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Proprietary trading: truth and fiction by P. Muller - Quantitative Finance Magazine 8 Apr 2010

ptunneyptunney Posts: 246
in Alpha Sources

https://faculty.fuqua.duke.edu/~charvey/Teaching/BA453_2004/Muller_Proprietary_trading.pdf

From Article..
Peter Muller (Managing Director, Head of Process Driven Trading at Morgan Stanley Dean Witter, New York) who has spent eight years buliding what he describes as a 'reasonably sucessful proprietary
trading group', introduces some of the issues behind his strategies - without giving his game away.

Wikipedia...
Pete Muller is an American hedge fund manager and quantitative trader who founded PDT Partners in 1993 as part of Morgan Stanley's trading division, which spun out as an independent business in 2012. He was described by Bloomberg.com as an "unlikely executive", a 47-year-old math wizard, and a person with diverse intellectual interests and hobbies. Muller is also a singer-songwriter who has recorded and released three studio albums.

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