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| OCTOBER 21, THE METROPOLITAN CLUB, NEW YORK CITY |
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Managers - Best Trade Execution
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Petter Kolm
New York University
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| Petter Kolm is the Deputy Director of the Mathematics in Finance Masters Program and Clinical Associate Professor at the Courant Institute of Mathematical Sciences, New York University. His interests include high frequency finance and algorithmic trading, quantitative trading strategies, financial econometrics, risk management, and optimal portfolio strategies. Previously, Petter worked in the Quantitative Strategies Group at Goldman Sachs Asset Management where his responsibilities included researching and developing new quantitative investment strategies for the group's hedge fund. Petter coauthored the books Financial Modeling of the Equity Market: From CAPM to Cointegration (Wiley, 2006), Trends in Quantitative Finance (CFA Research Institute, 2006), Robust Portfolio Management and Optimization (Wiley, 2007), and Quantitative Equity Investing: Techniques and Strategies (Wiley, March 2010). He holds a Ph.D. in mathematics from Yale, an M.Phil. in applied mathematics from Royal Institute of Technology, and an M.S. in mathematics from ETH Zurich. Petter is a member of the editorial board of the Journal of Portfolio Management. |
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Troy Buckner
NuWave Investment Management
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| Troy Buckner is managing principal at NuWave Investment Management, which specializes in the development of quantitative trading strategies and their systematic application to managed futures and equity markets. Mr. Buckner is an industry veteran who began his career at Salomon Brothers, Inc. as a derivatives and portfolio sales specialist in 1986. In 1989 Mr. Buckner left Salomon Brothers to trade energy derivatives proprietarily at George E. Warren Corporation and in 1991 started his own business to focus on the design and implementation of sophisticated trading models that would eventually support NuWave Investment Corp. Mr. Buckner joined Classic Capital in 1994 as a principal with responsibility for the design and execution of both futures and U.S. equity investment models. In 1995 Mr. Buckner joined Hyman Beck & Company as a principal to develop systematic investment strategies capable of trading the world’s liquid futures and currency markets. Mr. Buckner graduated Magna Cum Laude from the University of Delaware in 1984 with a double major (finance/accounting) and a minor (economics) before earning his MBA from the University of Chicago in 1986. |
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Dean Curnutt
Macro Risk Advisors
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| Dean Curnutt is the founder, CEO and president of Macro Risk Advisors, an equity derivatives strategy and execution firm catering to institutional investors. He oversees the firm's plan to help institutional clients achieve superior investment results by providing valuable market insight and efficient transaction execution. Prior to forming MRA, Mr. Curnutt was Managing Director and Head of Equity Sales-trading at Banc of America Securities where he was a member of the Global Equities Management Team that set direction for the division. During his tenure at Banc of America Securities, he also served as Head of Institutional Equity Derivatives and Convertible Sales. Under his leadership, the equity derivatives team was ranked first in overall listed option market share in 2007 and was named the 2005 US Equity Derivatives House of the Year by Derivatives Week for its innovative work to create options on realized variance. Mr. Curnutt holds an MBA in analytical finance with highest honors from the University of Chicago and he received a Bachelor of Arts, Magna Cum Laude, from St. John's University. |
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Richard Flom
Systematic Alpha Management, LLC
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Richard Flom is Vice President of Trading and heads up trading and operations at Systematic Alpha Management, LLC, a New York-based alternative asset manager with expertise in market-neutral quantitative trading strategies. SAM’s trading programs, which are high frequency, are developed by a team of theoretical physicists, mathematicians, and computer scientists. Before joining Systematic Alpha, Mr. Flom worked on analysis and operations in a technology fund of CIBC Oppenheimer Asset Management. Previously he maintained accounts of The MDE Group Wealth Management division. Before that Mr. Flom headed an auditing team at PRG Schultz International Inc. Prior to that, he performed merger and acquisition analysis constructed financial models at HT Capital Advisors, LLC.
Mr. Flom holds a Masters in Economics from Columbia University’s Statistics program and has a degree in Economics and Finance from Rutgers University, where he was a member of Phi Beta Kappa and Beta Gamma Sigma honor societies. |
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Kevin McPartland
TABB Group
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| Kevin McPartland is a Senior Analyst with TABB Group, a research and strategic advisory firm focused on capital markets. He has authored the following TABB Group reports and studies: “Equity Options 2008: Rising Out of Obscurity”; “Credit Default Swaps: The Risk of Inefficient Markets”; “OTC Derivatives Processing: Blazing a Trail to Automation”; “Faster Than a Speeding Bullet: The New Low-Latency Messaging”; “Low-Latency Options Trading: Unraveling the True Meaning of Speed”; and Financial Services Data Centers: Power, Proximity and Profit.” From 2003 to 2007, he was a senior manager with Detica in their global financial markets division, where he was responsible for strategic and implementation projects across equities, derivatives and fixed-income asset classes for the international management consulting firm’s top-tier investment banking clients. He previously held business analyst and project management positions at JPMorgan Chase in New York from 1998 to 2003 in their equities and futures & options divisions, where he was involved in support, development and planning of electronic trading solutions. He earned his B.S. in computer science from Rensselaer Polytechnic Institute in Troy, NY. |
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