Invited speaker to GFA’s “ Hedge Fund Masters” Conference, London, Jan. 2005. Developed & currently trading a cross-asset Statistical Arbitrage strategy that trades listed derivatives on cointegrated assets. The strategy has averaged 16.28% from 2011-2015, with a Sharpe Ratio of 3.81 Head Portfolio Manager for a Systematic Equity Long/Short Market Neutral Fund, 2001-2006 with peak AUM of $230 million. The fund used an internal developed proprietary econometric model to allocate across 22 economic sectors. The fund averaged an annualized return of 12.3% over a six-year period and was ranked in the top 1% in its peer group rankings. Head Portfolio Manager for a Systematic, medium- frequency Arbitrage Fund, 2002 to 2005, with peak AUM of $140 million that traded a variety of proprietary strategies including Volatility Arbitrage, Correlations Arbitrage, Index Arbitrage, Event Arbitrage. The fund averaged an annualized return of 18.2% over a five-year period. Uncanny ability to understand trends in Global Capital markets and linkages between various asset classes, and to exploit trading opportunities based on these linkages and emerging market trends. |
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