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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
ertain closed form analytical utility function for a continuous time stochastic process. • Short Term Alpha Afodek designed and prototyped a generic Trade Tactics model capable of automatically capturing statistically significant relationships between short term market characteristics in a market segment. Thi
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
rtain closed form analytical utility function for a continuous time stochastic process. • Short Tenn Alpha Model: designed and prototyped a generic Trade Tactics model capable of automatically capturing statistically significant relationships between short term market characteristics in a market segment. Thi
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
certain closed form analytical utility function for a continuous time stochastic process. • Short Term Apba Alodek designed and prototyped a generic Trade Tactics model capable of automatically capturing statistically significant relationships between short term market characteristics in a market segment. Thi
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