Experienced quantitative product developer of alternative strategies, trader, and portfolio manager having managed over $500m in a discretionary option trading program in equity indices, fixed income, and commodities. Experienced in developing systematic commodity trading programs and ...
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Experienced quantitative product developer of alternative strategies, trader, and portfolio manager having managed over $500m in a discretionary option trading program in equity indices, fixed income, and commodities. Experienced in developing systematic commodity trading programs and passive/active "smart beta" index products. Past long-only indices developed include the Investable Commodity Index (1991) and the S&P Commodity Indices (2000), and recently the Liquid Alternative Commodity Index (LACI), a long/short index providing transparency, competitive Sharpe Ratio, and high liquidity. LACI provides a more reasoned way to access the commodity asset class as a key diversifier to a well-structured portfolio..
Specialties: Fund manager evaluation, commodity based trading systems, commodity indexing, alternative "smart beta" indexing, alternative investments, options trading, marketing, conference speaker/presenter.
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