Partner / Co-Founder, Quantitative Security Analysis (Tiburon,CA)

Investment Management Profile

Quantitative Security Analysis  / Portfolio Management /  Investment Performance Enhancement

• Stock Selection / Portfolio Design
• Stock Return Forecasting
• Asset Allocation
• Fundamental Factor Analysis
• Institutional Portfolio Management
• Marketing & Client Relationship Building
• Neural Network Feature Extraction
• Risk Management

• Played a lead role in establishing and building this investment advisory firm specializing in developing and applying quantitative tools and techniques for managing reduced-risk equity portfolios.
• Performed quantitative investment analysis and developed analytical tools and techniques in designing optimal portfolios for the Genesis New Era Fund, a low-risk equity hedge fund geared toward retirement accounts, as well as multiple private equity portfolios. Delivered presentations to prospective clients and supported marketing activity. Managed relationships with clients. 
• Instrumental in designing and programming a state-of-the-art quantitative factor driven, error correcting, low-risk portfolio management process that delivered a composite account performance ranking in the top 5% of competitors over a recent 3-year period on a risk-adjusted basis.
• Integral in refining stock-selection processes; created a three-phase analytical process driven by fundamental corporate information, the forecasting of expected stock returns and a review by an experienced portfolio manager to screen for major forecast events not captured by the quantitative process.
• Led initiative to license company technology to a $1.2B hedge fund organization. 
• Hutchinson Richardson Investment Management, llc – San Francisco, CA

• Employed quantitative and fundamental analytical techniques in managing equity and fixed income accounts. Conducted marketing presentations and forged client relationships.
• Developed and applied an in-house, proprietary, quantitative asset-allocation process that prompted the company to reduce its equity exposure from 80% to 10% prior to the major market crash of October 1987.
• Played a pivotal role in driving assets under management in both equity and fixed income securities from zero to $100M.
• Designed and programmed a portfolio optimizer tool able to build long / short portfolios encompassing hundreds of positions based on specific limitations, including maximum stock and industrial sector weightings, use of margin and liquidity constraints. The optimizer employed analysis of the most recent two years of stock trading behavior and generated risk-adjusted return forecasts accordingly.
• Created a unique neural network cluster-analysis process used to actively trade S&P futures contracts, and  based on the use of the Kohonen self organizing map principle; performed short-term (5-10 days) forecasts using this process to successfully trade S&P futures contracts.

Additional Experience

• Supported this investment management firm in a quantitative analysis role.
• Researched equity, fixed and cash asset allocation investment opportunities, and developed quantitative investment analysis processes and techniques.
• Developed an effective stock/bond/cash quantitative asset allocation process.

• Responsible for asset allocation and managing equity portfolios, including $65M active equity portfolio of the Marin County Buck Foundation and sizable pension/profit-sharing assets for Fortune 500 companies. Oversaw institutional trading activities by assessing market conditions and coordinating the timing of securities trades. Leveraged quantitative processes such as Markowitz and Sharpe.
• Achieved measurable savings for WFIA institutional clients of over $500K in six months by utilizing a  previously developed quantitative trading timing strategy derived by measuring individual stock trading elasticity relative to the market.

Contact: Contact information available to DataShaping clients.

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