Event Driven Investor
Contributor's Links: Merger Arbitrage Limited

I manage a successful Merger Arbitrage (Risk Arbitrage) investment fund using 6 variants of the traditional merger arbitrage strategy each with their own unique characteristics. These variants combine to reduce correlation with the broader market making this fund an ideal complementary ... more

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Merger Arbitrage Spread Performance - Feb. 24, 2019
This is the analysis and performance review of the top 20 US based cash merger arbitrage spreads for the week 19th-22nd February. Included in this week's report are the winners, losers and overall performance of the portfolio.
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STOCKS I FOLLOW

ABCD Cambium Learning Group Inc.
ABT Abbott Laboratories
ADSW Advanced Disposal Services, Inc.
AFSI AmTrust Financial Services, Inc.
AGN Allergan Inc.
AHL Aspen Insurance Holdings Limited
ALR Alere Inc.
APO Apollo Global Management LLC
AQ Acquity Group
ARRS Arris Group Inc
ATHN athenahealth, Inc.
AVA Avista Corporation
BEL Belmond Ltd.
BND Vanguard Total Bond Market ETF
BPL Buckeye Partners Lp.
CA CA Inc.
CIR Circor International Inc.
CIVI Civitas Solutions, Inc.
COMM ATX Communications Inc
CR Crane Co.
CY Cypress Semiconductor Corporation
DNB D&B Corporation
ECYT Endocyte Inc.
ESL Esterline Technologies Corporation
ESND Essendant Inc.
EVHC Envision Healthcare Holdings, Inc
GPT Gramercy Property Trust Inc.
HIFR InfraREIT
IBM International Business Machines Corporation
IDTI Integrated Device Technology Inc.
IMDZ Immune Design Corp.
IMPV Imperva Inc.
ITG Investment Technology Group Inc.
KTWO K2M Group Holdings, Inc.
LOXO Loxo Oncology, Inc.
LPNT LifePoint Hospitals Inc.
MITL Mitel Networks Corporation
MNA IQ ARB MERGER ARBITRAGE ETF
MZOR Mazor Robotics Ltd.
NAVG The Navigators Group Inc.
NXTM NxStage Medical, Inc.
ON ON Semiconductor Corp.
ONCE Spark Therapeutics
PACB Pacific Biosciences of California Inc.
RCII Rent-A-Center, Inc.
RHT Red Hat Inc.
SPY SPDR S&P 500
SVU SUPERVALU INC.
TLP Transmontaigne Partners L.P.
TSRO Tesaro, Inc.
USG USG Corporation
VIXY PROSHARES VIX SHORT-TERM FUT
VVC Vectren Corp
XOXO XO Group Inc.
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Work Experience

Trader/ Investment Manager
Merger Aribitrage Limited
June 2007 - Present (12 years 3 months)

I design, back-test and produce a walk-forward analysis of quantitative strategies using a combination of R, Visual Studio & VBA. 

Secondly, I program these strategies into an automated system combining advanced techniques in both Excel and R. 

Lastly, I monitor the strategies as part of a continuous feedback loop to improve performance. 
Client account performance is monitored using Microsoft Excel to aid and assist in client reporting.​

Quantitative Trading Developer/ Risk Manager
Santa Barbara Quantitative Strategies
2006 - 2007 (1 year 6 months)

Strategy modeling for a mid-sized hedge fund. 
Continued improvement and strategy adjustment for existing portfolio 
Risk management

Senior Trader
FCT (Europe) Ltd
2001 - 2006 (5 years 6 months)

Derivatives trader using a proprietary in-house trading system operating on a variety of European exchanges.
Created profitable semi-automatic excel based stat-arb pairs trade using European based futures.
This incorporated principles of strategy analysis and risk management.

Senior Derivatives Trader
Nordic Options
1999 - 2001 (2 years 6 months)

Options market maker on the OMX, LIFFE, Eurex and ISE exchanges whilst based in London. 
Transferred to New York to train new employees and set up a new operation trading on the ISE.​

Education

London Metropolitan University
undergraduate
1998 / 2000
MSc Financial Markets & Derivatives

Publications