Defining modern investing through science, technology and execution

What We Do
Duality Group is a set of companies driven by proprietary machine learning architectures developed to address the specific challenges of time series. Our culture is built around the goal of pushing the brave pursuit of transformative ideas while preserving the creative brew that makes breakthroughs possible. Watch the Duality view on machine learning for finance
Our Leadership
Dr. Dario Villani is CEO and Co-Founder of Duality Group. Dario has managed multi-billion dollar portfolios within credit, interest rates, and commodities. Previously, he served as Global Head of Portfolio Strategy and Risk at Tudor Investment Corporation. He shared the 2016 Buy-Side Quant of the Year Award, and has authored research papers in finance, theoretical physics, statistics and portfolio management. Dario holds a Ph.D. in Theoretical Physics from Salerno University and a Masters in Finance from Princeton University where he also taught a popular course in trading and risk management. Dario is currently a visiting professor in the Department of Mathematics at King's College London, an Advisory Board Member of FutureSum AI, Inc. and serves on the Board of Trustees of SLMath (formerly MSRI).
Dr. Kharen Musaelian is the President / CIO and Co-Founder of Duality Group. Beginning in 1995, Kharen served in various portfolio management and investment research roles in the Proprietary Positioning Business of JP Morgan; managed multi-billion dollar investment portfolios and headed businesses at Merrill Lynch and BlueCrest Capital Management. In 2016, Kharen shared the Buy-Side Quant of the Year Award. Kharen holds a PhD in theoretical physics from University of Rhode Island and MS / BS degrees in theoretical physics from the Moscow Institute of Physics and Technology (PhysTech).
Alessio Figalli is a Chaired Professor in Mathematics at ETH Zurich, and the Director of the FIM (Institute for Mathematical Research) at ETH. After a joint Phd in Mathematics at SNS Pisa (Italy) and ENS Lyon (France) in 2007, he was a professor in France and the US, before moving to ETH Zurich in 2016. Alessio works on several topics in mathematics, including Calculus of Variations, Optimal Transportation, and Partial Differential Equations. For his achievements, he was awarded the Fields Medal in 2018
Dr. Alexander “Sasha” Sokol is the former Chief Technology Officer and a Co-Founder of Duality Group. In 2003, Sasha founded CompatibL, a trading and risk technology company, employing over 200 people worldwide. In 1996, he co-founded Numerix, where he served as CTO and Lead Software Architect until 2003. Sasha shared the 2018 Quant of the Year Award. Sasha was admitted to the Moscow Institute of Physics and Technology (PhysTech) at the age of 14. At that time, he was the youngest person ever to gain admission. He obtained his BA from PhysTech at the age of 18, and a Ph.D. in theoretical physics from the L.D. Landau Institute at the age of 22. The work that became the foundation of his Ph.D. thesis was awarded the USSR Academy of Sciences Award and Medal for Best Student Research of the Year in 1988. Alexander was the youngest person ever to receive this award.
Duality Funds
You are logging in to our secure site. Access is by invitation only.
If you experience any problems logging in, please contact us at
Duality Group is a group of scientists and researchers from the fields of artificial intelligence, mathematics, quantitative trading, and computer science. Welcome aboard!
Contact Us
We welcome your contact – please provide the information below and we shall respond quickly.