Epstein Secrets

olio 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 processing and optimization methods; Mathematical language e

causality, GARCH models, ARIMA. Panel data modeling Fixed and Variable effects models • MARS, Boosting methods, Regression trees, Cluster analysis: Markovian (MCL), spectral and K- means clustering • Standard ANOVA techniques, shrinkage methods, GLS, GLM models. • Complexity theory, combinatorial optim

olio 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 processing and optimization methods; Mathematical language e

usality, GARCH models, ARIMA. Panel data modeling: Fixed and Variable effects models • MARS, Boosting methods, Regression trees, Cluster analysis: Markovian (MCL), spectral and K-means clustering. • Standard ANOVA techniques, shrinkage methods, GLS, GLM models. • Complexity theory, combinatorial opti

olio 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 processing and optimization methods; Mathematical language e

causality, GARCH models, ARIMA. Panel data modeling Fixed and Variable effects models • MARS, Boosting methods, Regression trees, Cluster analysis: Markovian (MCL), spectral and K- means clustering. • Standard ANOVA techniques, shrinkage methods, GLS, GUM models. • Complexity theory, combinatorial opti