Epstein Secrets

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

ncy US Equities Trader, Ph. D. 2013 Target Revenues $15M History & Key Successes • Extensive experience as a quantitative trader and researcher at Tower Research Capital for two years; • Responsible for alpha signal generation for multi-asset trading strategy with revenues over 30MM/year, leveraged annualized return

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

Primary Contact: Same as above Telephone of Primary Contact: Same as above E-mail of Primary Contact: Same as above PREVIOUS FIRM Firm Name: Tower Research Capital Position: Quantitative Trader Period of Employment: 2009-2011 Accomplishments: Developed and ran high frequency Spot FX Strategy, Created Alph

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.

ency US Equities Trader, Ph. D. 2013 Target Revenues $15M History & Key Successes • Extensive experience as a quantitative trader and researcher at Tower Research Capital for two years; 'fr. Responsible for alpha signal generation for multi-asset trading strategy with revenues over 30MM/year, leveraged annualized re

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

Primary Contact: Same as above Telephone of Primary Contact: Same as above E-mail of Primary Contact: Same as above PREVIOUS FIRM Firm Name: Tower Research Capital Position: Quantitative Trader Period of Employment: 2009-2011 Accomplishments: Developed and ran high frequency Spot FX Strategy, Created Alph