Epstein Secrets

me series methods, statistical machine learning, digital signal processing and optimization methods; Mathematical language environments: It, S-PLUS; Maple, OOD and parallel processing in C++, Java; RDB and KM design, development, FIX, International equity markets; EXPERIENCE October 2012 — December 2

ucially contributed to an analytical model design and filed a patent for this model. This included expanding on theoretical framework of R. Almgren, R. Kissel and others by enabling real-time optimization capability for the algorithm via the derivation of a certain closed form analytical utility function

ime series methods, statistical machine learning, digital signal processing and optimization methods; Mathematical language environments: R, S-PLUS; Maple, OOD and parallel processing in C++, Java; RDB and KDB design, development, FIX, International equity markets; EXPERIENCE October 2012 — December

ucially contributed to an analytical model design and filed a patent for this model. This included expanding on theoretical framework of R. Almgren, R. Kissel and others by enabling real-time optimization capability for the algorithm via the derivation of a certain closed form analytical utility function

ime series methods, statistical machine learning, digital signal processing and optimization methods; Mathematical language environments: R, S-PLUS; Maple, OOD and parallel processing in C++, Java; RDB and KDB design, development, FIX, International equity markets; EXPERIENCE October 2012 — December

Pre-Trade Arrafrsis: designed and implemented advanced portfolio pre-trade analysis model which had significant advantage over regular models, e.g. R. Kissel, by accounting for serial correlations in both Liquidity and Portfolio risk estimation. • Agen9' Strategy Suite: implemented a number of trading st