Ralph Vince currently serves as CEO and Founder of Exsuperatus LLC, which creates “performance indexes” for passive institutional programs and ETF providers. He has worked for fund managers, sovereign wealth funds and family offices around the world since the early 1980s. He was Larry Williams’ programmer and trader during Williams’ 1987 legendary championship run where he turned $10,000 to over $1,100,000 in a 12-month competition. He served on the Board of Directors of CMT Association when it was the Market Technician’s Association of New York. He has written numerous books published by John Wiley & Sons as well as professional papers on financial as well as general mathematics and statistics. His work was featured in a chapter of the Edwards & Magee classic, Technical Analysis of Stock Trends, regarded as the bible of Technical Analysis, and is one of the very few additions since the original publication in 1948.
He was one of the early pioneers of 3-dimensional CAD systems, natural language processing systems, and was an integral part of the team that created the original Reinberger Hall of Earth & Planetary Exploration at The Cleveland Museum of Natural History.
He has worked as a Portfolio Manager at the Abu Dhabi Investment Authority and is regarded as a recognized authority on position sizing in trading. His allocation algorithms have been licensed by Dow Jones Indexes. He has been invited to give colloquiums on his ideas at such esteemed institutions as the Massachusetts Institute of Technology, The London Chamber of Commerce, and delivered papers at the World Finance Conference, to name a few. Ralph Vince’s books and peer-reviewed academic papers on mathematics – often co-authored with the top minds in the field of mathematics – appear in such publications as Mathematics, as well as The Journal of Investment Strategies and The Far East Journal of Theoretical Statistics. His academic writings are among the top 1/2 of 1% of the most read research of all academic writings across all disciplines.
Among his most notable and heterodox academic contributions are:
– The notion that “expectation,” the probability-weighted mean outcome, accepted as “expectation” since the 18th century, is asymptotic to the “actual” expectation of median-sorted outcomes.
– Functions of geometric growth optimization can be “inverted,” and thus used as a tool to diminish malevolent geometric growth functions (e.g., national aggregate debt, growth of infected cells in an organism, or infected individuals in a population) entirely mathematically, and therefore, in politically-agnostic manners.
…among other novel ideas.
In recent years, in addition to continuing his academic writings, he has published fiction in his home in Southern France (La Théologie de la Luxure) as well as textbooks for refugees and new arrivals to France to learn the language.
