Igor Tulchinsky
WorldQuant LLC
Igor Tulchinsky is a financial entrepreneur with 23 years of Wall Street trading experience. He is the Founder and CEO of WorldQuant, LLC, which he established in 2007 following 12 years as a statistical arbitrage portfolio manager at Millennium Management LLC. Prior to forming WorldQuant, Mr. Tulchinsky was a venture capitalist, scientist at AT&T Bell Laboratories, video game programmer and an author. He holds an M.S. in Computer Science from the University of Texas and an M.B.A. in Finance and Entrepreneurship from The Wharton School.
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Articles by Igor Tulchinsky
Performance versus turnover: a story by 4000 alphas
This paper analyzes empirical data for 4000 real-life trading portfolios with holding periods of about 0.7-19 trading days.