Photo by James Allen Walker
Jeffrey Satinover, M.D., Ph.D., is the Managing Director of Quintium Analytics, LLC. He is responsible for the trading strategies employed by the firm’s advisees and partnerships. He was previously Director of Research at Von Kohorn Research and Advisory, Inc. in Westport, CT.
Dr. Satinover is a former Distinguished Professor of Science and Mathematics at The King’s College in New York. He is a scientific collaborator at the Swiss Federal Institute of Technology, Department of Management, Technology and Economics in the Chair of Entrepreneurial Risk
. He is a participant in the Institute’s cross-departmentalFinancial Crisis Observatory
working closely with Professor Didier Sornette (Why Stock Markets Crash: Critical Events in Complex Financial Systems
). He serves as a referee for numerous peer-reviewed international journals in physics and in finance. He teaches regularly at the C. G. Institute and is Professor of Finance at The Lorange Institute of Business, both in Zürich.
After a successful career as a psychiatrist, neuroscientist, Jungian analyst and corporate consultant, Dr. Satinover returned to study physics. He received his Ph.D. in theoretical interdisciplinary physics (physics and finance) summa cum laude from the French National Center for Scientific Research (Nice) in 2008.
Dr. Satinover holds a Bachelors of Science degree from M.I.T., Master’s degrees in education and in physics from Harvard and Yale respectively, an M.D. from the University of Texas and a Ph.D. in physics from the University of Nice, Sophia-Antipolis. He has taught at Yale and Princeton and is a former William James Lecturer at Harvard. He is the author of numerous articles in a variety of disciplines and the author of five books. He is a frequent invited speaker on matters of public policy including at the United States Congress, the Parliament of the United Kingdom and the United Nations. He is former State Flight Surgeon for the Connecticut Army National Guard.
His most recent book is The Quantum Brain