Henry is currently the CEO of Cassia Research, which brings institutional quant technology to investment advisors. His mission is to level the playing field for individual investors so that everyone can have access to sophisticated risk managed portfolios. Unlike traditional quants, Henry believes in marrying rigorous engineering thinking with liberal arts creativity.Henry was previously the lead developer at CSS Analytics on several consulting projects for a $3B institutional client and an Australian hedge fund where he developed quantitative models including regime filters, bootstrap methods, and dynamic hedging model. He is the co-author of the paper “Minimum Correlation Algorithm”. As the Business Analyst on the portfolio team at Broadridge Financial Solutions, Henry produced specifications to enhance large-scale reporting, analytics and data queries for multi-currency portfolios used by institutional wealth managers, brokerages and advisors across North America.Henry is an engineering and finance major and holds the FINRA series 65 license and the CSC.
The business of investing is complex and multifaceted. CONCERT Capital Management brings together a of team of experts – each with their own areas of specialty – in order to provide comprehensive, professional portfolio solutions to advisors.
CONCERT is fortunate to have access to a depth of financial expertise across multiple asset classes and investing disciplines, all within our very own CONCERT network. Because these are CONCERT practitioners just like you, you can count on them to be accessible, and for their collective advice to be both practical and actionable.
CONCERT’s Investment Committee meets regularly to coordinate and monitor asset class and managed program performances. Each committee member focuses their research on their individual area of expertise, contributing both fiduciary oversight and forward looking perspectives to our final model portfolio allocations.
- See more at: http://www.concertcapitalmanagement.com/people#sthash.8aopXFEq.dpuf
Dr Jonathan Kinlay is the Head of Quantitative Trading at Systematic Strategies, LLC, a systematic hedge fund that deploys high frequency trading strategies using news-based algorithms.
Dr Kinlay, was the founder and General Partner of the Caissa Capital hedge fund, whose volatility arbitrage strategies were developed by Dr Kinlay’s investment research firm, Investment Analytics. Caissa, which managed $400M in assets, was ranked by FIMAT as the top performing fund in its class in 2004. Dr Kinlay went on to establish the Proteom Capital, whose statistical arbitrage strategies were based on pattern recognition techniques used in DNA sequencing. Dr Kinlay was formerly Global Head of Model Review at the US investment bank Bear Stearns.
Dr Kinlay holds a PhD in economics and has held positions on the faculty at New York University Stern School of Business, Carnegie Mellon and Reading Universities. Dr Kinlay is a regular conference speaker and writer on investment research, hedge fund investing and quantitative finance. Kinlay was a member of England’s chess team that won gold in the World Student Olympiad in Mexico in 1978. He is the son of Fleet Street editor James Kinlay and father of British actress Antonia Kinlay.
Further investment research and strategy ideas can be found in his blog at www.jonathankinlay.com .
- Masters Finance
- Previous work at Boutique Investment Bank, Bulge Bracket, and Commercial Bank
Taken Graduate Level courses in Financial Modeling, Financial Econometrics, Fixed Income Investments (MBS/CMBS/Bonds, Interest Rate Derivatives), Derivatives (Calls, Puts, Spreads, Futures, Forwards, Swaps, and Exotic Options), Portfolio Management (DCF modeling), Mergers and Acquisition, and Macroeconomics.
Henry is currently the CEO of Cassia Research, which brings institutional quant technology to investment advisors. His mission is to level the playing field for individual investors so that everyone can have access to sophisticated risk managed portfolios. Unlike traditional quants, Henry believes in marrying rigorous engineering thinking with liberal arts creativity.
Henry was previously the lead developer at CSS Analytics on several consulting projects for a $3B institutional client and an Australian hedge fund where he developed quantitative models including regime filters, bootstrap methods, and dynamic hedging model. He is the co-author of the paper “Minimum Correlation Algorithm”. As the Business Analyst on the portfolio team at Broadridge Financial Solutions, Henry produced specifications to enhance large-scale reporting, analytics and data queries for multi-currency portfolios used by institutional wealth managers, brokerages and advisors across North America.
Henry is an engineering and finance major and holds the FINRA series 65 license and the CSC.
I was born and raised in Murmansk, Russia (the home for Russia’s northern navy fleet, think Tom Clancy’s Red October). I immigrated to the US from Russia in 1991 with all my family – my three brothers, my father, and my stepmother.
My professional career is easily described in one sentence: I invest, I educate, I write, and I could not dream of doing anything else. Here is a slightly more detailed curriculum vitae:
I am Chief Investment Officer at Investment Management Associates, Inc (IMA), a value investment firm based in Denver, Colorado. After I received my graduate and undergraduate degrees in finance (cum laude, but who cares) from the University of Colorado at Denver, and finished my CFA designation (three years of my life that are a vague recollection at this point), I wanted to keep learning. I figured the best way to learn is to teach. At first I taught an undergraduate class at the University of Colorado at Denver and later a graduate investment class at the same university that I designed based on my day job. Currently I am on sabbatical from teaching for a while.
I found that the university classroom was not big enough for me, so I started writing and, let’s be honest, I needed to let my genetically embedded Russian sarcasm out. I’ve written articles for the Financial Times, Barron’s, BusinessWeek, Christian Science Monitor, New York Post, Institutional Investor … and the list goes on.
I was profiled in Barron’s, and have been interviewed by Value Investor Insight, Welling@Weeden, BusinessWeek, BNN, CNBC, and countless radio shows.
Finally, my biggest achievement – well actually second biggest; I count quitting smoking in 1992 as the biggest – I’ve authored the Little Book of Sideways Markets (Wiley, 2010) and Active Value Investing (Wiley, 2007).
I design and make products to meet market niches. Focus currently managing two lift-boats deployed in ARAMCO and project managing building another one, or two; so keenly interested in which way the oil-wind blows.
Michael Markov is the CEO and co-founder of Markov Processes International, LLC (MPI) (http://markovprocesses.com/blog/) – an industry leader in financial quantitative tools and technologies. In 1992 he led the development of the industry first returns-based style analysis application based on William Sharpe’s groundbreaking methodology. Most recently, Michael spearheaded the development of Dynamic Style Analysis (DSA), an advanced returns-based analysis methodology designed to analyze and replicate highly dynamic and leveraged investments such as hedge funds. Being an industry expert in financial forensics, Michael is a frequent speaker at hedge fund forums around the globe on due diligence and performance attribution. His thoughts and opinions frequently appear in financial publications such as The Wall Street Journal, Financial Times, The Economist, Financial News, CNNMoney and others. Michael is a Mathematician by training and has published papers on investment style and performance analysis, data and signal processing and hedge fund analysis.
I am the founder of asensio.com a noted short-selling organization recognized as the Pioneer of Activist Short Selling. It has successfully advocated against more than 52 companies that we believed to be misleading investors. Early on the New York Times called asensio.com's work "something radical and remarkable." I am a graduate of the University of Pennsylvania’s Wharton School and went to work in Venezuela during that nation’s economic boom period, which occurred after the Venezuelan government nationalized its domestic petroleum industry. I left Venezuela as government policy began to shift away from free markets to attend Harvard University’s Graduate School of Business where I obtained a Master’s degree in investment management and finance.
Read more about asensio.com's history here: http://www.asensio.com/?page_id=7 Read more about our work at asensio.com.
In 1996, asensio.com began releasing short-focused research on the internet, becoming the first organization of its kind, the innovator of Strong Sell recommendations, and was the first and remains the only SEC and FINRA registered broker-dealer to have focused on short-selling research and trading. Our status as a unique member of FINRA and a pioneer in activist short selling generated conflicts with other FINRA members and FINRA's staff determined to bar me from membership in their private organization. We are constantly attempting to correct this disagreement. Today the firm and the site are independent of FINRA.
A statement pertaining to the FINRA matter is available here http://www.asensio.com/?page_id=7370 A disclosure statement can be found at http://www.asensio.com/?page_id=7374
After college, Jack obtained MD and PhD degrees from Ohio State and then practiced emergency medicine for about 20 years, from which he retired in 2003. In the late 1990's, Jack obtained a law degree, which he uses primarily in connection with running his apartment business. Jack has been interested in alternative energy for decades and in 2005, installed an 8KW PV system and a solar hot-water-system to yield an almost-carbon-neutral house. He has no formal financial training but has been a stock investor for more than two decades.
Reggie Middleton is the personification of the freethinking maverick — the ultimate nonconformist as it applies to macro strategies, investment, and analysis. He uses his background and knowledge in new media, distributed computing, risk management, insurance, financial engineering, real estate, corporate valuation, and financial analysis to pursue, analyze, and capitalize on global macroeconomic opportunities.
Finding most available research lacking, both in quality and quantity, Mr. Middleton assembled his own talented research staff. As forensic research is a lynchpin for his own investing, "to actually put food on the table," he stands behind it as doing what it is supposed to do - illustrate, elucidate and educate. He does not sell advice or research. He is an entrepreneur who exists outside of mainstream corporate America and Wall Street. This allows him the freedom to do things that many cannot—perform without conflicts of interest and corporate politics.
Mr. Middleton prides himself on developing some of the highest quality, actionable research available - regardless of price. He welcomes any and all to peruse his blog of freely available analysis, opinion and participatory social media; use his custom tools, download files, interact with the community and make critical comparisons from a results orientated perspective.
Reggie believes ideas and implementations are improved and fine-tuned when bounced off of the collective intellect of the many, in lieu of that of the few - in essence, a form of collaborative open source financial analysis.
Visit his blog Boom Bust Blog. (http://boombustblog.com/)