Morgan Slade

Morgan Slade is an accomplished investment professional with over 25 years of experience in systematic investing, quantitative strategies, and data-driven asset management. He served as a Portfolio Manager at Carlson Capital, a prominent Dallas-based hedge fund, where he developed and managed quantitative long/short equity and statistical arbitrage portfolios, with a core focus on equities and multi-asset systematic strategies.

Before joining Carlson Capital, Slade was Head of Statistical Arbitrage and Senior Program Trader at Merrill Lynch, leading proprietary statistical arbitrage trading initiatives, and served as Director of Short Term Trading and Research at Millburn Ridgefield, concentrating on short-term quantitative trading research for liquid global markets including equities, futures, and FX. He has also held senior roles at Citadel Investments, Wolverine, and Allston Trading, where he contributed significantly to the advancement and commercialization of high-frequency and machine learning-based trading models across multiple asset classes.

Morgan Slade is recognized as an industry expert in AI-powered market prediction, machine learning, alternative data, and autonomous market making. He holds both BS and MS degrees in Materials Science and Engineering from MIT, with a concentration in economics, and has additional studies in finance at the MIT Sloan School of Management. His achievements include building and scaling systematic alpha strategies and pioneering the integration of alternative datasets in institutional investing.