Robert Reider

Rob Reiderhas been a quantitative hedge fund portfolio manager for over 15 years. He holds a PhD in finance from The Wharton School and is an adjunct professor at NYU, where he teaches a graduate course in the Math-Finance department called “Time series analysis and statistical arbitrage.” He has built asset-allocation models, financial planning tools, and optimal tax strategies for a robo-advisor.

Rob has given numerous lectures that combine Python with finance and has developed an online course entitled “Time series analysis in Python.” As a hedge fund manager, Rob has been involved in all aspects of the investment process, from discovering new trading strategies to backtesting, executing, and managing risk.