Timothy Miller
Senior Index Analyst @Legal & General
Signup · Get unlimited contacts
WORK HISTORY
Senior Index Analyst @Legal & General
Chicago, IL, US
Develop Value-Add/Alpha Capture strategies.Rigorous statistical examination of various Value-Add equity index strategies. Addition and Removals - USA Multiple Common Equities - Global Index Reweighting - Global Merger Arbitrage - Global Initial Public Offerings - USA End of Day Price Impacting - USA Russell Reconstitution Price Sensitivity – USA Russell 1400 Tilt - USAAll strategies have been rigorously tested against in/out sample and are presented net of market. Results are financially material and statistically significant. Please request a copy of my research summary.
EDUCATION
ESSEC Business School
International Business Exchange Program
The University of Toledo
Bachelor of Business Administration (B.B.A.), Accounting
The University of Chicago Booth School of Business
MBA, Finance
ABOUT TIMOTHY MILLER
Event Driven | Long Short | Statistical Arbitrage | Relative ValueEnhanced Index | Program Trading | University of Chicago MBA | Alpha CaptureSmart Beta | Transaction Cost Analysis | Index Research | SQL, C++, VBA, R, Perl Highly successful analyst consistently outperforms benchmark utilizing various low volatility/positive return strategies. I have authored numerous statistical studies isolating various abnormalities in the marketplace. These strategies are alpha positive in the S&P, Frank Russell and MSCI indexes. Many of these trades exhibit very attractive Sharpe ratios resulting in positive tracking error.Please contact me for complimentary copies of research I have authored.Executive summaries of some of my work are available at:http://independent.academia.edu/TimothyMiller
This profile is compiled from publicly available professional sources. Unifers is not affiliated with or endorsed by LinkedIn. Request removal of this profile.