John Montgomery started Bridge- way Capital Management, Inc., in 1992 and manages six Bridgeway portfolios. He holds a BA in engineering and philosophy from Swarthmore College and graduate degrees from the Massachusetts Institute of Technology and the Harvard Business School. He worked with computer modeling and quantitative methods as a research engineer at MIT in the late 1970s. Later, as a student at Harvard Business School, he investigated methods to apply modeling to portfolio management.

Montgomery began applying these methods to his own investments in 1985. He left his full-time position in the transportation industry at the end of 1991 to perform full-time research on his investment models, study the mutual fund industry, and write a business plan for Bridgeway.