CIO, Global Sigma
Global Sigma applies a model-driven, high turn-over approach to option trading in the S&P500 futures market. Global Sigma was formed in late 2009 around the same time the weekly expiry options contract on the S&P500 was launched. Global Sigma has become one of the most active managers of the weekly expiry S&P500 options contract in the CTA industry.
Millennium Partners, Statistical Arbitrage Group
SAC Capital, Global Macro Trader
Ellington Management, Quantitative Analyst
Harvard University, PhD in Engineering Sciences, 2005, Masters in Computer Sciences