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Jonathan Kinlay is a quantitative researcher and hedge fund manager. He is founder and CEO of Systematic Strategies, LLC, a systematic hedge fund that deploys high-frequency trading strategies using news-based algorithms.

Kinlay was the founder and General Partner of the Caissa Capital hedge fund, whose volatility arbitrage strategies were developed by Kinlay's investment research firm, Investment Analytics. Caissa, which managed $400M in assets, was ranked by FIMAT as the top performing fund in its class in 2004. Kinlay went on to establish the Proteom Capital, whose statistical arbitrage strategies were based on pattern recognition techniques used in DNA sequencing. Kinlay was formerly Global Head of Model Review at the US investment bank Bear Stearns.

Kinlay holds a PhD in economics and has held positions on the faculty of New York University's Stern School of Business,[1] Carnegie Mellon University and Reading University. Kinlay is a regular conference speaker and writer on investment research, hedge fund investing and quantitative finance.[2] Kinlay was a member of England's chess team that won gold in the World Student Olympiad in Mexico in 1978 and won the British Under-18 Chess Championship in 1973.[3] He is the son of Fleet Street editor James Kinlay and father of British actress Antonia Kinlay.

Education

In 1979, Kinlay earned his MS in statistics at University of Sheffield. Then later earned his MBA major in Finance and Financial Management Services at London Business School, year 1995. In early 2005, he earned his latest degree of PhD in economics at Bristol University.

Research and publications

References

  1. ^ Kinlay at NYU Faculty site[permanent dead link]
  2. ^ See for example Quantitative Research and Trading Blog
  3. ^ List of British Chess Champions
  4. ^ Kinlay, Jonathan (Jun 2023). "Equity Analytics". Amazon.
  5. ^ Kinlay, Jonathan (Mar 2005). "Estimating Historical Volatility". SSRN 4384038.
  6. ^ Kinlay, Jonathan (Mar 2023). "Meta Strategies and Their Applications". SSRN 4389774.
  7. ^ Kinlay, Jonathan (Jun 2023). "Can Machine Learning Techniques Be Used to Predict Market Direction? - the 1,000,000 Model Test". SSRN 4461437.
  8. ^ Kinlay, Jonathan (Mar 2023). "Synthetic Market Data and Its Applications". SSRN 4380552.
  9. ^ Kinlay, Jonathan (Feb 2023). "Modeling Asset Volatility". SSRN 4354545.
  10. ^ Kinlay, Jonathan (Mar 2023). "Volatility Forecasting in Emerging Markets". SSRN 4372960.
  11. ^ Kinlay, Jonathan (Jan 2011). "Range-Based EGARCH Option Pricing Models". SSRN 4357795.
  12. ^ "Metal Logic (NYSEARCA:GLD) | Seeking Alpha".
  13. ^ "Trading the Presidential Election | Seeking Alpha".
  14. ^ "Beating Amazon (NASDAQ:AMZN) | Seeking Alpha".
  15. ^ "Crash-Proof Investing (BATS:UVXY) | Seeking Alpha".
  16. ^ "Developing a Volatility Carry Strategy (BATS:VXX) | Seeking Alpha".
  17. ^ "Investing in Leveraged ETFs - Theory and Practice | Seeking Alpha".
  18. ^ "Creating Robust, High-Performance Stock Portfolios | Seeking Alpha".
  19. ^ "Enhancing Mutual Fund Returns with Market Timing | Seeking Alpha".
  20. ^ "How to Bulletproof Your Portfolio | Seeking Alpha".
  21. ^ "Active Trader: Jonathan Kinlay, Systematic Strategies". Archived from the original on 2010-11-23. Retrieved 2010-11-11.
  22. ^ "The Best of Wilmott 1: Incorporating the Quantitative Finance Review | Wiley".
  23. ^ Sicilian, Keres attack. B.T. Batsford. 1981. ISBN 9780713421392.
  24. ^ Wilmott.com Archived 2009-12-31 at the Wayback Machine