The “Sharpe” point of securities lending

Travis Whitmore is a senior quantitative researcher at State Street Associates, the partnership between State Street Markets and renowned academics at Harvard Business School, MIT Sloan School of Management, Boston College and EDHEC Business School. Based out of Frankfurt, he works with institutional clients in continental Europe across State Street Associate’s entire research offering and helps drive global research initiatives.  Before moving to his role in Frankfurt, Travis worked closely with Harvard Professor Ken Froot to develop new investment applications with our proprietary flows and holdings information. Additionally, he worked with the academic partners at MediaStats, a firm specializing in Natural Language Processing, to help investors leverage digital media indicators in their decision-making.

Derin Aksit is a quantitative researcher in the Alternative Investment Research and Product Implementation team at State Street Associates. He holds a PhD in Economics from Johns Hopkins University, with a dissertation focused on the impact of unconventional monetary policies on financial markets and the macroeconomy. His quant research areas span a wide range, including private equity, recession likelihood, monetary policy and securities lending. He also contributes to the development, implementation and monitoring of State Street indicators.