About Crowther Investment LLC Hugh Lagan Crowther has extensive experience and contacts from the Buy, Sell, Vendor and Academic sides of the investment business.  He has deep knowledge of global multi asset class product and research techniques:  quant, risk, fundamental, macro, FI/credit, trading, technical/market structure, TCA, CryptoCurrency/Blockchain/Bitcoin, derivatives, asset allocation, SRI/ESG, tax efficient, portfolio manufacturing/UMA/SMA/Robo, fund/manager, behavioral finance / mind control, news sentiment/big data, supply chain, FinTech, channel checking, developed/emerging/frontier markets; strong technology and investment data background. He is representing and selling machine learning based news sentiment for Alexandria Investment Research and Technology / Dow Jones.  www.alexability.com Hugh is a data scientist and investment data SME at Crowther Investment where he is performing quantitative research, building and managing portfolio analytics, systems and models; creating training and education; evaluating, acquiring, integrating and marketing research and investment technology for asset management and vendor consulting clients.  Prior to consulting, he developed and managed international portfolio analytics, risk management systems for Fidelity Management & Research. Before that he built and led the Quantitative Investment Research Systems group at Kidder, Peabody & Co. (now UBS). He began his investment career at Value Line, where he managed and marketed the Institutional Quantitative Equity Research business. His professional and academic leadership includes: Past Director: CFA Society Boston, 7/17 - 7/21, Investment Technology, Quant, Strat/Econ, FinTech Executive-In-Residence: Babson College Fund  Steerage Committee Member, Manager, one of the founders: Boston Quantitative Work Alliance for Applied Finance, Education & Wisdom QWAFAFEW Judge: Bull and Bear Debate, Year Up Boston MIT Sloan Investment Management Conference 2013 News Analytics / Quant Panel, 2014 Smart Beta / Quant Panel International Association of Financial Engineers; How I Became a Quant, MIT Nov 2010 Past President and director: Society of Quantitative Analysts SQA Former Adjunct Associate Professor: Brandeis University | International Business School Member: CFA Institute CFA I, Boston Economic Club, Boston Market Technicians Association MTA, Professional Risk Managers' International Association PRMIA, Global Association of Risk Professionals GARP, 80+ Meetups: Quant, Big Data, Data Science, AI, Machine Learning, Quantum Computing, FinTech, etc, etc Hugh holds a BSBA (Finance / Spanish) from the University of Denver, an MS (Management Engineering) and an MBA (International Business) from the University of Bridgeport.  He is a citizen of the USA and EU. Investment Research, Data, Tools & Products Experience Advent, Agile, Alexandria, Alternative Data, Alternatives, Astro Economics, Barclays Point (Lehman), Barra, Big Data, BlackRock (Aladdin), Blockchain, Bloomberg, Bridge, C/C++, Citigroup (Salomon Bros) Yield Book, ClariFI ModelStation (Capital IQ), Complex Event Processing, Columbia/Bank of America, Compliance, Corporate New Issues, Counterparty, CRSP, Customer & Involved Party, DAIS, Data Resources/Wharton Econometrics), Data Science, Datastream, Disclosure, Dow Jones, DTCC, Eagle PACE, EJV, Enterprise Data Management / EDM, Equity Research, ETL, Excel, Extel, FactSet, FAME (SunGard Data Solutions), Features & Services, FIBV, Fidelity Investments / FMR, Financial Asset & Event, Financial Times Actuaries, FinTech, First Call, FIX, FT Interactive Data (IDC), FTSE, Frontier Markets, Gerson Lehrman Group, CFA GIPS, GLOBAL INSIGHT (DRI-WEFA, Goldman Sachs, Google AdWords, Google Analytics, Hadoop, Hedge Funds HOLT CSFB, I/B/E/S (IBES), IDD/Tradeline, IFC, ISID+, ITG, JPMorgan, Legal/Para-legal, Lipper, M&A, machine learning, Macro-economic, market data, Market QA / TQA / QA Direct / QA Studio / Thomson Reuters Quantitative Analytics, Markit, MATLAB, Merrill Lynch, MetaStock, Micrognosis-MIPS, Micropal, Morningstar, MSCI, Muller, news sentiment, Northfield, Oracle, PACE, Point in Time, Portfolio Management, Portfolio Manufacturing, predictive analytics/modeling, PRISM, Putnam, R, reference data, Reuters, Reuters Marketfeed 2000, Reuters Triarch-SSL, Robo-Advisory, Russell, S&P Compustat, Xpressfeed(Capital IQ), S&P Credit Ratings, S&P Global Vantage, S&P Indices, S&P Research Insight(Capital IQ), S&P/MSCI GICS, Salomon Bros. Yield Book, Salomon Brothers Stockfacts, SAS, SDLC, Security Master (Products / Security Reference / Financial Instrument), SMA, SQL, social media analytics/sentiment, Standard & Poor's Compustat(Capital IQ), State Street, Tax Efficient Structured Equity, Telekurs, Thomson Reuters News Analytics (TRNA) / Machine Readable News, Thought Leadership, Tradeline International, Trading, UMA, Unstructured (Big) Data, Value Line, Vestek, Vickers, Vision (FactSet), Wall Street Office, Worldscope, WorldVest, Zacks Investment Process   Equity Research   Portfolio Construction   Equity Trading   Post-trade   Process Improvement Hugh Lagan Crowther (781) 640-3354 hugh@crowther-investment.com Global Quantitative Investment: Process, Data,Technology, Strategy, Marketing Data Science Consulting - Boston © Copyright 2002-2019