August 2014
Intermediate to advanced
464 pages
12h 49m
English
Content preview from Trend Following with Managed Futures
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ABOUT THE AUTHOR
Alex Greyserman, PhD, holds the position of chief scientist at ISAM, a specialist managed futures fund manager. With more than 25 years of experience in the hedge fund industry, Alex initially began his tenure serving as research director of Mint Investment Management, the world’s first managed futures advisor managing more than $1 billion in assets. At Mint, Alex was responsible for research and development of trading strategies as well as overall portfolio risk management. From 2001 to 2010 Alex held the position of chief investment officer, working alongside Larry Hite, at Hite Capital Management, a family office operation specializing in systematic strategies. Hite Capital Management merged with ISAM in 2010. Prior to entering the hedge fund industry, Alex held several positions in the engineering field; his last role was in the field of signal processing at RCA Labs.
Alex holds a BA in mathematics from Rutgers University, an MS in electrical engineering from Columbia University, and a PhD in statistics and management science from Rutgers University. His dissertation focused on empirical data analysis and application of Bayesian statistics to portfolio selection. Since 2001 Alex has served as an adjunct professor in the graduate program in mathematical finance at Columbia University, teaching various courses and seminars in the field of quantitative investment management.
Kathryn Kaminski, PhD, holds the position of deputy managing director of the Institute ...
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