Elliot Noma | Managing Director
Garrett Asset Management

Elliot Noma, Managing Director, Garrett Asset Management

Dr. Noma is the founder of Garrett Asset Management, a systematic trading firm that uses technical systems to invest in futures, ETFs, and currencies. His research also includes applied decision making and the application of technology to solve real world problems. Prior to founding Garrett Asset Management, Dr. Noma was a portfolio manager running a fund of hedge funds and was the Chief Risk Officer at Asset Alliance, a seeder of hedge funds. 

Earlier in his career, Dr. Noma was Senior Risk Analyst, Fixed Income Products, Merrill Lynch Investment Managers (2000-2003). He was Director of Corporate Risk Management overseeing derivative and fixed income products within Deutsche Bank, Americas (1995-1999), and developed fixed income market strategies at, J.P. Morgan Securities (1993-1995). Dr. Noma‘s research has been published in numerous industry journals and scholarly periodicals. He is also active in the New York tech community writing a popular blog on data science, mobile computing, software development, deep learning and user-friendly interface design. Earlier this year he led a team that won an award from Intel at its Internet of Things hackathon.

Dr. Noma graduated from Dartmouth College with a B.A. in Mathematics. He received an M.A. in Mathematics and a Ph.D. in Mathematical Psychology from The University of Michigan.

Appearances:



TSC 2018 - DAY 2 @ 11:50

The quest for best ex and the alpha of trade performance – how are buy-side firms enhancing execution quality amidst changing market dynamics?

  • Buy-side control – what is driving buy-side firms to seek more power in the execution process? How will buy-side owned trading venues fit into the long-term picture for the equities market?
  • Cross-asset market microstructure – how are Reg NMS and MiFID II changing firms’ approach to sourcing liquidity? Has regulation ultimately improved or hindered execution?
  • Execution strategy – how are firms deploying algorithms in both dark and lit venues to locate the best price with minimal price leakage? 
  • Broker innovation – how are savvy brokers differentiating themselves to meet buy-side demands?
  • Clearing & settlement – is the post-trade process moving from a non-strategic necessity to a source of competitive differentiation?
  • Institutional vs. technical – how do execution needs differ between trading styles?
  • TCA & analytics – real-time analytics solutions to improve order routing and enhance execution quality

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