Event Driven | Long Short | Statistical Arbitrage | Relative Value Enhanced Index | Program Trading | University of Chicago MBA | Alpha Capture Smart Beta | Transaction Cost Analysis | Index Research | SQL, C++, VBA, R, Perl Highly successful analyst consistently outperforms benchmark ...more

Event Driven | Long Short | Statistical Arbitrage | Relative Value Enhanced Index | Program Trading | University of Chicago MBA | Alpha Capture Smart Beta | Transaction Cost Analysis | Index Research | SQL, C++, VBA, R, Perl Highly successful analyst consistently outperforms benchmark utilizing various low volatility/positive return strategies. I have authored numerous statistical studies isolating various abnormalities in the marketplace. These strategies are alpha positive in the S&P, Frank Russell and MSCI indexes. Many of these trades exhibit very attractive Sharpe ratios resulting in positive tracking error. Please contact me for complimentary copies of research I have authored. Executive summaries of some of my work are available at: http://independent.academia.edu/TimothyMillerless