Dr. George Sokoloff brings over a decade of experience in creating and running quantitative stock selection models. Dr. Sokoloff is a portfolio manager of Carmot Tail Risk Plus (Cayman) Ltd., a quantitative tail risk plus long-short equity fund.
We were glad to have him give a presentation on “A new approach to tail-risk strategy; a view from Silicon Valley – utilizing algos originated for nonfinancial applications” at last years Trading Show West Coast.
George has over a decade of experience in creating and running quantitative stock selection models. He is a Founder and Chief Investment Officer at Carmot Capital LLC and a portfolio manager of Carmot Cayman Tail Risk fund, a quantitative tail risk plus equity market-neutral fund. Before founding Carmot, from 2006 through 2013 George was a Director of Quantitative Research at Bailard Inc and a portfolio manager of the Bailard Long/Short fund, a multistrategy market-neutral equity fund.
Download his presentation to find out what he had to say on:
- A customer’s biggest pain
- The nature of the hedge fund business
- Several factors affecting the hedge fund industry
- The progressive worsening of liquidity crunches
- How the market sentiment is changing
- What’s the worst that can happen?
Dr. Sokoloff earned his MS in Applied Mathematics from Moscow Institute of Physics and Technology in 1998 and a PhD in Management Science and Engineering from Stanford University in 2006. Dr. Sokoloff is a CFA charterholder since 2006.
This years Trading Show West Coast will take place on March 5, 2015 in San Francisco. Some of the topics being discussed at this years event are the macro outlook for 2015, parallels between trading and sports betting, and cloud computing.