Gokhan J Kisacikoglu

WORK HISTORY

EDUCATION

ABOUT GOKHAN J KISACIKOGLU

Entrepreneur in risk management technologies and liquid alternative investment products with US index and sector portfolios* Quantitative developer for risk indices with derivative overlays and smart beta investing products since 2008* Software development for quantitative analysis, algorithmic asset allocation, and risk management strategies in US securities and commodities markets since 1998* Development of computational models, simulations and visualizations in engineering and visual arts since 1991* Over a decade of institutional and active electronic trading experience* Managed accounts with synthetic index portfolios for the friend and family assets since 2004* Development of asset management companies and partnerships since 2006* Commodities futures trading since 2008* Development of structured portfolios in alternative index funds since 2010, mainly with derivatives products (with US index options, futures and futures options)* Registered investment adviser (series 3, 30, 65) since 2010* Over two decades of prior experience in developing physically based and stochastic simulations and visualizations in government research and entertainment industry* Proprietary computer simulations with FEA approximations, partial derivatives modeling for the fluid and particle dynamics, procedural geometry, and collision problems* Volumetric rendering and lighting development in production* Specialized the visualization know-how to create hundreds of specialty visual effects shots in production* Related presentations, publications, and patenting of original work* Avid follower and contributor of all visual artsSpecialties: derivative overlays, alternative smart beta indices, alternative funds, quantitative developer, derivatives markets, business planning, applied mathematics, machine learning, physically based simulations, visual effects. Software: C#, C++, Matlab, Python, R, Java, PHP, Renderman.