Alexei Chekhlov

Alexei Chekhlov is an Adjunct Professor in the Department of Mathematics at Columbia University. His professional work spans quantitative finance and turbulence theory, with significant contributions to portfolio optimization, high-frequency financial data analysis, and fluid dynamics research.

• MS in Mathematics & Physics, Moscow Institute of Physics & Technology (1990)
• MA in Applied & Computational Mathematics, Princeton University (1993)
• PhD in Applied & Computational Mathematics, Princeton University (1995)

His research interests focus on quantitative finance and turbulence modeling. In finance, he pioneered portfolio optimization techniques incorporating drawdown constraints, impacting risk management frameworks. In turbulence, he developed nonlinear random models for Kolmogorov energy spectra and explored intermittency effects in Burgers turbulence.

His work shows interdisciplinary trends, blending applied mathematics with computational finance and theoretical fluid dynamics. Key themes include high-frequency financial data analysis, stochastic processes in turbulence, and numerical methods for complex systems.

• Scientific Awards:
• HFMWeek US Performance award in Managed Futures (CTA) (2009)
• HFMWeek US Performance award in Managed Futures (CTA) (2012)
• CTA Intelligence US Performance award as best short-term trader (2014)
• CTA Intelligence US Performance award as best short-term trader (2016)

Chekhlov served as Head of Research and Partner at Systematic Alpha Management, LLC, a New York-based CTA firm achieving top performance awards. His academic roles included Research Associate at Princeton University, advancing turbulence theory and numerical simulation methodologies.