Alex Greyserman, PhD, holds the position of chief scientist at ISAM, a specialist managed futures fund manager. With more than 25 years of experience in the hedge fund industry, Alex initially began his tenure serving as research director of Mint Investment Management, the world’s first managed futures advisor managing more than $1 billion in assets. At Mint, Alex was responsible for research and development of trading strategies as well as overall portfolio risk management. From 2001 to 2010 Alex held the position of chief investment officer, working alongside Larry Hite, at Hite Capital Management, a family office operation specializing in systematic strategies. Hite Capital Management merged with ISAM in 2010. Prior to entering the hedge fund industry, Alex held several positions in the engineering field; his last role was in the field of signal processing at RCA Labs.

Alex holds a BA in mathematics from Rutgers University, an MS in electrical engineering from Columbia University, and a PhD in statistics and management science from Rutgers University. His dissertation focused on empirical data analysis and application of Bayesian statistics to portfolio selection. Since 2001 Alex has served as an adjunct professor in the graduate program in mathematical finance at Columbia University, teaching various courses and seminars in the field of quantitative investment management.

Kathryn Kaminski, PhD, holds the position of deputy managing director of the Institute for Financial Research (SIFR) and affiliated faculty at the Stockholm School of Economics in the department of finance. She has previously been a senior lecturer at MIT Sloan School of Management and visiting professor at the Swedish Royal Institute of Technology (KTH). Kathryn has been an external market commentator for the CME Group and she is the featured writer for Institutional Insights for Eurex Group Clearing/Exchange. Kathryn’s work has been published in a range of industry publications as well as academic journals. From 2008 to 2012, Kathryn was a senior investment research analyst for the CTA fund of funds, Risk and Portfolio Managment (RPM). She also has experience as a quant analyst in fixed income and credit.

Kathryn’s areas of interest are behavioral finance, trend following, managed futures, systematic trading, asset allocation, derivatives, and portfolio management. Kathryn holds a BS in electrical engineering from MIT (2001) and a PhD in operations research from MIT Sloan School of Management (2007). Her dissertation was supervised by Professor Andrew Lo and it focused on stopping strategies and financial heuristics. Kathryn holds the CAIA designation as a 100 Women in Hedge Funds PAAMCO CAIA Scholar.