Patrick Hagan works in Quantitative Trading at XBTO Group, a cryptocurrency and digital asset trading firm. Hagan earned his undergraduate degree before completing his Ph.D. in applied mathematics at Caltech, where his fellowship began in 1976. He spent much of his career in quantitative finance at major investment banks, where he developed widely used models for interest rate derivatives—most notably the SABR model (Stochastic Alpha Beta Rho) for stochastic volatility in options pricing, which became a market standard. His transition to digital asset trading reflects the application of quantitative finance expertise to emerging financial markets.
EDUCATION
Graduate Studies
California Institute of Technology
Mathematics
Graduate Thesis
The Stability of Traveling Wave Solutions of Parabolic Equations
IMPACT STORY
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