I work as a quantitative researcher on the buy side, finding new sources of alpha and designing relative value models and trading strategies around them. I've dealt with practically all the major asset classes.
Presently at Lord Abbett, one of the oldest asset management firms to still actively innovate and push the envelope.
Previously at Parkcentral Capital Management, the hedge fund division of Perot Investments.
PhD in Economics from Princeton University.
SB in Economics from MIT.
I live in New York City with my wife and daughter.
To stalk me further, you can check out my LinkedIn profile and twitter: @TalQuant.
Top Network Posts
- 50How are startup shares worth more than the total investment funding?
- 32How do I graphically represent the evolution of a covariance matrix over time?
- 25Has high frequency trading (HFT) been a net benefit or cost to society?
- 25Can game theory explain grade inflation?
- 22How much data is needed to validate a short-horizon trading strategy?
- 21How to identify technical analysis chart patterns algorithmically?
- 20Why do some anomalies persist while others fade away?
- View more network posts →