Michael Astor

Mr. Astor's primary responsibilities are the ongoing enhancement of the firm’s proprietary tactical asset allocation and equity valuation models.
He researches and tests non-linear relationships in relative valuation between stocks and bonds, and implements enhanced modeling techniques in our equity valuation process.
He brings over 20 years of professional and academic experience with the use of genetic algorithms, neural-networks and other non-linear modeling concepts to quantitative analysis solutions.
Mr. Astor joined the firm in 2000 from First Data Corporation where he was a senior statistician.
Previously, he worked as a quantitative researcher at Riverside Research Institute, where he developed statistical pattern recognition models.
He was also an information officer at Chase Manhattan Bank and a quantitative consultant at Inductive Inference, where he developed neural-net based financial models.
He has authored and co-authored numerous articles published in professional journals.
Mr. Astor holds both a BS and an MS in electrical engineering from Columbia University, where he also completed doctoral level coursework in applied mathematics.