Hedge Fund Modeling and Analysis Using Excel and VBA

PAUL DARBYSHIRE gained his PhD in Theoretical Physics fromKing's College London and then began his career working has aQuantitative Analyst and Trader at HSBC on the Exotic Derivativesand Structured Products desk. He has subsequently been involved inthe development and implementation of a variety of trading and riskmanagement platforms for a number of major investment banks aroundthe globe. Over the past several years Paul has been responsiblefor the analysis and design of cutting edge algorithms in thedevelopment of behavioural finance models at Oxford University.Paul has also provided many private equity firms, hedge funds andasset management companies with consultancy in areas such asdynamic portfolio optimisation, trading platform design, softwareengineering and risk management.
DAVID HAMPTON gained his PhD in Electrical Engineeringfrom the Queen's University of Belfast and an internationalMBA from Institut Superieur de Gestion in Paris, New York and Tokyobefore joining Bank of America Capital Markets in London. David waspreviously an Adjunct Finance Professor at Skema Business School inSophia Antipolis where he taught Financial Engineering andExcel/VBA Programming at the MSc level. At EDHEC Business School inNice, he was responsible for managing their range of five MSccourses as Assistant Dean of the Financial Economics Track. An NFAregistered CTA since 1997, David has been active as a consultant tothe hedge fund community and as a Hedge Fund Manager withparticular expertise in Global Macro Managed Futures and Long ShortEquity investment styles.
Both David and Paul are Directors of darbyshirehampton; aninnovative quantitative research, advisory, and consultancy firmspecialising in hedge funds and the alternative investmentindustry. Website: www.darbyshirehampton.com.