Independent Research Paper from Jean-Gabriel Prince of Prince Analytics LLC.
Prince Analytics LLC
Founded by Jean-Gabriel Prince, a senior data scientist with a dozen years of experience working for top hedge funds and asset managers worldwide. With an academic background in Applied Mathematics and Engineering, J-G has worked at top buy-side firms in London in New York, as a risk analyst, portfolio manager, quantitative researcher and trader. He has developed risk systems, trading algorithms, and published numerous quantitative research papers at top institutions. His area of expertise includes global macro trading, volatility trading, machine learning, and alternative datasets.