Anton started to develop a financial data analysis and trading software framework in 1997. Before founding SmartQuant, Dr. Fokin was a trade and risk analyst in the Quantitative Strategies Group of the Global Securities Lending and Arbitrage division of Fortis Bank. In 2003, Anton left Fortis Bank to form SmartQuant Ltd, a company that would fully commercialize and advance the development of the trading framework.

Today the SmartQuant software products for the development and automation of quantitative trading strategies are used by many leading financial institutions and hedge funds, located all around the globe.

In 2007 QuantDeveloper suite of institutional products was licensed to QuantHouse, leading provider of end-to-end program trading solutions to help financial institutions to trade ahead, . In 2012 QuantHouse was acquired by S&P Capital IQ,

Dr. Fokin holds a PhD in Cosmic and Subatomic Physics from Lund University, Sweden, and since that time has accumulated more than 15 years experience in quantitative trading, professional software development, project management, and business administration.

Dr. Arthur M. Berd, Founder and CEO of General Quantitative LLC, is a Strategic Partner at SmartQuant. He represents the Company in the United States and advises it on its institutional product development and sales. As part of our Strategic Partnership, Dr. Berd and SmartQuant co-develop generic strategy components and other high-level portfolio and strategy management modules included in the flagship versions of SmartQuant products. General Quantitative actively uses the SmartQuant products for its own asset management activities, and relies on these same products to develop, test and execute its systematic trading strategies across all asset classes.

Until January 2011, Arthur was the head of macro volatility strategies at Capital Fund Management, a pioneering quantitative hedge fund specializing in systematic investment strategies, headquartered in Paris. Before joining CFM in early 2008, he was a co-founder and head of research at Quantitative Alternatives LLC, a startup hedge fund in Rye Brook, NY, and before that the head of quantitative market strategies at BlueMountain Capital Management, a leading credit hedge fund in New York. Prior to 2005, Arthur was a Senior Vice President at Lehman Brothers where he was responsible for a variety of quantitative credit models and strategies and was instrumental in advising the Firm's largest institutional clients on credit portfolio management topics. Before joining Lehman Brothers in 2001, he was a Vice President at Goldman Sachs Asset Management, focusing on fixed income and equity risk management and quantitative portfolio analysis.

Dr. Berd is the founding Editor-in-Chief of the Journal of Investment Strategies, an international refereed journal focusing on the rigorous treatment of modern investment strategies. He is also the founder and coordinator of the quantitative finance section of, a global electronic research repository. An author of more than 30 publications and a frequently invited speaker at major industry conferences, Dr. Berd edited the book on the "Lessons from the Financial Crisis" (RiskBooks, 2010, second printing 2013) which gives unique quantitative insights into many aspects of the ongoing crisis, and contributed chapters to several other books on finance.

He holds a Ph.D. in physics (with a Minor in business) from Stanford University, and a M.S. in physics from Moscow Institute of Physics and Technology.