Senior Vice President, Senior Portfolio Manager
Afam Capital, Inc.
As a member of the Innealta Investment Committee, direct portfolio management decisions across four tactical multi-asset-class exchange-traded fund (ETF)-based strategies. Publish commentary to support the work of the Investment Committee. Leverage extensive ETF-specific knowledge and Innealta Capital’s unique competencies in managed ETF-portfolio solutions to expand firm visibility and growth across a range of advisory platforms and client profiles. Develop investment-related quantitative frameworks using the R and Matlab statistical computing platforms, with particular emphases on time-series and cross-sectional valuation analytics.2012 – 2014Inform investment decisions through the quantitative estimation of the risk-relative return potential of a multi-asset-class investment opportunity set within the context of evolving global macroeconomic conditions. Utilizing both R and Matlab, replicate (from original non-code-based systems) and enhance Innealta's quantitative frameworks to create a foundation for expansion in analytical capabilities. Develop user interface for the frameworks to ease review, reporting and diagnostics.2009 – 2011Aid in the due-diligence review of acquisition candidate, Innealta Capital. Post-acquisition, systematically integrate Innealta’s portfolio management and research processes into the broader firm and direct the investment-related aspects of the expansion in Innealta product distribution.2004 – 2009Champion the reengineering of the Al Frank value investment methodology, shifting from ad-hoc, individual stock analyses to an algorithmic, factor-driven approach emphasizing cross-sectional peer-relative domestic-equity valuations. Advance portfolio construction methodologies to elevate portfolio diversification. Specialize in technology industry coverage: research and publish monthly technology industry investment newsletter; regularly appear on business news television to discuss the technology industry and value investing.