Pascal Magnollay is an expert and consultant with Bates Group and is based in the New York City metropolitan area. He has in-depth knowledge of markets in general with 24 years of trading system development experience. He has been trading currencies for over 20 years on behalf of clients and has managed a currency fund for several years while at DKR Fusion, a firm he founded with some partners. Mr. Magnollay has traded futures and spot, forward and option contracts in the inter-bank market. Through trading activities, he became very familiar with the FX prime brokerage business, 24-hour desks, credit lines, give-ups, execution platforms, analyzing streaming quotes and way of looking at risks.
He traded with up to 10 major banks’ execution platforms and had the chance to evaluate ECNs as well. As a result, he is familiar with the evolution of market conditions since the 80s. Mr. Magnollay also owned huge databases of daily and tick data that he studied extensively. He has written market commentaries for clients, understands current market conditions (range-bound, trending and volatility levels), and what possible likely scenarios might developed. He specializes in understanding earnings or returns of a portfolio given the leverage used, the portfolio diversification or concentration, margin level, etc. Additionally, Mr. Magnollay has created a methodology to identify and measure non-random behaviors of markets and maintains exceptional knowledge of quantitative finance, modeling, programming and computers.
Amberstone Capital Management LLC, Stamford, Connecticut, Founding Partner, Nov. 2012 - Present
DKR Fusion Management LP, Stamford, Connecticut, Co-Founder and Partner, 2001-2012
AIG International Asset Management, Stamford, Connecticut, Portfolio Manager and Director of Risk Management, 1999-2001
KM Advisors LLC, New York City, Portfolio Manager and Partner, 1997-1999
Morgan Stanley & Co, New York City, Consulted and Headed a Proprietary Trading Group, 1993-1996
Mint Investment Management Company, Hoboken, New Jersey, Director of Research and Information Technology, 1988-1992
AT&T Bell Laboratories, Murray Hill, New Jersey, Member of Technical Staff, 1986-1988
University of Texas at Austin, Ph.D. Theoretical Physics, 1986 - GPA of 4.0/4.0
University of Lausanne, Switzerland, B.S. Physics, 1981
Fellowship from the Swiss National Foundation for Scientific Research, 1985
Grants from the University of Lausanne and the Academic Society of the State of Vaud, 1981
Award of the Faculty of Science of the University of Lausanne for outstanding studies, 1981
A total of 16 publications in physics, marketing and finance available upon request
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