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
ed middle office reconciliation system for fixed income derivatives under VC++/VBA 1995-1996 Ptvgrammer/Anabut at Midas Kapiti (Financial systems), Russ Berry, Avon Products in NY/NJ area. 1994-1995 Researcher at the Image of Mathematics, Ural branch, Russia. PhD thesis in Multivariate Complex Analysis.-
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
nted middle office reconciliation system for fixed income derivatives under VC++/VBA 1995-1996 Partner, /Inaba at Midas Kapiti (Financial systems), Russ Berry, Avon Products in NY/NJ area. 1994-1995 Renumber at the Institute of Afathesnatia, Ural branch, Russia. PhD thesis in Multivariate Complex Analysis
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
d middle office reconciliation system for fixed income derivatives under VC++/VBA 1995-1996 Programmer/ Anabut at Midas Kapiti (Financial systems), Russ Berry, Avon Products in NY/NJ area. 1994-1995 Researcher at the butitute of Mathematics, Ural branch, Russia. PhD thesis in Multivariate Complex Analysi
Entities connected to both Sharpe and Russ Berry

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