Advisory Board

Gordon Ritter - Scientific Advisor

Gordon Ritter completed his PhD in mathematical physics at Harvard University in 2007, where his published work ranged across the fields of quantum field theory, differential geometry, quantum computation and abstract algebra. Prior to Harvard he earned his Bachelor's degree with honours in Mathematics from the University of Chicago, where he was selected to take Honors Analysis and mostly graduate-level math and physics courses while still an undergraduate. Dr. Ritter is currently Adjunct Professor at Columbia, NYU, and the Baruch MFE program, where his research interests are focused on portfolio optimization and statistical machine learning, and his publications can be found in journals including Risk and the Journal of Portfolio Management. He is in the top 10% of authors on SSRN, and was named Buy-Side Quant of the Year in 2019, by Risk. In parallel with his teaching responsibilities, Dr. Ritter works full time in the industry. In 2019 he founded Ritter Alpha LP, a registered investment adviser which runs proprietary systematic absolute-return trading strategies across multiple asset classes and geographies, based on application of the scientific method to investment problems. Prior to founding Ritter Alpha, he built a successful trading system from scratch at GSA Capital, a firm which won the Equity Market Neutral & Quantitative Strategies category at the Eurohedge awards four times. Prior to GSA, Dr. Ritter was a Vice President of Highbridge Capital and a core member of the firm's statistical arbitrage group, a team of less than 20 people which was responsible for billions in profit and trillions of dollars of trades across equities, futures and options with low correlation to traditional asset classes.

Petter Kolm - Clinical Full Professor and Director of the M.S. in Mathematics in Finance Program, Courant Institute of Mathematical Sciences, New York University & Partner, CorePoint-Partners.com

Petter Kolm is Clinical Full Professor and Director of the M.S. in Mathematics in Finance Program at the Courant Institute of Mathematical Sciences, New York University, since 2007. He is also Partner at CorePoint-Partners.com. Previously, Petter worked in the Quantitative Strategies group at Goldman Sachs Asset Management, developing proprietary investment strategies, portfolio and risk analytics in equities, fixed income and commodities.

Petter is the co-author of numerous academic journal articles and several well-known finance books including, 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, 2010).

Petter is a frequent speaker, panelist and moderator at academic and industry conferences and events. He is a member of the editorial boards of the International Journal of Portfolio Analysis and Management (IJPAM), Journal of Financial Data Science (JFDS), Journal of Investment Strategies (JoIS), and Journal of Portfolio Management (JPM). Petter is an Advisory Board Member of Alternative Data Group (ADG), AISignals and Operations in Trading (Aisot), Betterment (one of the largest robo-advisors) and Volatility and Risk Institute at NYU Stern. He is also on the Board of Directors of the International Association for Quantitative Finance (IAQF) and Scientific Advisory Board Member of the Artificial Intelligence Finance Institute (AIFI).

As an advisory board member, consultant, and expert witness, Petter has provided services in areas including alternative data, data science, econometrics, forecasting models, high frequency trading, machine learning, portfolio optimization with transaction costs, quantitative and systematic trading, risk management, robo-advisory, smart beta strategies, trading strategies, transaction costs, and tax-aware investing.

He holds a Ph.D. in Mathematics from Yale University; an M.Phil. in Applied Mathematics from the Royal Institute of Technology, Stockholm, Sweden; and an M.S. in Mathematics from ETH Zurich, Switzerland.

Tim Leung - Boeing Professor of Applied Math; Director of Computational Finance & Risk Management, University of Washington

Tim Leung is the Boeing Full Professor in the Department of Applied Mathematics and the Director of the Computational Finance & Risk Management (CFRM) program at University of Washington in Seattle. Previously, he was a tenure-track Assistant Professor in the Department of Applied Mathematics & Statistics at Johns Hopkins University and in the Department of Industrial Engineering & Operations Research at Columbia University in New York City. He obtained his BS from Cornell University and PhD from Princeton University. His research in Quantitative Finance has been funded by the National Science Foundation (NSF). He has published over 60 peer-reviewed articles and two books respectively, on the topics of Mean Reversion Trading, and ETFs. Professor Leung served as the Chair for the INFORMS Finance Section and Vice Chair for the SIAM Activity Group on Financial Mathematics & Engineering. He is the founding editor of the book series, Modern Trends in Financial Engineering, and is also on the editorial board of multiple journals, including Applied Mathematical Finance, SIAM Journal on Financial Math, IEEE Intelligent Systems, and Stochastic Models.

Armando Gonzalez

Armando Gonzalez is President & CEO of RavenPack, the leading provider of big data analytics for financial institutions. Armando is an expert in applied big data and artificial intelligence technologies. His commentary and research has appeared in leading business publications such as the Wall Street Journal, Financial Times, among many others. Armando holds degrees in Economics and International Business Administration from the American University in Paris and is a recognized speaker at academic and business conferences across the globe.

Dr. Peter Carr

Dr. Peter Carr (December 22, 1958 - March 1, 2022) is the Chair of the Finance and Risk Engineering Department at NYU Tandon School of Engineering. He also presently serves as a trustee for the National Museum of Mathematics and WorldQuant University. Prior to joining the financial industry, Dr. Carr was a finance professor for 8 years at Cornell University, after obtaining his Ph.D. from UCLA in 1989. He has over 85 publications in academic and industry-oriented journals and serves as an associate editor for 8 journals related to mathematical finance. He has won multiple prestigious Quant awards.

Vlad Khandros - Managing Director - Global Head of Market Structure & Liquidity Strategy

Vlad Khandros is Head of Corporate at Trumid he was previously a Managing Director and Global Head of Market Structure and Liquidity Strategy at UBS, based in New York.

Vlad is actively engaged in the Americas Cash strategy and investments in financial technology focused on equity trading. Vlad leads the Smart Order Router (SOR), Americas Cash Architecture, and the ATS team, which is currently the largest ATS as per FINRA. Vlad also created and leads the Global Cross Asset Market Structure Team which ranked #1 by Institutional Investor in 2018. Vlad works closely with exchanges, regulators, and policy makers around the world to help further improve capital markets and drive UBS Investment Bank’s trading offering. He represented UBS on numerous advisory committees, industry groups, and company boards including the CBOE Equity Advisory Committee, IEX Quality of Markets Committee, and SIFMA Equity Markets & Trading Committee. He is a founder and advisor to MEMX (Members Exchange), which focuses on improving transparency and reducing the costs of US equity trading.

Prior to joining UBS in 2011, Vlad was Global Co-Head of Corporate Strategy at Liquidnet, working directly for the founder and CEO. There he was responsible for business development including M&A and strategic partnerships, global market structure, and government relations.
Vlad was ranked as a Rising Star of Finance in 2011 in Forbes Magazine’s 30 under 30 list, was ranked as a Rising Star of Finance in 2017 in Business Insider's 35 under 35 list, and is part of the Institute of International Finance’s Future Leaders Class of 2019.

Michael Oliver Weinberg - Co-Founder & Advisory Board Member

Michael has 25 years of experience investing directly at the security level and indirectly as an asset allocator in traditional and alternative assets. He is the Chief Investment Officer, and a Senior Managing Director of MOV37 and Protégé Partners. His portfolio management experience includes Soros Fund Management LLC, Credit Suisse First Boston, and Financial Risk Management (FRM).
Michael is a published author and keynote speaker at conferences and universities. He received an M.B.A. from Columbia Business School, where he is now also an Adjunct Professor of Finance and Economics, and a B.S. in Economics from New York University.

Emily L. Spratt

Emily L. Spratt is an art historian, art technologist, and strategic advisor who has published extensively on the subjects of visual culture, aesthetic theory, vision technology, and machine learning in the arts. Emily has a B.A. from Cornell, an M.A. from UCLA, and an M.A. from Princeton. Her doctorate at Princeton is on Byzantine and Renaissance art. Emily has taught in the Department of Art History at Rutgers and has been the recipient of numerous international fellowships and awards. She is a consultant and fellow at The Frick Collection and Art Reference Library.

Hein Hundal, Ph.D.

Hein Hundal, Ph.D. Is the chief scientist at Random Order, Inc. He was a quantitative analyst for D.E. Shaw. Hein was a Principal Engineer for Raytheon and an Associate Research Engineer at the Pennsylvania State University (PSU), where he taught mathematics and earned an Honors B.S. degree. He served five years in the U.S. Navy as a Nuclear Engineer Officer and a Meteorology Division Officer. Hein has a Master’s Degree in Computer Science and a Ph.D. in Mathematics from Penn State. Dr. Hundal has more than 15 peer-reviewed publications in mathematics journals and holds two U.S. patents.

Advisory Board

FOR MORE INFORMATION PLEASE SEND A MESSAGE