The Stream | Behind the Algo
Wednesday February 28, 2024

In an insightful conversation on "The Stream," hosted by Edouard Robbes, Jaffray Woodriff, CEO and Chief Scientist of QIMA Ville, shares his journey from a fascination with squash to pioneering in the field of quantitative hedge funds. Woodriff discusses the lessons learned from squash that apply to his professional life, his efforts to establish data science at the University of Virginia, and the evolution of his work in algorithmic trading and machine learning. He highlights the importance of collaboration, detailing the formation of his research team and reflecting on the enduring patterns within markets despite technological advancements. This dialogue offers a deep dive into Woodriff's multifaceted career and his contributions to finance and education, revealing a leader who continuously seeks knowledge and innovation.

Keynotes | Panels

Speaker Bio

Jaffray Woodriff's Photo

Jaffray Woodriff

CEO & Chief Scientist, Quantitative Investment Management LLC

CEO & Chief Scientist, Quantitative Investment Management LLC

Jaffray is CEO & Chief Scientist of QIM, which he co-founded in 2003. He has over 30 years of experience developing quantitative trading systems. Jaffray guides the firm’s broader research efforts. He and the research team are responsible for the innovation and improvement of all QIM’s models and techniques that underlie the firm’s predictions, risk management, and trading. In 2000, he and Michael Geismar co-founded DHR LLC., an equities investment program. From 1998 to 2000, he served as a director in the Treasury department, trading proprietary funds in futures, currencies, and U.S. equities for Société Générale. In 1994, Jaffray founded Woodriff Trading as a CTA, managing client money until 1997. He also served as head trader for Blue Ridge Trading from 1991 to 1994. Jaffray graduated from the University of Virginia in 1991 with a BS from the McIntire School of Commerce. The University of Virginia’s School of Data Science was funded by a major donation from the Quantitative Foundation, where Jaffray serves as a trustee. Jaffray is an avid squash player, and has been honored with a U.S. Squash Special Recognition Award for his leadership and substantial contributions to squash in the U.S.A.

Jaffray is CEO & Chief Scientist of QIM, which he co-founded in 2003. He has over 30 years of experience developing quantitative trading systems. Jaffray guides the firm’s broader research efforts. He and the research team are responsible for the innovation and improvement of all QIM’s models and techniques that underlie the firm’s predictions, risk management, and trading. In 2000, he and Michael Geismar co-founded DHR LLC., an equities investment program. From 1998 to 2000, he served as a director in the Treasury department, trading proprietary funds in futures, currencies, and U.S. equities for Société Générale. In 1994, Jaffray founded Woodriff Trading as a CTA, managing client money until 1997. He also served as head trader for Blue Ridge Trading from 1991 to 1994. Jaffray graduated from the University of Virginia in 1991 with a BS from the McIntire School of Commerce. The University of Virginia’s School of Data Science was funded by a major donation from the Quantitative Foundation, where Jaffray serves as a trustee. Jaffray is an avid squash player, and has been honored with a U.S. Squash Special Recognition Award for his leadership and substantial contributions to squash in the U.S.A.

Manager Sessions

Full Agenda

09:00 a.m. – 10:00 a.m.

Speaker Bio

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Jaffray is CEO & Chief Scientist of QIM, which he co-founded in 2003. He has over 30 years of experience developing quantitative trading systems. Jaffray guides the firm’s broader research efforts. He and the research team are responsible for the innovation and improvement of all QIM’s models and techniques that underlie the firm’s predictions, risk management, and trading. In 2000, he and Michael Geismar co-founded DHR LLC., an equities investment program. From 1998 to 2000, he served as a director in the Treasury department, trading proprietary funds in futures, currencies, and U.S. equities for Société Générale. In 1994, Jaffray founded Woodriff Trading as a CTA, managing client money until 1997. He also served as head trader for Blue Ridge Trading from 1991 to 1994. Jaffray graduated from the University of Virginia in 1991 with a BS from the McIntire School of Commerce. The University of Virginia’s School of Data Science was funded by a major donation from the Quantitative Foundation, where Jaffray serves as a trustee. Jaffray is an avid squash player, and has been honored with a U.S. Squash Special Recognition Award for his leadership and substantial contributions to squash in the U.S.A.

Edouard Robbes's Photo

Edouard Robbes

Moderator

Partner, President
Thalēs

Partner, President, Thalēs

Edouard Robbes is a Partner at Thalēs where he leads the firm's manager sourcing, capital introduction, and capital raising efforts. Before Thalēs, Edouard held a similar position at Société Générale in New York. Prior to this, he was a hedge fund analyst and portfolio manager at AXA Investment Managers and began his career in 2002 as a hedge fund analyst at SG Asset Management. Edouard received a B.S. in Economics and a M.S. in Finance from Université Paris-Dauphine, France.

Jaffray Woodriff's Photo

Jaffray Woodriff

CEO & Chief Scientist
Quantitative Investment Management LLC

CEO & Chief Scientist, Quantitative Investment Management LLC

Jaffray is CEO & Chief Scientist of QIM, which he co-founded in 2003. He has over 30 years of experience developing quantitative trading systems. Jaffray guides the firm’s broader research efforts. He and the research team are responsible for the innovation and improvement of all QIM’s models and techniques that underlie the firm’s predictions, risk management, and trading. In 2000, he and Michael Geismar co-founded DHR LLC., an equities investment program. From 1998 to 2000, he served as a director in the Treasury department, trading proprietary funds in futures, currencies, and U.S. equities for Société Générale. In 1994, Jaffray founded Woodriff Trading as a CTA, managing client money until 1997. He also served as head trader for Blue Ridge Trading from 1991 to 1994. Jaffray graduated from the University of Virginia in 1991 with a BS from the McIntire School of Commerce. The University of Virginia’s School of Data Science was funded by a major donation from the Quantitative Foundation, where Jaffray serves as a trustee. Jaffray is an avid squash player, and has been honored with a U.S. Squash Special Recognition Award for his leadership and substantial contributions to squash in the U.S.A.