|Los Angeles, CA, United States
|I joined GMI Ratings in 2012 as Managing Director of Quantitative Research.
I completed my graduate work in Financial Mathematics at Stanford University and hold an MBA in Finance and an undergraduate degree in Quantitative Economics with a focus in Mathematics. In my current role, I focus on the development of new investment risk models such as the model I recently invented, the Forensic Alpha Model (FAM). I am also a founding principal and head of research in the hedge fund, Governance Investors, LLC.
Previously I worked for Cutler Group as an equity option market maker on the NYSE ARCA option exchange floor. Then I served as a Managing Director for Livevol®. I am the author of one of the most widely-read options trading blogs in the world (OptionVol Blog), and separately the daily “Options Expert Analysis” exclusively available to Fidelity customers (from launch until 10-2013).
I have been and continue to be cited several times a week by Reuters, Bloomberg, Dow Jones, The Wall Street Journal, Chicago Tribune, Washington Post, New York Times, NBC, CNBC and occasionally through re-publication in Barron’s, Forbes, SF Chronicle and Miami Herald.
|Making Movies, Rubik's cube, Basketball, Football, Baseball, Soccer, Coding, Writing, Music
|Rubicon's Broken; Alone, Alone; Thirteen Days; Forgetting Sarah Marshall; Wall Street; Wedding Crashers; The Karate Kid; The Matrix; Igby Goes Down, Moonrise Kingdom, The Way, Way Back.
|Liar's Poker, The Pleasure of My Company, Danny the Champion of the World, The Great Gatsby, Great Expectations, Flowers in the Attic, The Guns of August