Leif Peterson is a statistician and pattern recognition expert specializing in machine learning and computational intelligence(neural networks). He has over 60 peer-reviewed publications on statistical methods and machine learning algorithms, and has been modeling stock equity returns using genetic algorithms and neural networks, and modeling inter-market relationships between indexes for the last 5 years.

His investment focus is mainly contrarian, focusing on long-term dividend reinvestment for well-managed corporations (big oil, pharmaceuticals, consumer staples) whose earnings increase during bear markets. In addition, his asset preservation beliefs are centered mostly on 30% portfolio attribution to gold, inflation-protected US Treasuries, and foreign basic material equities.

Current research involves developing models of QCD intermittency of equity returns.