I was born April 28, 1975 in Moscow. Five years later, we immigrated to Lynn, Massachusetts as refugees with two backpacks, a suitcase, and $100 for the entire family. My father got a Ph.D. in mathematics from MIT in one year, his first in America, speaking a language, English, that he had only studied in books. My mother became a computer developer to support the family.
At one time-share presentation, we won a small computer that connected to our black and white TV. I programmed on it in Basic when I was eight years old. It only had 1K of memory so when it would get turned off or unplugged, it would lose all my work, and I would start everything from scratch the next day.
In a few years, my father had become a professor and we moved to Andover, Massachusetts because of the good schools there. Education was always a priority in our family. When my mom drove me to school, we would go past a huge, fenced IRS building and each time she would say, matter-of-factly, ďbloodsuckers.Ē.
I went to Phillips Academy where in my senior year I was the first student to teach while still a student. I was wholly responsible for teaching the most advanced computer science class in the school for half of the semester. By the end, the students had each written a Scheme interpreter in Pascal, both of which are specific computer languages I hadnít known before I needed to learn them to teach the course. I also won the Massachusetts Class Championships in Chess for my rating class. My rating class was the lowest possible one.
After high school, I went to Harvard University, where I graduated in three and a half years with two degrees, a Cum Laude Bachelorís of Arts in Computer Science and a Masterís of Science in Applied Mathematics. I continued teaching there, becoming the first undergraduate student to be the head teaching fellow for a course on the principles of programming languages. I was also a research assistant for an artificial intelligence project whose goal was to be able to give directions around Boston by computer, and I wrote for the Harvard Salient, a mainly Libertarian news journal.
I grew fascinated with quantum computation and wrote two preprints on a possible theoretical basis for quantum programming languages, and proved they are at least as powerful as any quantum computer would eventually be, and possibly even more so. In the meantime I worked summers for my dad developing systems for him to use in trading financial markets. One of the systems I developed was for managing orders and trades in commodity futures, which I expanded into a commercial product. I entered the modern-day Turing test for artificial intelligence with a program that typed slowly, made mistakes and corrected them, and had a lot of attitude. I enjoyed watching the judges try to figure out if they were chatting with a computer or a human. They would ask it all sorts of off-the-wall questions, often about poetry. I was one of four finalists.
In the last summer before my final semester, I took a summer job at Long Term Capital Management (LTCM), which would eventually become the most famous hedge fund in history. At the time, it was a dream team of financial talent. Two of the partners later received Nobel prizes in Economics. I was the first summer intern they had ever hired. That summer I developed for LTCM a system for trading index arbitrage strategies and they liked me enough to offer me a full-time job.
After I graduated early in March, I joined LTCM full time as a trader. I spent a year in Greenwich, CT and a year in Tokyo trading relative value strategies. I also wrote an internal paper on how to simultaneously price multiple warrants on the same firm, a first in the field. When 1998 hit, I was in Tokyo, where we were profitable even during those turbulent times.
In 1999, I left LTCM and soon went to the University of Chicago where I am now a Ph.D. candidate in Finance at the Graduate School of Business, focusing on behavioral finance, having successfully proposed my dissertation in February, 2005. I also participated in the Chicago Libertarian organization. I dressed up as a clown at one of our events.
I finished two years worth of coursework in my first year and then joined Ellington Management Group, another hedge fund, to launch and run their equity derivatives and statistical arbitrage operations along with my dad. We worked there for four years and last July we launched our own hedge fund, Maymin Capital Management LLC, where we trade behavioral relative value strategies.
I have a lot of hobbies, the biggest of which is basketball. A couple of years ago, I was an Editor for Basketball News Services, covering the NBA for Hoopsworld.com. I was credentialed with an NBA team and interviewed many of the most famous athletes. I wrote over 300 articles and developed novel analytical and statistical methods to evaluate talent. I was also the Head of Marketing and Promotions of a new print publication called Swish Magazine when it first launched. My youngest brother Dan was also an editor there. He is a freshman at George Washington University. Last year he was the President of the Libertarian Club in Greenwich High School and published numerous articles in the Greenwich Post. My other younger brother Allan is a sophomore at Boston University. He also contributes to cutting-edge robotics research at the MIT Media Lab.
I participated in author Orson Scott Cardís intensive writing workshop. I had a small role in an independent film and trained in the Meisner method of acting in Tokyo. In addition to English, I speak fluent Russian and some Japanese and French. I am also currently enrolled in a correspondence law school in California because it is the only place that allows law students to sit for the bar even if they study out-of-state. I finished my first year there and will be sitting for the Baby Bar Exam this year.
For the past four and a half years I have lived and worked in Greenwich, CT, where I am also a Justice of the Peace. My wife Yelena and I were married in 2003 and we had our first baby girl in January, 2006. She just learned how to laugh.