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Alan Nash
Aleph One LLC |
I am the founder and manager of Aleph One LLC, a quantitative hedge fund based in La Jolla, California,
which is a joint venture with Tradeworx.
Previously, I have been:
- VP of investment research at Tradeworx, a quantitative hedge fund,
- a researcher in the
theory group
at the
IBM Almaden Research Center,
- an independent consultant,
- Chief Scientist at Systran Software
(software for automatic translation of human languages, including
Babel Fish),
- founder and CEO of
Tesuji (educational software),
and
- a systems manager, systems architect, and assistant VP at
Merrill Lynch (financial services).
I spent two summers (2004 and 2005) at Microsoft Research as a result of my
Microsoft Research Fellowship.
I studied at the University of California, San Diego
where I got a Ph.D. in
mathematics
and a Ph.D. in
computer science.
My advisors there were
Russell Impagliazzo,
Jeff Remmel,
and
Victor Vianu.
My research was in
applications of logic to database theory and computational complexity, but currently
I am involved in research that applies to mathematical and computational finance.