Alexander Green – Portfolio Manager
In November of 2017, CALCULATED TRADING LLC joined Typhon to head the Stoic Rules-Based Strategies Group. Alexander Green is the Managing Member and Chief Investment Officer of CALCULATED TRADING LLC, which he founded in March 2014.
Prior to starting CALCULATED TRADING LLC, Mr. Green was a Managing Director at Crestline Investors, Inc. where he worked from 2004 to 2014. While at Crestline, Mr. Green was the Strategy Head for Structured Credit, Mortgage Arbitrage, Interest Rate Arbitrage, Volatility Arbitrage, Managed Futures, Municipal Bond Arbitrage, Macro, Convertible Bond Arbitrage, and Currency strategies. He managed 20-25% of Crestline’s Diversified Fund of Hedge Funds ($3+ billion AUM) and sourced several opportunistic trades for the fund and clients.
From 2001 to 2004 Mr. Green was a Portfolio Manager at Freddie Mac working on the mortgage portfolio. Mr. Green’s focus was non-agency mortgage securities (CMBS, Subprime, Alt-A, HELOC, FHA/VA, etc.) where he developed and tracked prepayment and loss models as well as reverse engineered all RMBS deals. Before moving onto the mortgage portfolio, Mr. Green ran the internal risk management for Freddie Mac’s $3 billion external money manager program from 2000 to 2001.
Previous to Freddie Mac, Mr. Green was a Proprietary Equity Trader from 1999 to 2000 and worked for Atlantic Portfolio Analytics & Management (APAM), a mortgage hedge fund, from 1998 to 1999. At APAM, Mr. Green traded interest rate derivatives, agency debentures, currencies, and US Treasuries.
Mr. Green graduated from The University of Florida in 1995 with a B.S.B.A. with Honors in Finance where he was a member of the Men’s Track and Field Team, made the SEC Academic Honor Roll in 1994, and was an SEC Scholar Athlete award winner in 1994.
Mr. Green graduated from Boston College in 1997 with a MS in Finance.