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Gary founded Delta Hedge Systems in 1999, building on his experience as the hedge fund practice manager at MicroModeling Associates (later Plural, now Dell Professional Services). While at MMA/Plural Gary led business analysis, project management and large-scale system development efforts in creating and delivering solutions for hedge funds and prime brokers.
Prior to MMA, Gary ran the Excel trading desk prototype group for The Mocatta Group (now Bank of Nova Scotia), an international precious metals trading firm. There he created derivatives analytic tools integrating Excel and Unix trading systems. These firmwide tools included derivative and forward-based structured product simulations, exotic option pricing and management, historical statistical analysis and cross currency/cross asset class derivative pricing and management.
Gary also was a Senior Editor at Institutional Investor for five years, covering all aspects of the financial markets. He is a graduate of Northwestern University. | 