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Pascal Magnollay, Ph.D.

Pascal Magnollay, Ph.D.

Pascal Magnollay is a Bates Consulting and Testifying Expert 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.

Pascal is a consultant and subject matter expert in these Practice Areas and Services:

Credentials

EXPERIENCE

Bates Group LLC, Consulting and Testifying Expert, 2014 - Present
Amberstone Capital Management LLC, Founding Partner, Stamford, CT, 2012 - Present
DKR Fusion Management LP, Co-Founder and Partner, Stamford, CT, 2001-2012
AIG International Asset Management, Portfolio Manager and Director of Risk Management, Stamford, CT,1999-2001
KM Advisors LLC, Portfolio Manager and Partner, New York, NY,1997-1999
Morgan Stanley & Co, Consulted and Headed a Proprietary Trading Group, New York, NY 1993-1996
Mint Investment Management Company, Director of Research and Information Technology, Hoboken, NJ, 1988-1992
AT&T Bell Laboratories, Member of Technical Staff, Murray Hill, NJ, 1986-1988

EDUCATION

Doctor of Philosophy (Ph.D.), Theoretical Physics, GPA of 4.0/4.0, University of Texas at Austin, Austin, TX
Bachelor of Science (BS), Physics, University of Lausanne, Switzerland

AWARDS

  • 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

PUBLICATIONS

A total of 16 publications in physics, marketing and finance available upon request

Contact Bates Group

Bates Group is with you every step of the way. Contact us today for more information on how our End-to-End Solutions can help your firm.