ABOUT US
Before founding Anthill Advisors, Dr Val Prasad was the Head of Execution Research at ExodusPoint Capital Management, the largest multi-asset hedge fund start-up to-date. He was responsible for the research and development of algorithmic execution models, the implementation of trade execution strategies, and the evaluation and optimization of transaction costs. He also helped build out the data and analysis platform for research and portfolio management from scratch. He interacted with the risk and trading teams, and worked closely with portfolio managers in developing and improving their strategies and technology decisions.
In addition to his responsibilities as Head of Execution Research, Dr Prasad ran a highly successful machine-learning event-driven equity strategy.
Prior to ExodusPoint Capital Management, Dr Prasad was the Head of Execution Research at Schonfeld Strategic Advisors; a portfolio manager at both WorldQuant, LLC., and Prediction Company; and a quantitative researcher at Credit Suisse.
With over 15 years of quantitative trading and modeling experience, having worked on both the sell- and buy-side in execution research and portfolio management. Dr Prasad has designed, built, traded and managed all aspects of quantitative portfolio management and automated trading systems.
Dr Prasad is also an adjunct professor at Cornell University. He teaches a graduate course titled "Quantitative Portfolio Management: From Model to Market", and has mentored several students who are leading successful careers in the financial industry.
Before entering the financial sector, Dr Prasad was a physicist at Yale University and Lawrence Berkeley National Laboratory. He specialized in experimental particle physics and cosmology. He has published over 40 papers in refereed scientific journals and has won several international awards for his work. He was also a member of the Supernova Cosmology Project, which was awarded the Nobel Prize in Physics in 2011.
Dr Prasad graduated magna cum laude with a B.A. in Physics from Cornell University, and has a Ph.D. in Physics from the University of Chicago.
