher Rapcewicz
Chief Risk Officer
UBP Asset Management LLC.
Christopher is currently Chief Risk Officer at UBP Asset Managment LLC, having joined in March 2010, post-Madoff. Prior to UBP, he was a member of the risk group at Blackstone Alternative Asset Management where he was also responsible for the sourcing and selection of quantitative hedge fund mangers across the spectrum including Statistical Arbitrage, Systematic Global Macro and CTA's. Before joining Blackstone, Christopher was a Managing Director at Measurisk (recently purchased by MSCI) where he was responsible for all aspects of the "Risk Factory" that produced the company's risk analysis product, including model development, technology and production. Christopher received his Ph.D. in Theoretical Physics from Cornell University.
Adam Afshar
President and CEO
Hyde Park Global Investments
Adam Afshar is Hyde Park Global's President. Adam has over 2 decades of financial industry experience including 12 years at Bear Stearns where he was a Managing Director, overseeing long/short multi asset portfolios. Hyde Park Global Investments is a 100% Robotic investment and trading firm in the business of building predictive systems for electronic financial markets based Artificial Intelligence utilizing high speed scientific data analyses for both text and numerical data. Hyde Park Global employs no analysts, portfolio managers or traders, ONLY scientists and engineers. Adam Afshar has served on the finance committee of the board of trusties of Wofford College and is currently member of the Board of Directors of Ariana Pharma in Paris, France as well as Ariana Data Intelligence in Cambridge MA. Ariana is a leading Artificial Intelligence company, focused on transforming data into information to accelerate the discovery, development process and safety of pharmaceutical drugs. Ariana is a spinoff of the Institut Pasteur. Adam Afshar has a BA in Economics from Wofford College and received his MBA from the University of Chicago.
Manoj Narang
CEO/Founder
Tradeworx
Manoj Narang is the founder of Tradeworx, Inc. (www.tradeworx.com), a leading financial technology and trading firm whose mission is to democratize the role of advanced technology in the financial markets. Through its subsidiary Thesys LLC (www.thesystech.com), the firm offers a world-class trading infrastructure to investors with high-performance trading needs. Tradeworx also operates a successful and growing quantitative hedge fund business, as well as an in-house proprietary trading business focused on high frequency trading strategies. Overall, the strategies generate nearly 100 million shares per day of volume in the US Equity market.
Manoj has held a variety of technology, research, and quantitative trading positions at several major Wall Street firms, including Citigroup, Credit Suisse, and Goldman Sachs. He graduated from MIT in 1991, where he studied Mathematics and Computer Science.
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.
Janu Subramanian
Founder
Jai Guru Capital Management
Janu Subramanian is founder of Jai Guru Capital Management Inc. a financial services firm offering asset management services to institutions and high net worth individuals.
He is currently the portfolio manager for their flagship global market neutral fund which aims to produce low double digit returns with very low volatility by trading the most liquid stocks from around the world. A HFT version of the above is targeted to launch in Q2 of this year.
Previously he was the manager of the Quant team at Integral Development Corporation producing pricing models and risk management models to banks for their exotic interest rate and FX derivative products.
Mr. Subramanian holds a doctorate in Operation Research from University of North Carolina at Chapel Hill and a bachelor in mechanical engineering from the prestigious Indian Institute of Technology at New Delhi.
Charles Jones
Robert W. Lear Professor of Finance and Economics, Finance and Economics, Academic Advisory Board Member, Program for Financial Studies
Columbia Business School
Charles M. Jones is the Robert W. Lear Professor of Finance and Economics and chair of the finance and economics division at Columbia Business School, where he has been on the faculty since 1997. Professor Jones studies the structure of securities markets, liquidity, and trading costs, and he is particularly noted for his research on short sales, algorithmic trading, and the variation in liquidity over time. His published articles appear in outlets ranging from the Journal of Finance to Barron's. Jones has served as the visiting economist at the New York Stock Exchange, and for several years he has been a visiting scholar at the Federal Reserve Bank of New York. Jones has also been on the faculty at Princeton University, and prior to doing graduate work at the University of Michigan, where he received his Ph.D. in finance in 1994, he was an investment banking analyst at Merrill Lynch. At Columbia, Jones regularly teaches "Debt Markets," a popular elective course targeted to MBA students intending to work in fixed income, debt capital markets, or investment banking, and he has received the Singhvi Prize for scholarship in the classroom.
Mark D. Young
Partner
Derivatives Regulation and Litigation
Mark D. Young's practice focuses on financial services regulation, derivatives and agency litigation, legislative advocacy, and business and transactional counseling.
In the area of financial services regulation, Mr. Young represents major corporations, exchanges, trading platforms, brokerage houses, banks, pension organizations and investment managers before the Commodity Futures Trading Commission (CFTC), the Securities and Exchange Commission (SEC), the Department of Labor (DOL) and federal banking agencies. He is actively advising clients on the development of federal regulatory policy on all forms of derivatives under the Dodd-Frank Act.
In the derivatives litigation area, he successfully argued appeals in landmark cases under the federal securities laws and the Commodity Exchange Act. Those decisions addressed jurisdiction of the CFTC, SEC and bank regulators over newly created derivatives and other financial instruments; the scope of the definition of a "security"; the availability of private damage actions; extraterritorial application of U.S. securities and futures laws; the standards of liability for fraud and manipulation; electronic trading markets; and the scope of fiduciary obligations of brokerage firms and banks. Mr. Young also has experience in agency litigation defending government enforcement actions involving fraud, manipulation, reporting and registration violations.
Mr. Young, who is a former CFTC assistant general counsel, is active in a wide range of legislative issues. He played a lead role in connection with every major piece of legislation to amend the Commodity Exchange Act, the statute administered by the CFTC, since 1978. These bills have focused on financial regulatory reform, swaps and other derivatives, energy prices and jurisdictional disputes between the CFTC and the SEC.
Mr. Young also represents major pension funds in connection with their use of the swaps, futures and options markets to manage the risk of future price changes in stocks, interest rates and currencies.
Mr. Young repeatedly has been listed in the derivatives law category of The Best Lawyers in America.
Anthony Gordon
Principal
Gordon Family Office
Anthony Gordon is the CIO and director of asset allocation at Gordon Family Office. Using pure rare independent open architecture and drawing on widespread information and sourcing flow to achieve clarity and efficient opportunities in asset allocation.
Anthony has been a leader in sourcing, creating and implementing transformational changes in several ventures.
GFO independence allows the utilization of proven investment firms, managers and funds to provide a vast amount of information and research to source and implement the most elegant, lyrical and efficient opportunities.
Attended University of Cape Town, managed the Media Centre and Officers Training in South African Navy, thereafter practiced as commercial photography and director for over 15 years internationally.
Responsible for asset allocation at GFO for over 12 years, applying brand, demand and supply values gained in advertising.
Anthony serves on the Advisory Board and is a Director of The Global Poverty Project, GPP's vision is to see the end to extreme poverty within our lifetime and to increase the number and effectiveness of people taking action against extreme poverty in their own lives, focusing on more and better aid, trade and good governance.
Member of Milken Institute Global Capital Markets Advisory Council.
Investment Advisory Board at Catalyst Financial Partners.
Scott Boulette
Head of Quantitative Trading
Mr. Boulette has been designing trading algorithms for over ten years; specializing in high frequency trading systems. His current research is focused on applying HFT techniques to short term directional trading. He has held positions ranging from algorithm developer with a proprietary trading firm to Head of Quantitative Trading for a hedge fund.
Prior to his trading career, Mr. Boulette was in commercial software development for over 20 years. As the founder of BMC Software and numerous other software companies, Mr. Boulette is the holder of several software patents.
Mr Boulette has an MBA in Quantitative Finance from the University of Houston.
James Q. Rice, CFA, Technology Director, Hartford CFA Society
James Q. Rice, CFA is a passionate developer of proprietary quantitative investment management tools that have the potential to deliver outstanding absolute and risk-adjusted returns over multi-year periods. His specific expertise includes, gauging investor risk tolerance, allocating assets using mean variance optimization, selecting stocks using multi-factor ranking systems, executing disciplined portfolio trading strategies, performing detailed portfolio performance attribution, and reducing investment process cycle time. Mr. Rice is also a dedicated volunteer whose initiative, commitment, and collaboration have helped sustain the Hartford investment community.
Mr. Rice is currently the Past President and Technology Director for the Hartford CFA Society – the local chapter of the global network of investment professionals that makes up the CFA Institute. His previous roles included Director of Research at Nanking Road Capital Management, Quantitative Analyst at Quantitative Investment Insights, and Equity Analyst at Alpha Equity Management. Prior to making the jump into investment management, Mr. Rice was an engineer working for the U. S. Navy and General Dynamics Electric Boat Division.
In addition to being a CFA Charterholder, Mr. Rice earned an MBA from Tuck School of Business at Dartmouth, an MS from Massachusetts Institute of Technology (MIT), and a BS from Webb Institute of Naval Architecture. He is also a FINRA Series 65 Registered Investment Advisor Representative.
Will Marshall
Client Relations
Country Insights
Will Marshall leads the client relations & strategy team for Country Insights, whom he has been working with since their foundation in September 2011. Prior to this, he advised Country Insights' parent firm on working with macro and quantitative investors. He has worked in various roles as a consultant in financial services, spanning hedge funds, institutionalisation and man-management issues and quantitative investment. He previously worked with Oxford Analytica, a country risk advisory firm, in editorial and consulting. He studied Law at Hertford College, University of Oxford, and has a background in British politics.
Oliver Sung
Director, Head of Execution Consulting
Bank of America
Oliver Sung is head of Americas Execution Consulting at Bank of America Merrill Lynch, where he oversees a team of professionals that delivers customized electronic trading, TCA and algorithmic trading advisory, as well as macro research and market structure perspective.
With more than a decade of industry experience, Mr. Sung joined the company in 2008. Before that he was a member of the market structure group at Bear Stearns in New York. Prior to that, he spent three years at UBS Securities in several increasingly senior analytics and strategy roles.
He holds a BS in Economics from Carnegie Mellon.
Kevin John Coogan
Managing Director
AmalgaMood
Mr. Coogan is the Founder and Managing Director of AmalgaMood. He created the firm's patent-pending algorithm that uses text and quantitative analysis on such information sources as social media, user generated content, and traditional news to determine the directional trend of the global equity markets.
Prior to AmalgaMood, Mr. Coogan was a founding partner at BR Investments, an alternative asset management firm, a partner at the global macro hedge fund JGP Asset Management, and a proprietary desk trader at Banco Pactual, an investment bank focused on global emerging markets.
David Aronson
Adjunct Professor of Finance
Baruch College, City University of New York
David Aronson is an adjunct professor of finance at Baruch College, City University of New York, where he teaches a graduate level course in quantitative market analysis and data mining. He is a Chartered Market Technician and has been involved in the application of advanced data analysis and modeling to financial markets since 1982 when he founded Raden Research Group, an early adopter of machine learning financial market forecasting. He was a proprietary trader with Spear Leeds and Kellogg and founded AdvoCom, a firm that specialized in the evaluation of commodity trading advisors and hedge funds. He is author of the book: Evidence Based Technical Analysis: Applying the Scientific Method and Statistical Inference to Trading Signals (Wiley 2006). Currently he is president of Hood River Research Inc. that specializes in Signal Boosting (improving the performance of existing strategies) and indicator purification (e.g., Pure VIX).
Christopher Shin
U.S. Portfolio Management Head
Guggenheim Investment Advisors
Christopher Shin is the head of the U.S. Portfolio Management group for Guggenheim Investment Advisors. Mr. Shin has over 19 years of experience in the financial markets, with specific focus in interest-rate products, structured credit and mortgage finance, and derivatives products. Until August 2008, Mr. Shin structured and marketed credit, mortgage, and alternative structured finance products to hedge fund clients at Goldman Sachs. Prior to joining Goldman Sachs in 2006, Mr. Shin spent almost a year and a half in the hedge fund space, both attempting to launch Spectrum Investment Group in 2005 and managing a structured finance
portfolio at Sailfish Capital in 2006. Prior to 2005, Mr. Shin was responsible for building and heading the structured credit derivatives trading desk at Wachovia Securities. Prior to joining Wachovia in 2003, Mr. Shin was with Bear Stearns, where among other things he was responsible for the structured credit derivatives trading desk. Mr. Shin began his career as a portfolio manager in the Taxable Fixed Income Division at Merrill Lynch Investment Management. Mr. Shin holds a Bachelor of Arts from the University of Chicago in Economics and a Masters of Science in Finance from the Kellogg Graduate School of Management at Northwestern University.
Arun Motianey
Chief Investment Strategist
Torino Capital LLC
Arun Motianey has 21years of experience on both the sell-side and buy-side of the capital markets group at Citigroup, including four years as head of investment strategy and co-head of asset allocation in Citi's Global Investment Management and, later, Citi Global Wealth Management. In addition, Mr. Motianey worked at Roubini Global Economics in 2010 and 2011. He is also the critically acclaimed author of the book SuperCycles (McGraw Hill, US/UK, 2010), which has also been translated into three languages. He has a joint Ph.D. in Economics and Mathematics from Cambridge University. He is now the Chief Investment Strategist at Torino Capital, a New York-based emerging markets investment house.
William K. Libby
Managing Director
Electronic Trading Group, Knight Capital
William K. Libby, Managing Director, oversees global strategy and product development for Knight's market-making business. He focuses on expanding Knight's principal trading and internalization businesses across asset classes for the Electronic Trading Group (ETG).
Prior to joining Knight, Mr. Libby was a Director at Barclays Capital where he was responsible for Equities Product Development and was involved in the firm's flow aggregation business, which included market making, internalization and strategic investments. Before that he worked at Goldman Sachs for four years where he was responsible for SIGMA and SIGMA-X products as well as other electronic trading initiatives on REDIPlus. He is a former member of the NYSE's Electronic Traders Advisory Committee and was an observer of the BIDS and LeveL ATS Board of Directors.
Mr. Libby received a bachelor of science from the Wharton School at the University of Pennsylvania.
Alex Dziejma
Chief Architect
Dymaxion Capital Management
Alex Dziejma is the Chief Architect of Dymaxion Capital Management. Dymaxion is a trading & technology company that exploits cutting-edge technology and mathematical risk management models in their proprietary high-frequency trading systems. Prior to Dymaxion hecdesigned and implemented high-performance, data-intensive portfoliocrisk analytics software at Morgan Stanley/MSCI-Barra. Prior to Morgan Stanley he held technology roles at an MIT tech startup (recently bought by Google), and Microsoft Corporation (hacking on MS-Office). He holds a B.Sc. in Computer Science from McGill University.
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