Bond Intelligence
Tim is a Boeing Endowed Chair Professor of Applied Mathematics and the director of the Computational Finance and Risk Management Programs and the founder of Quantitative Analytics Lab at the University of Washington. His research focuses on the development of quantitative models and computational methods for financial applications, such as derivatives pricing, algorithmic trading, exchange-traded funds (ETFs), commodities, and credit risk. Funded by the National Science Foundation (NSF), he has published over 60 peer-reviewed articles and three books, including Optimal Mean Reversion Trading, selected as one of the 100 Best Derivatives Books of All Time.
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Bond Intelligence
In an industry where almost every market participant has access to the same core financial and fundamental data, investment firms are looking for Alternative Analysis seeking Differentiated Insights to unlock untapped Alpha. Bond Intelligence is building the Moneyball for institutional traders and investors.