![[]](/images/tab_prelaunch.gif){kind=small}
![[]](/images/tab_strategy.gif){kind=small}
![[]](/images/tab_qamfunds.gif){kind=small}
 Ernest L. Jaffarian, Founder, President and Chief Executive Officer of Efficient Capital Management, LLC
Ernest L. Jaffarian is the Founder, President and Chief Executive Officer of Efficient Capital Management, LLC (Efficient). He is a veteran of over 20 years within the alternative investment industry in the areas of trading, portfolio construction, and risk management. In 1986 he joined Chicago Research & Trading Inc. (CRT) as a member of the proprietary trading group on the floor of the Chicago Board Options Exchange and rose to position of Senior Vice President for OTC Treasury Options. Immediately prior to founding Efficient, Mr. Jaffarian was responsible for the managed futures department of Hull Equity Management, LLC and for the allocation of Hull Trading Company, LLC's proprietary capital among trading advisors. Founded in 1999 by leaders from within the industry's preeminent trading organizations including CRT and Hull Trading, Efficient is dedicated to maximizing the unique benefits of cash-efficient "alpha" strategies for the institutional investor. It presently allocates assets for a variety of global private bank, insurance company, funds of funds and private investor clients. It seeks and invests with more than 40 quantitative macro, currency, managed futures, and relative value managers from 8 countries and 3 continents delivering broad diversification in more than 120 markets spanning currencies, interest rates, stock indices, energy, base and precious metals and commodities. With a staff of 40, Efficient's significant infrastructure is dedicated to exceeding the most rigorous demands of institutional investors. Available investment structures include private managed accounts and fund structures offering varying levels of capital funding efficiencies and principal protection structures. |
 Steven Posner, Risk Manager, IKOS AM
Steven Posner is the risk manager of IKOS AM. Previously, he worked in risk management at Morgan Stanley in London for 5 years and as a derivatives quant at Goldman Sachs for 6 years. He received his PhD in electrical engineering from Princeton University in 1995. |
 Pierre Laroche - Managing Director - R&D, Innocap Investment Management
Pierre Laroche is Managing Director - R&D at Innocap Investment Management, a joint venture between the National Bank of Canada and BNP Paribas (2007-). His main responsibilities include the development and the implementation of quantitative investment solutions and analysis. Before joining Innocap, he was the Director - Financial Engineering at Desjardins Global Asset Management (2002-2007) and Associate Professor of Finance at HEC Montreal (1989-2002). At HEC, he was Director of the Finance Department (1999-2002), he contributed to the creation of the pension fund, he co-founded the Financial Engineering option of the M.Sc. Program and founded (then managed during four years) a genuine trading room, the first in a Canadian university. Mr. Laroche holds a B.Comm. (1982) and a Ph.D. (1989) in finance from Laval University. During his doctoral studies, he was a visiting student at the University of British Columbia, where he took advanced courses in financial theory and financial derivatives given by the then most famous professors in that field. He is the author or co-author of numerous working papers, articles and three books on derivative instruments, risk management and portfolio management. He was consultant on these topics for many companies (e.g. Hydro-Québec, Vermont Gas Systems, Canadian National Railway, KPMG, Raymond Chabot Grant Thornton), financial institutions (e.g. Desjardins Group, National Bank of Canada, Development Bank of Canada) and governmental entities (e.g. Finance Ministry of Québec, Auditor General of Canada and Auditor General of Quˇbec). |
 Frank Holle, Managing Partner, Quant Asset Management Pte Ltd, Singapore
Dutch, graduated from the University of Utrecht with a Masters degree in Business Law. He started out as a Researcher at the Corporate Law department at the University of Utrecht. He joined ABN AMRO Bank in 1989 where he was trained and worked at the International Investment Banking Division. From 1992 until 1998 he worked at Merrill Lynch in London, where he was a Director of Institutional Equities. From 1999-2001 he managed Holle Guilonard, a company specialised in International Electronic Equities Trading. In 2002 he founded Capital FM Ltd. At the end of 2003 he co-founded Quant Asset Management Pte Ltd. Quant Asset Management advises two award winning, entirely systematic equity hedge funds; QAM Global Equities and QAM Asian Equities, both with track records of more than 5 years an annualised returns of respectively 20% and 17%. |
 Amit Deshpande
Vice PresidentÊof Quantitative Analytics - Alliance Bernstein Japan Ltd.. Amit'sÊmain responsibilities include Quantitative Portfolio Management and model developmentÊfor Fixed Income investments at Alliance Bernstein. He has developed quantitative models including forecasting, asset-liability, and risk analysis for credit, mortgages, treasuries and other asset classes.ÊHe is also involved in the construction ofÊGlobal Fixed Income Portfolios. He moved to Tokyo after roles inÊCredit Research, and Quantitative Research at Alliance Bernstein LP in New York. Prior to joiningÊAlliance Bernstein,ÊAmit was at ACAMÊInc, a New York based fund-of-funds,Êand Assistant ManagerÊof International Business at Daewoo Corporation Ltd. He has aÊdegrees in Computer Engineering, Quantitative Finance, andÊBusiness Administration. |
 Karsten Schroeder
Karsten Schroeder is the CEO of Amplitude Capital and the portfolio manager for the Amplitude Dynamic Trading Fund. He oversees all the key decisions related to product development, trading ideas and strategy for the Amplitude's range of funds. Together with his partners he founded Amplitude Capital in September 2004. Prior to that he was with McKinsey where he was involved in a number of key Corporate Finance projects involving blue chip European clients. Karsten received his Business Diploma from the HHL in Germany. Growing up in former Eastern Germany, he also lived in the US and Australia. Karsten started trading Futures and Options at a young age and eventually turned his passion into his profession. He regularly speaks at conferences and appears as a frequent guest on business channels, such as Bloomberg and CNBC. |
 Martin Kuehrer, PhD, Principal, fin4cast
Dr. Martin Kuehrer is the Ceo of fin4cast. fin4cast develops systematic and purely model driven investment strategies. Prior to joining Siemens in 1994 Dr Kuehrer held a number of positions with prominent engineering companies. Dr Kuehrer has steered the quantitative strategies proposition at Siemens fin4cast from its beginnings and has formed numerous successful partnerships with financial institutions. Dr Kuehrer is a regular speaker at international conventions on asset management and quantitative investment management. Dr Kuehrer has degrees in engineering and business administration as well as a PhD in finance. |
 Roy Niederhoffer
Roy Niederhoffer graduated magna cum laude from Harvard in 1987 with a degree in Computational Neuroscience. After working for another Hedge Fund for 5 years, he founded R. G. Niederhoffer Capital Management, Inc. (RGNCM), in 1993. Since then, RGNCM has employed a high-frequency, quantitative, behavioral finance-based strategy to trade equities, fixed income, foreign exchange and commodities to provide returns that are both valuable on a stand-alone basis and also negatively-correlated to its clients' portfolios. Mr. Niederhoffer also serves on the Board of several arts organizations. He is an accomplished classical and jazz pianist, plays violin with the Park Avenue Chamber Symphony, and is an avid skier. |
 Denise K. Shull, M.A.
Ms. Shull is a leading thinker on the relationship between the human mind and financial market decision-making. A trader who also specializes in market and trading psychology, she has articulated her groundbreaking insights for the CME and numerous other commodity trading organizations. She has appeared on Dow Jones Marketwatch, The Neal Cavuto Show, ABC News Now, Fox Business, The Discovery Channel and the Business News Network in Canada. Her work began with a Master's degree in the neuroscience of the human unconscious from The University of Chicago. Instead of continuing towards her Ph.D., she learned trading from a group of Chicago Board Options Exchange (CBOE) traders who were leaving the floor to "go upstairs". She joined one of the first proprietary all-electronic trading firms in 1994. In 1996 she was invited to move to New York City to build and manage anew trading desk at a rapidly growing market-making firm. Acquiring her first experiences in mentoring professional traders, she also embarked on Ph.D. work at The Mid-Manhattan Institute ofPsychoanalysis. Her first article, "Freud's Path to Profits" was published by SFO magazine in December 2004. Today she is working on her first book tentatively titled CONFIDENCE - (almost) ALL RISK IS HUMAN. She belongs to the Society for Neuroeconomics and the CME Group. |
 Bertrand Savatier, Founder and Chief Executive Officer of NUMBERS SA
After graduation from Swiss Federal Institute of Technology (Lausanne-Switzerland) & Carnegie Mellon University (Pittsburgh-USA), he worked for four years as a consultant and project manager in expert systems and neural networks. In 1991, with two partners, Bertrand Savatier founded ITF Management SA, a Swiss CTA registered with the CFTC, managing institutional money. From 1991 to 1996, ITF's diversified program was active in more than 60 markets with a compounded annual rate of return over 15%. The managed assets ranged from US $ 2 Million to US $ 60 million. In 1997, he created a new department at BNP Asset Management dedicated to alternative investment &#amp; managed futures and launched a series of products. From 1998 to 2000, Bertrand Savatier was a member of the executive committee of the Alternative Investment Management Association (AIMA) representing France. In 2000, in partnership with Fran¨ois Bonnin, he founded John Locke Investments (JLI), a French regulated alternative investment company which managed up to US$ 140 million in futures funds. Until May, 2006, he served as co-CEO. In June, 2006, he decided to sell his shares of JLI and to set up partnership with Maxime Dupont at Quantam to help him with the development and marketing of GSA, Quantam's new investment program which applies the most recent scientific discoveries and technological developments in the area of managed futures. From June, 2006 until October, 2008, the assets under management at Quantam grew from half a million to US$ 700 million. In February 2008, keeping his position of Co-CEO at Quantam until November, 2008 in charge of risk control and advisor in business development strategy, he dedicated most of his time developing a new partnership with Michel Boiron launching Numbers GDF. At the end of November, 2008, he resigned from his functions in Quantam, while Numbers applied for an AMF agreement which became effective in February 2009. |
 Dr. Ranjan Bhaduri, Managing Director and Head of Research at AlphaMetrix Alternative Investment Advisors
Dr. Ranjan Bhaduri is a Managing Director and Head of Research at AlphaMetrix Alternative Investment Advisors. Prior to this he was a Vice President and on an Investment Committee at Morgan Stanley where he conducted due diligence and helped design customized portfolios of Alternatives. Earlier, he was at a Canadian Fund of Funds, and at a multi-billion dollar capital management firm where he was involved in all aspects of its fund of hedge funds and structured finance business. He has also worked with two major Canadian investment banks in the Financial Strategy Consulting Group and in Global Risk Management & Control, respectively. Dr. Bhaduri has held advisory roles at the East-West Center, a leading think tank on the Asia-Pacific region, and at ClassMouse, an early stage software company. He has taught finance and mathematics at several universities and lectured on Derivatives for the Montreal Exchange. Dr. Bhaduri has authored articles on, and been invited to speak worldwide regarding advanced portfolio and risk management techniques, and hedge fund issues. He holds both the CFA and CAIA charters. He is a member of the American Mathematical Society, the Mathematical Association of America, the Toronto CFA Society, and the Global Association of Risk Professionals (GARP). Dr. Bhaduri is a member of the All About Alpha Editorial Board. |
 Jigar Patel, CFA Ð Senior Vice President (Hedge Funds)
Jigar Patel currently co-manages a $750 million hedge fund allocation program for Atlantic Trust. Atlantic Trust is a $15B private wealth management firm based in Boston (a fully owned subsidiary of Invesco). Prior to joining Atlantic Trust in 2007, Jigar worked as a research analyst for Asset Alliance, a $3.2 billion hedge fund of funds, analyzing hedge fund strategies. He also assisted the head of research in portfolio construction and hedge fund manager due diligence. Prior to Asset Alliance, Jigar worked for Bank of America as an analyst in their interest rate derivatives group. He started his career as an institutional program trader employing quantitative strategies at Bank of New York's QETG trading desk. Jigar is an active committee member of the Boston Society of Security Analysts' Alternative Investment Group and holds Series 7, 55 and 63 licenses. He earned a Bachelor of Arts in finance from Rutgers University and a Master of Science in financial engineering with honors from NYU-Polytechnic University and holds the Chartered Financial Analyst designation. |
 Brian W. Chung, Senior Vice President - Senior Portfolio Manager, Fund of Funds Group, SSARIS Advisors, LLC
Brian W. Chung is Vice President and Senior Analyst at SSARIS Advisors LLC. Mr. Chung is responsible for the daily management of the firm's hedge fund-of-funds products and is a member of the Investment Committee. Mr. Chung oversees the manager selection and monitoring process and has spent his entire professional career in absolute return investments. Prior to joining SSARIS Advisors, Mr. Chung served as Vice President of Paradigm International, a New York based fund of funds corporation. At Paradigm, as a member of the asset allocation team, he was responsible for portfolio allocations and performing due diligence on hedge fund managers covering all alternative investment strategies. Mr. Chung also served as the Head of Research for Mitsui Commodities Corporation, a managed futures fund-of-funds overseeing $1.2 billion in client funds. Mr. Chung received his B.S.E. in Finance from Wharton. |
LONG N. PHAN
|
 Scott Ignall, Chief Technology Officer, Lightspeed Financial, Inc.
Scott Ignall is Chief Technology Officer of Lightspeed Financial, Inc and is responsible for overseeing the ongoing operations, development and evolution its entire proprietary suite of high-speed, ultra low latency trading systems for professional retail active traders, proprietary trading groups, hedge funds, and institutional investors. Mr. Ignall was also a key driver in the original design, creation and implementation of Lightspeeds software-based solution, Lightspeed Trader, for clients employing electronic-based trading strategies. Mr. Ignall brings 15 years of industry experience in the Institutional and Retail electronic trading arena to Lightspeed, with various past roles in technology, product, operations, brokerage support and trading. Prior to joining Lightspeed, Mr. Ignall was Director of DMA Product Strategy for E*TRADE Capital Markets where he held strategic oversight for the company's DMA, Order Management, and Market Data Systems in the U.S., Asia, Europe, and Canada. Previously, Mr. Ignall was Co-Founder and Vice President of Technology Affairs at Tradescape, a software technology provider, specializing in the development of innovative trading tools. Tradescape was acquired by E*TRADE Financial in 2002. Mr. Ignall began his career at a Datek, a pioneer in online and direct access trading, and also the birthplace of the Island ECN, currently utilized by NASDAQ for its primary order matching engine. He holds a Bachelor's degree from the University of Pennsylvania, is registered with the NASD. In addition to his role on the advisory board of Wall Street & Technology Magazine, Mr. Ignall is a frequent contributor at various industry conferences, and his comments appear regularly in the financial technology news media. |
 Terri Chernick, Chief Investment Officer, Partner, The Koffler Group
Terri Chernick is the Chief Investment Officer and a Partner of The Koffler Group, a Bicoastal Family Office that was formed from the sale of American Tourister Luggage. The Koffler Group has been managing family and foundation assets for almost 40 years.ÊÊÊ Terri is a Harvard Business School alumnus, magna cum laude graduate of Brown University, a third-generation family member, and a principal. Before joining the family business, she worked in industry as a management consultant for Bain & Company, and in management positions for Fortune 500 Companies. She has developed a global portfolio of over forty-five managers for Koffler.Ê Terri has been managing the investment portfolio for almost 15 years as CIO. Terri and her team at the Koffler Group also seed emerging managers. Terri and her team can assist the emerging funds in both the back office and in marketing. More information can be found at www.thekofflergroup.com |
 Irene Aldridge, Managing Partner and Quantitative Portfolio Manager at ABLE Alpha Trading, LTD
Irene Aldridge is an expert on the subject of high-frequency trading. She is the author of "High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems" published by John Wiley & Sons. Aldridge is currently a Managing Partner and Quantitative Portfolio Manager at ABLE Alpha Trading, LTD, a proprietary trading vehicle specializing in high-frequency systematic trading strategies. Prior to ABLE Alpha, Aldridge worked for various institutions on Wall Street and in Toronto, including Goldman Sachs and CIBC. She also taught finance at the University of Toronto. She holds an MBA from INSEAD, an MS in financial engineering from Columbia University, and a BE in electric engineering from the Cooper Union in New York. Aldridge is a frequent speaker at top industry events and a contributor to academic and practitioner publications, including the Journal of Trading, E-Forex, HedgeWorld, FXWeek, FINalternatives, and Dealing with Technology. She also appears on business television, including CNBC, FOX Business, and "The Daily Show with Jon Stewart." In addition, Aldridge has been quoted by the Wall Street Journal, Thomson/Reuters, Bloomberg LP and other major business news outlets. |
 Jim Gatheral, Managing Director, Bank of America Merrill Lynch
Jim Gatheral is Managing Director at Bank of America Merrill Lynch, and also an adjunct professor at the Courant Institute of the Mathematical Sciences, New York, where he has co-taught popular classes in the Masters Program of Mathematics in Finance. In his long career in the financial markets, Jim Gatheral has has been involved in all of the major derivative product areas as bookrunner, risk manager and quantitative analyst. ÊUntil 2005 he headed the Equity Quantitative Analytics groups at Merrill Lynch. ÊHis current research focus is on volatility modeling and modeling equity market microstructure for algorithmic trading. ÊHis best-selling book, The Volatility Surface: A Practitioner's Guide (Wiley 2006), is now one of the standard references on the subject of volatility modeling. He was one of the plenary speakers at the World Congress of the Bachelier Finance Society in 2008. |
 Dr. Alexei Chekhlov, Portfolio Manager and Head of Research at Systematic Alpha Management, LLC
Dr. Alexei Chekhlov is a Portfolio Manager and Head of Research at Systematic Alpha Management, LLC. Dr. Chekhlov graduated from Moscow Institute of Physics & Technology in 1990 with Highest Honors in Theoretical Physics & Applied Mathematics. He earned his PhD. in Applied & Computational Mathematics from Princeton University in 1995. ÊPrior to co-founding SAM, Dr. Chekhlov worked for Wexford Management (Quantitative Analyst, options pricing and trading), BNP Paribas (Proprietary Trader, quantitative global fixed-income futures trading, Fixed Income Swaps Desk) and TrendLogic Associates (Assistant Director of Research, global futures and equities strategies). Dr. Chekhlov's scientific background relates to such fields as hydrodynamic instabilities and fluid turbulence.Ê Throughout his career in science and finance, certain results ofÊhis work were published in leading physics and finance periodicals.Ê At the present time, Dr. Chekhlov also serves as an adjunct professor at the Columbia University Mathematics Department. |
 Ben Goertzel, PhD, Novamente LLC
Ben Goertzel, PhD is a researcher in the field of artificial intelligence. He currently leads Novamente LLC, company that attempts to develop a form of strong AI they call "Artificial General Intelligence". He is also the Director of Research of the Singularity Institute for Artificial Intelligence. From 1997 until 2001 he headed Webmind Inc. (also known as Intelligenesis Corp.), a company that he had founded and that attempted to use artificial intelligence for the analysis of financial markets. This work was reviewed by the Wall Street Journal. and The New York Times, explaining the approach as machine learning combined with natural language processing applied to textual information gathered from the internet, in order to predict business risk or to aid in making buying decisions. Ben also developed the StockMood product which focuses on enabling Artificial Intelligence to evaluate news sentiment to enable prediction of financial markets. |
 Brian Haag, VP Systematic Trading Ð RTS Realtime Systems
Brian Haag is Vice President, Product Management at RTS Realtime Systems in Chicago, concentrating on technical strategy and product design. Before joining RTS, Brian spent fifteen years as a trader and risk manager in options, futures, equities, merger arbitrage, and capital structure arbitrage.Ê He has extensive experience in the development, implementation, and maintenance of high-frequency trading systems. He received his B.S. Finance from the University of Illinois in 1993. |
