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Michael Tan's Online Resume
Achievements
2001 - Present Principal, Apothem Capital Management LLC, New York, NY
Portfolio Manager, Hite Capital Management, New York, NY
- Started investment advisory firm with backing from Larry Hite and grew assets under management to $100 million invested in various mean reversion, long/short equity, futures and options strategies.
- Developed as trading strategy consultant to Maple Securities USA, Inc models for exploiting inefficiency of analysts’ earnings estimates.
2000 – 2001 Portfolio Manager
1995 – 1997 VP & Director of Research, Graham Capital Management, CT
- Created and managed a mean reversion equity strategy with assets of $300 million.
- Developed trading strategies, portfolio and risk management software, and trained new PhD hires that laid foundation for research unit as assets for the firm's futures business grew from $30 million to $450 million.
1999 - 2000 Trader, Paloma Partners, Greenwich, CT
- Co-managed a global long volatility program created by Nassim Taleb that traded equity, equity index, currency and bond options; also developed all trading technology for firm including option risk spreadsheets and automatic systems for dynamically hedging option portfolios.
1997 - 1998 Quantitative Analyst, Banque Paribas, New York
- Created strategies for trading Treasury yield curve and forward rate spreads and interest rate options; co-managed portfolio of global bond and eurocurrency positions achieving a 29% return for 1998 on notional capital.
1994 – 1995 Research Scientist, Cambridge Hydrodynamics Inc, NJ
- Won $750,000 grant from U.S. government for computational research on granular flows using advanced numerical techniques and modern statistical mechanics.
Education
Princeton University PhD (1995), MA (1992) Applied & Computational Mathematics
Amherst College BA (1990) summa cum laude Physics
Cambridge University (1989) 2(I) Physics & Mathematics
CFA Charterholder
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