
Sassan Alizadeh, PhD
Adjucnt Professor of Finance
Financial Econometrics,
Volatility Estimation, Systematic Trading, Fix Income
Dr. Sassan Alizadeh has over 15 years experience in
systematic and quantitative trading. He began his
career as the first Manager of Research at
Quantitative Financial Strategies under the
supervision of Dr. Sanford Grossman. Later he was a
proprietary trader at Bear Stearns where he traded
several different systematic and quantitative
strategies including the Global Macro Model and an
Options Trading Model based on the term structure of
volatility. He later joined Parametric Capital
Management as head of Futures Trading where he
implemented and traded a currency and commodity global
macro model. Dr. Alizadeh is a Portfolio Manager at
Highbridge Capital Management and President of
Highview Global Capital Management, LLC. Dr. Alizadeh
has a B.S. and M.S. in electrical engineering from
Tufts University, a M.B.A. from The Wharton School and
a Ph.D. in Economics from The University of
Pennsylvania. Dr. Alizadeh has performed academic
research in various areas of finance and was awarderd
first prize at the Wharton School's Rodney L. White
Center for Financial Research for outstanding working
paper in investment research for 2001.
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