. Cornell University Ph.D., Operations Research/Mathematical Finance, Minor: Computer Science. . Derivation and implementation of statistical, learning, financial and quantitative trading models. . Use of statistics/learning in quant portfolio management. Risk and portfolio optimization ...more

. Cornell University Ph.D., Operations Research/Mathematical Finance, Minor: Computer Science. . Derivation and implementation of statistical, learning, financial and quantitative trading models. . Use of statistics/learning in quant portfolio management. Risk and portfolio optimization models. . Pioneer designer of trading algos. Pioneer creator of automatic optimal switch between trading algos. . Several published articles, conference speaking engagements; book authoring, college teaching. Specialties: Quantitative Portfolio Management and Trading, Algorithmic Trading Design and Implementation, Trading and Execution Analysis and Quantitative Solutions, C++, Python, Matlab, SAS, Market Micro-structure, Optimization, Statistics, Trading Risk Management.less