Richard Hollos

I am a physicist by training, and now work in quantitative finance. I have recently co-authored a book Bet Smart: The Kelly System for Gambling and Investing with my brother Stefan Hollos. Stefan and I are business partners at QuantWolf where we develop quantitative finance software. Our interests include risk management, pricing financial derivatives, statistical arbitrage, algorithmic trading, and financial market modeling. We are available for consulting in these areas.

In my previous work as a physicist, I have taken part in research with my brother Stefan on lattice Green functions, electromagnetic modeling, development of software for electronic band structure calculations, NMR signal processing, data analysis, magnetic field measurement circuits, data acquisition circuits, and RF circuits for an NMR spectrometer.

My research interests are:

• Quantitative finance (risk management, pricing financial derivatives, statistical arbitrage, algorithmic trading, and financial market modeling).
• Signal processing and pattern recognition of financial data. Related documents and programs my brother and I have written are posted here.
• Computer programming languages, and computer science.
• Mathematics.

Other interests/hobbies:

• Hiking and skiing in Rocky Mountain National Park, the Indian Peaks, and foothills near Longmont, Colorado. My brother Stefan and I have a hiking blog.
• Learning human languages. I am currently learning Hungarian (my Dad's native language), and am always trying to improve on my German (my Mom's native language), which I can speak fairly well.
• Enjoying my Mom's Bavarian cooking: schnitzel, spatzeln, strudel, pfannkuchen, maultaschen, rohrnudeln, semmischerzeln, vanillekipferl, etc.

Here is a list of books I've read recently, with comments.

Publications

Contact information:
Richard Hollos
richard[AT]exstrom DOT com
(303) 678-1487