Bruce McNevin is an economist with 35 years of experience in the private sector. He specializes in econometric modeling and forecasting. He is the Chief Data Scientist at Unlimited. Before joining Unlimited, his most recent position was as a Director in the Quantitative Strategy Group at Bank of America where his primary responsibility was the development of models for pricing of mortgage-backed securities. Prior to that he worked for 12 years at a hedge fund as the Managing Director of Mortgage Research. For the past 16 years Bruce has been an adjunct Professor in the Economics Dept. of New York University where he teaches master’s level courses in Financial Econometrics and Bayesian Econometrics. Bruce is maintaining an active research agenda outside of his normal work responsibilities and has recently published several papers on the use of wavelets for estimating the CAPM beta. Bruce has a PhD in Economics from the C.U.N.Y Graduate Center.
Unlimited Brings The Indexing Revolution to Alternative Investments - The company's vision is to bring low-cost indexing to the 2&20 world using machine learning technology to build 2&20 index replications issued as ETFs.