Epstein Secrets

ategy with revenues over 30MM/year, leveraged annualized return on capital of over 700% and combined cross-product Sharpe ratio over 10; • Prior to Tower spent 8 years as a lead algorithmic execution quant at BNY ConvergeX, responsible for algorithmic execution of over 1B$/daily in client flow in inte

d tradable processes that will not trade beyond certain pre- defined level(s). Ongoing research calibrates the model on historical data to maximize Sharpe ratio. 14 Month P/L 2011 2012 Jan 33,221 Feb 58,331 Mar -65,454 Apr 42,746 May -28,551 Jun 335 251,157 Jul 3,703 39,146 Aug 1

ategies ranging from taking, making and mean reverting on all major pairs. • FX Models With Very Successful Track Record ($10M+ +/annum), with live Sharpe ratios in excess of 7, trading more than 5 yards a day. • Prior to joining BGT in July - Bank of America Merrill Lynch, London as Systematic algori

ear to be improving along with retail investor sentiment which is positive for the strategy tNote: Realized P&L numbers based on live strategies at Tower are based on a different trade horizon and therefore not relevant for the current strategy. Presented numbers are based on extensive back test, whi

rading universe provides resistance to fluke moves in individual securities. Method for monitoring ongoing effectiveness of edge: Consistency of Sharpe ratio and it's confidence intervals; mean and median returns; number of trades; overall market volumes; return auto-correlation profile — appearanc

tegy with revenues over 30MM/year, leveraged annualized return on capital of over 700% and combined cross-product Sharpe ratio over 10; • Prior to Tower spent 8 years as a lead algorithmic execution quant at BNY ConvergeX, responsible for algorithmic execution of over 18$/daily in client flow in inte

exposure levels. Scaling Up in 2013 January: trade all 200 instruments in mixed lots - there is no odd lot penalty on Nasdaq. This allows to keep Sharpe at the highest level at the sensitive time of initial deployment. Exposure 2-10MM. Revenue Approx. $ 200K/month. February-March: exposure 10-20MM.

ear to be improving along with retail investor sentiment which is positive for the strategy 'Mote: Realized P&L numbers based on live strategies at Tower are based on a different trade horizon and therefore not relevant for the current strategy. Presented numbers are based on extensive back test, whi

rading universe provides resistance to fluke moves in individual securities. Method for monitoring ongoing effectiveness of edge: Consistency of Sharpe ratio and it's confidence intervals; mean and median returns; number of trades; overall market volumes; return auto-correlation profile — appearanc