Gordon Ritter joined GSA in 2015 as a Senior Portfolio Manager and leader of a team pursuing a broad range of statistical arbitrage strategies across geographies and asset classes. Gordon is also responsible for directing all research in GSA's New York office. GSA has won the Equity Market Neutral & Quantitative Strategies category at the Eurohedge awards four times in the last six years, with numerous other awards.
Prior to joining GSA, Gordon was a Vice President of Highbridge Capital Management and a core member of the firm's statistical arbitrage group.
Concurrently with his position at GSA, Gordon is an Adjunct Professor at NYU, where he teaches a graduate course in advanced econometric modelling which he designed. He also teaches at Rutgers and Baruch College, and is frequently invited to speak at the top industry conferences, such as Risk USA and Global Derivatives.
Prior to entering the hedge fund industry in 2007, Gordon completed his PhD in mathematical physics at Harvard University, where he published papers in top international journals across the fields of quantum computation, quantum field theory, and abstract algebra. He earned his Bachelor's degree with honors in Mathematics from the University of Chicago.
- Linking datasets from different data sources for a clearer, more accurate outcome
- Process of data linkage as applied to financial market
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