Bob earned his bachelor's degree in Physics from Princeton University in 1990 and his doctorate in Physics from Carnegie Mellon in 1995. While at Princeton he worked in the cyclotron laboratory, operating the cyclotron and performing computational simulations related to neutrino detection. At Carnegie Mellon, his thesis involved developing a practical computer modelling procedure for solving optical engineering problems.
Bob then worked for nine years at MIT’s Lincoln Lab (one of the national defense labs) in the Directed Energy Group, performing simulations and analysis of high energy laser beam propagation through the atmosphere for missile defense applications.
Becoming interested in finance, Bob then joined a boutique outsourced-CIO for UHNW families and foundations, where he worked for ten years, developing the majority of the firm’s intellectual property for hedge fund analysis, risk management, forecasting, and asset allocation. He also devised and ran various liquid alternative and hedging strategies.
Bob departed in April of 2015 to co-found Omicron Systems with the goal of further developing uncorrelated systematic strategies, managing a $20 million portfolio for a large Trust.
Bob has now founded SBV Research to bring his risk analysis, forecasting, and systematic investing strategies to a broader audience. He has been a Top-10% Author on SSRN in 2020.
LINKS:
SSRN Author Page
LinkedIn Profile
Email: research@stockbob.com
