I've Been Busy

by Graham Giller December 29, 2009 08:13
Posts to Statistical Trader have slowed down a lot — I've been busy working for a hedge-fund startup that I joined in August.  To manage this new responsibility, I've cut back from some of my activity in writing articles for this blog, and am no longer publishing my trade record to Twitter. I am still compiling data on the Dynamic Trading Risk Factor, and will publish articles relating to that analysis from time-to-time… 

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About the Author

Graham Giller - Headshot GRAHAM GILLER
Dr. Giller holds a doctorate from Oxford University in experimental elementary particle physics. His field of research was statistical astronomy using high energy cosmic rays. After leaving Oxford, he worked in the Process Driven Trading Group at Morgan Stanley, as a strategy researcher and portfolio manager. He then ran a CTA/CPO firm which concentrated on trading eurodollar futures using statistical models. From 2004, he has managed a private family investment office. In 2009, he joined a California based hedge fund startup, concentrating on high frequency alpha and volatility forecasting. My updated resume is on LinkedIn.

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