Robert Adler: The AMG Kernel facilitates intelligent visualizations of changing sentiment with trusted market data.

Robert Adler 04.2024 - Founding Resources Presale Demo:

Developed AMG Kernel to originate interactive dashboard visualizations of changing values and sentiment with trusted market data.
EDGAR filing data changes at SEC.gov are visualized for time-series analytics that drive learning tools like AWS QuickSight with AWS SageMaker, SalesforceTableau with AWS SageMaker, or ad hoc integration.
Market data sentiment analytics visualize net investor demand and expected market values of open-end fund asset flows, securities prices, and professional share ownership levels.
Interactive time-series 'etch-a-sketch' analytics apply continuous (quantitative) measures of dollar-driven values and template qualitative notions of change that matter in non-Financial and unregulated dimensions (tech, social, media, determinative....); where sentiment is also unique, relevant, and important.
Concept data and analytics design is described at www.amgui.com

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Thomson Reuters (Lipper) 2009-2010 Director Fixed Income Americas

Sold AMG Data Services to Refinitiv (Lipper) in 2009.
Upgraded Customer Subscriptions; 92% Renewal; Added new business globally.
Managed the transition of the AMG fund flow and portfolio data acquisition systems, procedures, and methodologies.
Integrated AMG products and pricing mechanisms to enhance the Lipper brand and product offerings.
Research, Sales Closer with Lipper team;
Sourced print media analysis of weekly fund flow data and reports to WSJ, Barron's, NY Times, Dow Jones, Bloomberg.

AMG Data Services ∙ 1991-2009
Founder, CEO

Designed, managed, and marketed accurate, timely, and comprehensive fund flow investment data as the weekly proxy for investor sentiment.
Continuous customer renewals to the AMG data by investment firms include Goldman, BAML, Citi, Fidelity, Renaissance, JP Morgan, Barclays, etc.
Utilized evolving open-source database and Internet technologies to collect, verify, and render asset and price data into reports of investor fund flows in the $28 Trillion US mutual fund (incl. ETF) data set.
Created database of SEC investment management companies and US registered mutual fund portfolios to identify relative liquidity in security-specific portfolio datasets that include industry group, country, ETF classes, and other indexes structured for emerging analytics.
Demonstrated how liquidity analysis adds value that augments fundamental research with unique perspectives of mutual fund flows and professional market action to discover buy/sell candidates and emerging ETF classes as leading market indicators.

Bridge Information Systems ∙ 1986-1989
Director of Fixed Income
Designed and marketed a fixed income order indication system to >100 dealers and investment managers that enabled market participants to indicate bond purchase/sale interest with specific/vague ID of the price, size, and name components of a securities trade.

Robert L. Adler & Co, Inc. ∙ 1982-1986
Founder, CEO

General securities broker dealer was granted a 'No-Action letter' by SEC Staff to operate a tax-exempt securities exchange.
The automated execution system for municipal bonds was among the first fixed-income trading systems developed and implemented in a regulated environment.

Securities and Information Industry Positions 1968-1981 include:

Municipal Bond Trading, Underwriting, Sales
Corporate Planning
Tax Shelter Sales
Cage Operations

EDUCATION - TRAINING

New York University (Stern) Graduate School of Business Administration:

MBA in Management Science

University of Minnesota:

Bachelor of Arts – American Studies, Sociology, Chemistry

NASD Examinations (CRD License 1645):
S1: Full Registration/General Securities Representative
S24: General Securities Principal
S27: Financial and Operations Principal
S53: Municipal Bond Securities Principal

Lectured in Money, Banking, Corporation Finance
California State University (Humboldt)