Bruce McNevin

About Bruce McNevin

I am the co-founder and Chief Data Scientist of Unlimited Funds, Inc.  I have employed as an econometrician and data scientist since 1986. For the past 23 years my research has been focused on financial modelling, primarily in the area of Mortgage Backed Securities and mortgage prepayments. In my current position I am developing machine learning algorithms to replicate the returns of various hedge fund strategies.  I am also an adjunct Professor in the Graduate School of Arts and Sciences at New York University where I have been teaching courses in Financial Econometrics and Bayesian Econometrics since 2007.