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 ...more

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.less