Mayfield provides investment solutions to quantitative asset managers
Recognizing that thousands of investment professionals dedicate their careers to finding, measuring and controlling risk, Leigh Sneddon has formed Mayfield Investment Solutions, Inc. to focus on innovative analytics that enhance risk-adjusted return.
Mayfield’s first product is Complete Attribution, a system that delivers complete attribution to the signals and constraints of active strategies, without error or re-distribution. The product pipeline includes: dynamic exposure targeting, allowing portfolio managers to get the signal exposures they want quickly and cost-effectively; increasing after-cost returns to funds-of-funds; systematic determination of investment capacity; and other ways to enhance risk-adjusted returns.
“Leigh has consistently developed innovative approaches to challenges in investment management. He applies theory and insights to deliver practical solutions of use to active managers”
– Ron Kahn, Global Head, BlackRock Scientific Equity Research
Joint venture partner Northfield Information Services, Inc.
Northfield provides portfolio analytics to over 200 clients globally, and markets, distributes and supports Complete Attribution.
Leigh Sneddon PhD CFA, President
Leigh’s asset management roles include Managing Director, Head of Global Portfolio Analytics, BlackRock; Managing Director, Head of Proprietary Analytics, Barclays Global Investors; Director of Research, Westpeak Global Advisors; Deputy Director of Research, State Street Global Advisors; and Senior Portfolio Manager, State Street Global Advisors.
Prior to entering the asset management industry, he provided innovative solutions at US intelligence and defense agencies, Bell Laboratories, Princeton University, and Oxford University.
Leigh’s education includes a PhD in Theoretical Physics at Oxford University, an MA in Mathematics at the University of New South Wales, and a BSc (First Class Honors) at Sydney University. Leigh is a Chartered Financial Analyst.
Leigh has a new paper, Designing Quantitative Strategies. He has published Dynamic Exposure Targeting (with Slava Yukhymuk, Journal of Portfolio Management, Volume 38, # 4, August 2012) and Portfolio Dynamics for Active Managers (Journal of Investing, Volume 17, # 4, Winter 2008). He presents at conferences and seminars, and has multiple scientific publications.
