Lisa Borland

Position Title
Member, Physics Advisory Board

Bio

Dr. Lisa Borland contributes 15 years of experience to the UC Davis Physics Advisory Board as an econophysicist working in quantitative hedge funds. She is the director of research at Cerebellum Capital, Inc., a San Francisco-based hedge fund, and is a lecturer at Stanford University in the Department of Management Sciences and Engineering, teaching classes that utilize the principles of physics and finance to develop quantitative trading strategies. Formerly, Dr. Borland was head of research and co-portfolio manager at T2AM, responsible for research and manager due diligence. Prior to that, she was director of derivatives research at Evnine & Associates, Inc., where she developed equity and options trading strategies.

Dr. Borland is the author of numerous papers within the fields of quantitative finance and econophysics, and often invited to speak at academic and practitioner conferences. Her work has focused largely on developing realistic models of volatility and correlations in the presence of fat tails and long-range memory. In particular, she developed a theory of non-Gaussian options pricing. Dr. Borland completed her doctorate in theoretical physics at the University of Stuttgart, Germany, completed post-doctoral studies at UC Berkeley, and spent two years conducting academic research at the Center of Physics Research in Rio de Janeiro, Brazil.