Justin L.
Education
Santa Clara University
MBA, -
Santa Clara University
BS, Computer Engineering -
De La Salle High School
, -Work Experience
Current
Active Yield Capital Management
2021-08-01 - 2024-03-01
Active Yield Capital Management
Uptake
2018-09-01 - 2020-03-01
Uptake
StratiFi Technologies Inc
2016-08-01 - 2018-03-01
StratiFi Technologies Inc
Quantopian Inc.
2014-11-01 - 2016-07-01
Quantopian Inc.
Palantir Technologies
2010-02-01 - 2014-03-01
Palantir Technologies
Self-employed
2008-02-01 - 2010-02-01
Self-employed
Hedge Fund
2006-10-01 - 2008-02-01
Hedge Fund
BlackRock
2005-08-01 - 2006-10-01
BlackRock
Harmonic
2000-01-01 - 2005-03-01
Harmonic
Skills
Summary
Currently: Trading and investing across a variety of asset classes (stocks, options, bonds, private companies). Methodology can be broadly described as incorporating asset specific quant signals coupled with various macroeconomic fundamental overlays viewed through a quantitative lens. Heavy emphasis on using options for risk-management and cash-flow generation in an unleveraged and fully-collateralized manner. Previously: • Founded and launched a quantitative investment advisor focused on using derivatives to complement the portfolios of long-term investors. Primary focus is the application of data science research to create option strategies intended to generate short-term cashflow in the context of an investor's existing equity portfolio. • Early engineer at Palantir Technology. Customer facing role focused initially on financial services at some of the the world's largest banks. Role evolved into prototyping original solutions for new clients across a variety of industries as the company experienced tremendous growth between 2010-2014. • Head trader for multiple portfolios at a Silicon Valley hedge fund with ~$100M AUM. • Original developer of Pyfolio, a Python based quantitative finance library: https://github.com/quantopian/pyfolio
