Advisory Board

Gordon Ritter - Scientific Advisor

Gordon Ritter completed his PhD in mathematical physics at Harvard University in 2007, where his published work ranged across the fields of quantum field theory, differential geometry, quantum computation and abstract algebra. Prior to Harvard he earned his Bachelor's degree with honours in Mathematics from the University of Chicago, where he was selected to take Honors Analysis and mostly graduate-level math and physics courses while still an undergraduate. Dr. Ritter is currently Adjunct Professor at Columbia, NYU, and the Baruch MFE program, where his research interests are focused on portfolio optimization and statistical machine learning, and his publications can be found in journals including Risk and the Journal of Portfolio Management. He is in the top 10% of authors on SSRN, and was named Buy-Side Quant of the Year in 2019, by Risk. In parallel with his teaching responsibilities, Dr. Ritter works full time in the industry. In 2019 he founded Ritter Alpha LP, a registered investment adviser which runs proprietary systematic absolute-return trading strategies across multiple asset classes and geographies, based on application of the scientific method to investment problems. Prior to founding Ritter Alpha, he built a successful trading system from scratch at GSA Capital, a firm which won the Equity Market Neutral & Quantitative Strategies category at the Eurohedge awards four times. Prior to GSA, Dr. Ritter was a Vice President of Highbridge Capital and a core member of the firm's statistical arbitrage group, a team of less than 20 people which was responsible for billions in profit and trillions of dollars of trades across equities, futures and options with low correlation to traditional asset classes.

Petter Kolm - Scientific Advisor & Professor

Petter Kolm is a Clinical Professor and the Director of the Mathematics in Finance Master’s Program at Courant Institute of Mathematical Sciences, NYU. Previously, Petter worked in the Quantitative Strategies Group at Goldman Sachs Asset Management. Petter has coauthored numerous academic articles and four books. He holds a Ph.D. in Mathematics from Yale, an M.Phil. in Applied Mathematics from the Royal Institute of Technology, and an M.S. in Mathematics from ETH Zurich. Petter is also on various Board of Directors, editorial and advisory boards.

Tim Leung - Professor

Tim Leung is the Boeing Full Professor in the Department of Applied Mathematics and the Director of the Computational Finance & Risk Management (CFRM) program at University of Washington in Seattle. Previously, he was a tenure-track Assistant Professor in the Department of Applied Mathematics & Statistics at Johns Hopkins University and in the Department of Industrial Engineering & Operations Research at Columbia University in New York City. He obtained his BS from Cornell University and PhD from Princeton University. His research in Quantitative Finance has been funded by the National Science Foundation (NSF). He has published over 60 peer-reviewed articles and two books respectively, on the topics of Mean Reversion Trading, and ETFs. Professor Leung served as the Chair for the INFORMS Finance Section and Vice Chair for the SIAM Activity Group on Financial Mathematics & Engineering. He is the founding editor of the book series, Modern Trends in Financial Engineering, and is also on the editorial board of multiple journals, including Applied Mathematical Finance, SIAM Journal on Financial Math, IEEE Intelligent Systems, and Stochastic Models.

Armando Gonzalez

Armando Gonzalez is President & CEO of RavenPack, the leading provider of big data analytics for financial institutions. Armando is an expert in applied big data and artificial intelligence technologies. His commentary and research has appeared in leading business publications such as the Wall Street Journal, Financial Times, among many others. Armando holds degrees in Economics and International Business Administration from the American University in Paris and is a recognized speaker at academic and business conferences across the globe.

Jeannette M. Wing - Former advisory board member

Jeannette M. Wing is Avanessians Director of the Data Science Institute and a Professor Columbia University. From 2013 to 2017, she was at Microsoft Research. She is Consulting Professor of Computer Science at CarnegieMellon. From 2007-2010 she was the Assistant Director of the Computer and Information Science and Engineering Directorate at the NSF. She received her S.B., S.M., and Ph.D. degrees in Computer Science, from the Massachusetts Institute of Technology. She has been chair and/or a member of many academic, government, and industry advisory boards and received various awards.

Dr. Peter Carr

Dr. Peter Carr (December 22, 1958 - March 1, 2022) is the Chair of the Finance and Risk Engineering Department at NYU Tandon School of Engineering. He also presently serves as a trustee for the National Museum of Mathematics and WorldQuant University. Prior to joining the financial industry, Dr. Carr was a finance professor for 8 years at Cornell University, after obtaining his Ph.D. from UCLA in 1989. He has over 85 publications in academic and industry-oriented journals and serves as an associate editor for 8 journals related to mathematical finance. He has won multiple prestigious Quant awards.

Vlad Khandros - Managing Director - Global Head of Market Structure & Liquidity Strategy

Vlad Khandros is Head of Corporate at Trumid he was previously a Managing Director and Global Head of Market Structure and Liquidity Strategy at UBS, based in New York.

Vlad is actively engaged in the Americas Cash strategy and investments in financial technology focused on equity trading. Vlad leads the Smart Order Router (SOR), Americas Cash Architecture, and the ATS team, which is currently the largest ATS as per FINRA. Vlad also created and leads the Global Cross Asset Market Structure Team which ranked #1 by Institutional Investor in 2018. Vlad works closely with exchanges, regulators, and policy makers around the world to help further improve capital markets and drive UBS Investment Bank’s trading offering. He represented UBS on numerous advisory committees, industry groups, and company boards including the CBOE Equity Advisory Committee, IEX Quality of Markets Committee, and SIFMA Equity Markets & Trading Committee. He is a founder and advisor to MEMX (Members Exchange), which focuses on improving transparency and reducing the costs of US equity trading.

Prior to joining UBS in 2011, Vlad was Global Co-Head of Corporate Strategy at Liquidnet, working directly for the founder and CEO. There he was responsible for business development including M&A and strategic partnerships, global market structure, and government relations.
Vlad was ranked as a Rising Star of Finance in 2011 in Forbes Magazine’s 30 under 30 list, was ranked as a Rising Star of Finance in 2017 in Business Insider's 35 under 35 list, and is part of the Institute of International Finance’s Future Leaders Class of 2019.

Michael Oliver Weinberg - Co-Founder & Advisory Board Member

Michael has 25 years of experience investing directly at the security level and indirectly as an asset allocator in traditional and alternative assets. He is the Chief Investment Officer, and a Senior Managing Director of MOV37 and Protégé Partners. His portfolio management experience includes Soros Fund Management LLC, Credit Suisse First Boston, and Financial Risk Management (FRM).
Michael is a published author and keynote speaker at conferences and universities. He received an M.B.A. from Columbia Business School, where he is now also an Adjunct Professor of Finance and Economics, and a B.S. in Economics from New York University.

Emily L. Spratt

Emily L. Spratt is an art historian, art technologist, and strategic advisor who has published extensively on the subjects of visual culture, aesthetic theory, vision technology, and machine learning in the arts. Emily has a B.A. from Cornell, an M.A. from UCLA, and an M.A. from Princeton. Her doctorate at Princeton is on Byzantine and Renaissance art. Emily has taught in the Department of Art History at Rutgers and has been the recipient of numerous international fellowships and awards. She is a consultant and fellow at The Frick Collection and Art Reference Library.

Hein Hundal, Ph.D.

Hein Hundal, Ph.D. Is the chief scientist at Random Order, Inc. He was a quantitative analyst for D.E. Shaw. Hein was a Principal Engineer for Raytheon and an Associate Research Engineer at the Pennsylvania State University (PSU), where he taught mathematics and earned an Honors B.S. degree. He served five years in the U.S. Navy as a Nuclear Engineer Officer and a Meteorology Division Officer. Hein has a Master’s Degree in Computer Science and a Ph.D. in Mathematics from Penn State. Dr. Hundal has more than 15 peer-reviewed publications in mathematics journals and holds two U.S. patents.

Advisory Board

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