Who We Are

   José Mario Quintana, Ph.D.:

President

BEST - Bayesian Efficient Strategic Trading, LLC

   José M. Quintana, President of BEST-Bayesian Efficient Strategic Trading LLC, which he founded in November 2001 as a company established to develop, license and implement investment strategies. He is the architect of the BEST trading strategy and is directly responsible for the development and maintenance of the Bayesian Forecasting system that drives the investment strategies, and he has been implementing Bayesian technology in the investments field for 20 years. Concurrently, Mr. Quintana is President of BEAM Bayesian Efficient Asset Management, LLC, an Investment Management firm founded in May 2007 to implement and market the strategies developed by BEST.

   Until December 2006, Mr. Quintana was at the same time the Portfolio Manager for the Global Dynamic Asset Allocation (GDAA) Group (over $1.5 billion assets) with Nikko Alternative Asset Management, Inc. (NAAM) formerly The Nikko Securities Co. International, Inc.(NSI). He continues to provide consulting services to NAAM as the BEST Representative. Mr. Quintana joined NSI in March 2002 together with his team from CDC Investment Management Corporation where he was a Managing Director and co-Head of the Global Dynamic Asset Allocation Group ($1 billion assets approximately) from May 1997 to February 2002.

   Mr. Quintana was previously a Vice President and Head of Quantitative Research for the Strategic Asset Allocation team in the Global Investment Management Group of Bankers Trust Company. Mr. Quintana was responsible for the development and implementation of quantitative strategic dynamic global and domestic asset allocation strategies ($2 billion assets approximately), supervising the trading execution of these strategies via derivatives (forwards, futures, options and portfolio swaps).

   Formerly, Mr. Quintana was a Vice President in the Global Risk Management Sector of the Chase Manhattan Bank. He was responsible for developing and implementing global asset allocation strategies ($1 billion assets approximately). Prior to that Mr. Quintana was a Vice President responsible for developing and maintaining forecasting and optimization models for managing client portfolios of currency forward contracts ($0.5 billion assets approximately) of Chase Investors Management Corporation’s Indexing and Hedging Group. Mr. Quintana also served as a staff supervisor for AT&T’s Market Analysis and Forecasting Directorate.

   Mr. Quintana’s research interests are Bayesian Forecasting and Optimal Decision Making in the Investment Management context. He has published articles, in both the academic and popular press, on a variety of topics, from dynamic statistical modeling, to optimization algorithms, to portfolio management methodologies.

   Mr. Quintana has made presentations at several international conferences and institutions, including the University of Chicago and Duke University. Mr. Quintana received his Ph.D. (Thesis: Multivariate Bayesian Forecasting Models) in 1987 in Statistics from Warwick University in England, his M.S. in Statistics & O.R. in 1981 and his B.A. in Actuary in 1976 from Autonomous University of Mexico. Mr. Quintana has completed his Series 3 registration for trading futures and options.