3
Shared Docs
3
Same-Page
3 / 3
Mentions
ime horizons. Nov 2009 — October, 2011 Tower Research Capital, LLC (NYC) _Quantitative Strategist • Created an alpha model for a live high Pa and Sharpe ratio trading high frequency strategy applicable to spot FX, US and European futures. • Managed optimal portfolio management and allocation across
Dmitriy Nuriyev OBJECTIVE Quantitative Strategist/Portfolio Manager EXPERTISE Quantitative trading strategies: Statistical Arbitrage, Market Microstructure, Forecasting Techniques. Algorithmic trading; Design and development using time series methods, statistical machine learning, digital signal process
me horizons. Nov 2009 — October, 2011 Tower Research Capital, LLC (NYC) .Qmantitatitt Strategist • Created an alpha model for a live high P&L and Sharpe ratio trading high frequency strategy applicable to spot FX, US and European futures. • Managed optimal portfolio management and allocation across
OBJECTIVE Quantitative Strategist/Portfolio Manager EXPERTISE Quantitative trading strategies: Statistical Arbitrage, Market Microstructure, Forecasting Techniques. Algorithmic trading; Design and development using time series methods, statistical machine learning, digital signal process
ime horizons. Nov 2009 — October, 2011 Tower Research Capital, LLC (NYC) Quantitative Strategist • Created an alpha model for a live high P&L and Sharpe ratio trading high frequency strategy applicable to spot FX, US and European futures. • Managed optimal portfolio management and allocation across
OBJECTIVE Quantitative Strategist/Portfolio Manager EXPERTISE Quantitative trading strategies: Statistical Arbitrage, Market Microstructure, Forecasting Techniques. Algorithmic trading; Design and development using time series methods, statistical machine learning, digital signal process
Entities connected to both Sharpe and Market Microstructure

Bloomberg L.P.
ORGANIZATION
Marla Maples
PERSONButtonwood Group
ORGANIZATIONARIMA
ORGANIZATION
Design
ORGANIZATIONGranger
PERSONAdaptive
ORGANIZATIONMarkovian
PERSONAvon Products
ORGANIZATIONKalman
PERSONR. Kissel
PERSONVC++
PERSONRuss Berry
PERSONQuadratic
PERSONConvex
PERSONTrade Tactics
ORGANIZATIONBNY Securities
ORGANIZATIONJava/Corba/Weblogic
ORGANIZATIONOptiron
ORGANIZATIONBarclays Capital
ORGANIZATION