Chicago, United States
Teza Capital
– Launched Oct 2014
- AUM > US$500m
Founded by ex Global Head of High Frequency Trading, Misha Malyshev, Teza Capital is a global systematic quant fund specializing in futures and equities in US & Europe markets. After raising $1.2b in 2014 performance of the multi quant offering suffered a drawdown in 2016. They removed the Stat Arb strategies and people responsible for the models and since then have traded a short-term futures trading strategy that has recovered swiftly the high water mark. They have also added two Stat Arb programs (short-term and medium term) Since AUM dropped following the drawdown investor interest has returned and they are growing again.
Teza is Chicago based with a research office in New York – 54 employees with 20 holding PhD’s in science, engineering, computer science and mathematics.
Academic experiences:
Misha has led Teza Group as the CEO since the company’s founding in 2009. He earned his Ph.D. in Astrophysics from Princeton University in 1998. He also holds a M.S. in Theoretical Physics and a B.S. degree summa cum laude in Physics and Mathematics from Moscow Institute of Physics and Technology.
Work experiences:
Dr. Malyshev worked for Bell Labs conducting scientific research until 2000. From 2000 through early 2003, he worked as a consultant with McKinsey & Company.
Dr. Malyshev joined Citadel Investment Group, L.L.C. in April 2003 as a member of its strategy group. In 2004, he moved to Citadel’s Quantitative Analytics group, where he developed a quantitative trading business.
Dr. Malyshev was promoted to the position of Managing Director and Global Head of High Frequency Trading at Citadel, where he resigned in the winter of 2019.
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