Dmitri Alexeev, Ph.D. Email & Phone Number

Barrington, IL, US

AlphaBot is a technological platform for alternative investors, hedge fund managers, CTAs, databases, managed account platforms, consultants - basically all alternative industry participants. It's main goal is making life in the space easier by providing a complete and well integrated set of solutions to many routine and daily tasks from tracking.

Baker’s Lake Consulting is dedicated to building solutions to wide array of problems for our clients. From quantitative research and analysis to system design, architecture, and deployment, we are there for you to make complicated things simple, straightforward, and reliable. If you have data that you need analyzed, a system that needs to be improved, or a.

DE

• Focused on portfolio construction and modeling, top-tier manager selection and evaluation, global due diligence, performance profile tailoring and product optimization. Supervised daily investment activities.
• Headed Quantitative Research and supporting infrastructure.
• Actively managed approx. $1B broadly diversified investment platform with more than 20 managers and multiple products delivering low correlation to traditional asset classes utilizing both managed accounts and.
• Headed global manager selection and negotiations achieving preferential fees and terms considerably below current market levels.

DE

• Developed a unique active management investment methodology utilizing qualitative and quantitative factors delivering proven record of alpha generation, achieving best in class performance profile classification by.
• Focused on identifying predictable and repeatable manager return characteristics minimizing return noise and achieving superior risk-adjusted returns, utilizing Strategic and Tactical allocation shifts to take.
• Created a complete research environment with Matlab interfaces, libraries, databases and reports aggregating performance, exposure, risk, market, and competition data from a number of sources for streamlined large.

London, London, GB

• Developed and supported manager risk analysis tools, coordinated global team efforts on locations in London, UK, Pfaffikon, Switzerland, and Chicago, US. Developed portfolio optimization and alpha-generating allocation.
• Implemented Matlab based applications for portfolio and hedge fund factor analysis for Man Group’s $80B hedge fund portfolio
• Co-authored a research paper on factor-based VaR estimation for hedge fund portfolios
• Designed, built, and programmed SQL Research Database for Risk Management and Quantitative Research aggregating hedge fund return data, portfolio composition data, and various static information from a number of.

• Headed the Quantitative Research team responsible for product design and analysis. Supervised teams of researchers, system developers, web designers, system administrators and database operators responsible for various.
• Spearheaded implementation of HFRX investable family of hedge fund indices and related products, responsible for growth of AUM in the product line to $2.5B, and the company – to more than $4B.
• Designed and implemented Managed Accounts platform architecture, database logic, and interface features of internal pricing and risk monitoring system, responsible for processing data for 100+ hedge funds, 30k+.
• Researched and managed quantitatively driven customized portfolios of hedge funds with $60M AUM.
• Supervised HFR Database team maintaining and distributing data on more than 10,000 hedge funds via industry leading HFR Hedge Fund Database.

Chicago, Illinois, US

• Researched stock selection models using fundamental and statistical data analysis techniques, built predictive pricing models and deployed risk management system to optimize portfolio exposure.
• Designed and coded internal trading and portfolio management system in VB with daily reporting functionality managing $300M daily.
• Optimized portfolio's risk exposure employing industry leading Barra Aegis system.
• Developed programs for CRSP, MarketGuide and ValueLine databases processing of thousands of equity prices and related data (splits, earnings, pricing and valuation ratios, etc.)

Ph.D., Mathematics

M.S., Mathematics

Control Systems