David Enke, Ph.D., is an Associate Professor of Finance at The University of Tulsa, with research and teaching interests in the areas of financial risk management, quantitative and computational finance, financial engineering, enterprise risk management, investment and trading, and intelligent systems. His research involves forecasting equity, option, and commodity prices, modeling volatility, and managing credit, market, and operational risk. Additional activities include hedge fund replication, optimizing option-based spreading strategies, and assisting student investment funds. Much of his quantitative research involves the use of intelligent mathematical and computer models, including neural networks, fuzzy logic, ...More evolutionary systems, agent-based systems, artificial life, data mining, and simulation. In addition to university and industry research in price forecasting and trading system development, Dr. Enke has numerous peer-reviewed journal articles and conference proceedings, book chapters, and edited research volumes. He is also an active investor, and comments regularly on his research interests at his blog, Bull Bear Trader (http://www.bullbeartrader.com/).
- Trading frequency: Daily
- Interests: Options, Stocks - long, Stocks - short
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Bull Bear Trader The Bull Bear Trader discusses market events and news with an interest in understanding risk and return in both bull and bear markets. Discussion topics include trading and hedging strategies, derivatives, risk management, hedge funds, quantitative finance, the energy and commodity markets, and private ...More
equity, as well as an occasional investment opinion.
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