Marcos Lopez de Prado — Co-Founder

Dr. Marcos López de Prado OMC is a hedge fund manager known for pioneering machine learning and statistical inference methods that are now widely adopted at some of the largest investment corporations. He is currently the Global Head of Quantitative R&D at the Abu Dhabi Investment Authority (ADIA), one of the largest sovereign wealth funds, Professor of Practice at Cornell University's College of Engineering, and Research Fellow at Lawrence Berkeley National Laboratory (U.S. Department of Energy, Office of Science). The U.S. Congress has invited him to testify on AI policy, he is the named inventor in numerous patents, and the Social Science Research Network (SSRN) ranks him among the 10 most-read authors in Economics. His contributions have earned him several scientific, state, and industry awards, including the National Award for Academic Excellence (1999) from the Kingdom of Spain, two "Quant of the Year" awards (2019, 2021), and the Bernstein Fabozzi / Jacobs Levy Award (2024) from The Journal of Portfolio Management. In 2024, His Majesty King Felipe VI and the Government of Spain appointed him Knight Officer of the Royal Order of Civil Merit (OMC), "for distinguished services to science and the global investment industry." For more information, visit: www.QuantResearch.org

Stackforce AI infers this person is a Fintech expert with a strong focus on quantitative research and machine learning.

Location: Abu Dhabi, United Arab Emirates

Experience: 26 yrs 4 mos

Career Highlights

Pioneered machine learning methods in finance.
Ranked among top 10 most-read authors in Economics.
Recipient of multiple prestigious industry awards.

Work Experience

ADIA Lab

Founding Member, Advisory Board (3 yrs 5 mos)

Abu Dhabi Investment Authority (ADIA)

Global Head - Quantitative Research & Development (6 yrs 4 mos)

AQR Capital Management

Partner, Head of Machine Learning (1 yr)

TRUE POSITIVE TECHNOLOGIES, L.P.

Founder (8 yrs 2 mos)

The Journal of Financial Data Science

Founding Editor (8 yrs 4 mos)

Cornell University

Professor of Practice (11 yrs 4 mos)

GUGGENHEIM PARTNERS

Senior Managing Director (4 yrs)

LAWRENCE BERKELEY NATIONAL LABORATORY

Research Affiliate (15 yrs 4 mos)

TUDOR INVESTMENT CORPORATION

Head of Global Quantitative Research (5 yrs)

CITADEL INVESTMENT GROUP, LLC

Senior Quantitative Researcher (2 yrs)

UBS

Head of Quantitative Equity Research (3 yrs)

BBVA

Quant Strategist & Derivatives Trader (3 yrs)

Education

Postdoctoral Research Fellow at RCC at Harvard University

Visiting Scholar at Cornell University

Ph.D. at Universidad Complutense de Madrid

Ph.D. at Universidad Nacional de Educación a Distancia - U.N.E.D.

B.Sc. at Universidad de Santiago de Compostela

Marcos Lopez de Prado

Co-Founder

Abu Dhabi, United Arab Emirates26 yrs 4 mos experience

Most Likely To SwitchHighly Stable

Key Highlights

Pioneered machine learning methods in finance.
Ranked among top 10 most-read authors in Economics.
Recipient of multiple prestigious industry awards.

Stackforce AI infers this person is a Fintech expert with a strong focus on quantitative research and machine learning.

Contact

Skills

Other Skills

Trading SystemsMarket MicrostructurePortfolio ManagementRisk ManagementQuantitative FinanceEconomicsHigh Frequency TradingQuantitative AnalyticsEquitiesHedge FundsDerivativesAlternative InvestmentsTrading StrategiesFinancial MarketsTrading

About

Experience

26 yrs 4 mos

Total Experience

6 yrs 1 mo

Average Tenure

15 yrs 4 mos

Current Experience

Adia lab

Founding Member, Advisory Board

Dec 2022 – Present · 3 yrs 5 mos

https://www.adialab.ae/advisory-board

Abu dhabi investment authority (adia)

Global Head - Quantitative Research & Development

Jan 2020 – Present · 6 yrs 4 mos · Abu Dhabi, Abu Dhabi Emirate, United Arab Emirates

Aqr capital management

Partner, Head of Machine Learning

Aug 2018 – Aug 2019 · 1 yr · Greenwich, CT

True positive technologies, l.p.

Founder

Mar 2018 – Present · 8 yrs 2 mos · Greater New York City Area

TPT helps bring Asset Management into the Age of Machine Learning

The journal of financial data science

Founding Editor

Jan 2018 – Present · 8 yrs 4 mos · United States

https://jfds.pm-research.com/journal-information

Cornell university

Professor of Practice

Jan 2015 – Present · 11 yrs 4 mos · Greater New York City Area

I teach Machine Learning at the School of Engineering

Guggenheim partners

Senior Managing Director

Jan 2014 – Jan 2018 · 4 yrs · Greater New York City Area

I founded and led Guggenheim Partners’ Quantitative Investment Strategies (QIS) business, with the goal of applying cutting-edge machine learning to the development of high-capacity strategies that delivered superior risk-adjusted returns, receiving $13 billion in assets from institutional investors.
Press release from Guggenheim Partners (02/06/18): https://goo.gl/utShhN
Guggenheim Partners has over $305 billion AUM. All of the affiliated insurance companies gave their largest allocations to my business unit.
http://www.GuggenheimPartners.com

Lawrence berkeley national laboratory

Research Affiliate

Jan 2011 – Present · 15 yrs 4 mos · Berkeley, CA

Scientist at the Computational Research Division.
Berkeley Lab is a member of the national laboratory system supported by the U.S. Department of Energy through its Office of Science. It is managed by the University of California (UC) and is charged with conducting unclassified research across a wide range of scientific disciplines. Thirteen scientists associated with Berkeley Lab have won the Nobel Prize. Fifty-seven Lab scientists are members of the National Academy of Sciences (NAS).
http://www.lbl.gov

Tudor investment corporation

Head of Global Quantitative Research

Jan 2008 – Jan 2013 · 5 yrs · Greater New York City Area

Tudor Investment Corporation manages approx. $15 billion. Its outstanding track record spans over the last 3 decades. It has been ranked best hedge fund worldwide in Alpha generation by ABSOLUTE RETURN + ALPHA Journal (September 2009).
http://www.tudorfunds.com

Citadel investment group, llc

Senior Quantitative Researcher

Jan 2005 – Jan 2007 · 2 yrs · Greater Chicago Area

Ubs

Head of Quantitative Equity Research

Jan 2001 – Jan 2004 · 3 yrs · Zurich, Switzerland

Quantitative Research and programming. Development of Statistical models for determining trading opportunities. Portfolio Optimization and Asset Allocation with Alternative Investments. Asset Pricing and Risk Measurement.
Forced Ranking 2003: Level 1 (top decile). PMM 2001: A2, PMM 2002: A1, PMM 2003: A1.
http://www.ubs.com

Bbva

Quant Strategist & Derivatives Trader

Jan 1998 – Jan 2001 · 3 yrs · Madrid Area, Spain

Proprietary Trader at the Equity Relative Value Desk.
Relative value models for various trading desks.
Pricing, hedging and management of portfolios with financial derivatives, structured and synthetic products.
http://www.bbva.es