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Pure Play, LLC
Pure Play's co-founders Nardin Baker and Paul Aaronson jointly have more than 50 years experience in quantitative asset management.

Nardin Baker's research was pioneering as it questioned the fundamental principles of the CAPM model and he had already published his findings in the late 90's. Today, his published articles in the specialized financial literature are widely accepted and referenced by many equity market specialists. One of his major contributions is in the field of building portfolios with significantly lower risk than their benchmarks, while maintaining or even improving their returns. Nardin Baker's advanced equity portfolio construction models are used to advise on USD 3.5 Bn of AuM.


Nardin Baker:
  • Positions held:
    • Pure Play, LLC, Founder, 2009, management of structured equity portfolio strategies for institutional investors using quantitative asset management techniques specializing in risk control, optimal portfolio construction, factor models for forecasting returns and asset allocation
    • Stone Keep Capital Management, CIO, 2007, development of fund ranking and prediction models using quantitative systems
    • Quantitative Equity Management, LLC, Massachusetts, Founder, 2003, management of structured global equity portfolio strategies for institutional investors
    • Batterymarch Financial Management, Boston, CIO of Non-US Developed and Global Equities
    • Baker Investment Group, Founder, 2000, institutional equity advisor managing US and global quantitative strategies
    • Grantham, Mayo, Van Otterloo & Co. LLC, Boston, Director of Global Asset Allocation & Tax-sensitive Equities Group
  • Academic literature:
  • Academic and Other:
    • University of Illinois, Urbana, 1987, MBA in Finance
    • University of Illinois, Urbana, 1985, BSc in Mechanical Engineering
    • Chartered Financial Analyst (CFA)
    • Member of the Boston Security Analysts Society, the Chicago Quantitative Alliance, the Berkeley Program in Finance, and the Boston chapter of the Quantitative Worker Alliance for Applied Finance, Education and Wisdom
    • Serves on the Trustees of Donation for the Episcopal Diocesan Investment Trust.
Paul R. Aaronson:
  • Positions held:
    • Pure Play, LLC, Co-Founder, 2009, management of structured equity portfolio strategies for institutional investors using quantitative asset management techniques specializing in risk control, optimal portfolio construction, factor models for forecasting returns and asset allocation
    • Stone Keep Capital Management, Managing Member, business development for fund ranking and prediction models using quantitative systems
    • PlusFunds Group, Inc., CEO, investment advisor and managed account platform with USD 3bn AuM for alternative investments
    • Standard and Poor’s Portfolio Services Group, Executive Managing Director, S&P Index services and portfolio advisory
    • Windrush Asset Management, LLC, co-founder, equity long-short hedge fund manager
    • Morgan Stanley, NY and London, Global Product Manager of International Equity Index Basket Products and ETF’s, Equity Derivatives group
    • Sullivan & Cromwell, NYC, securities lawyer
  • Academic and Other:
    • Yale Law School, New Haven, CT, Doctorate of Jurisprudence
    • Middlebury College, VT, B.A.
    • Member of New York State Bar
    • AdvisorShares Trust, Independent Trustee
    • Member iof the Emergency Medical Services Commission of New Canaan, CT.

 
 
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