Epstein Secrets

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

TIVE AND ECONOMETRIC METHODS • Multivariate statistics, Principal Component Analysis (PCA), Kernel PCA and Independent Component Analysis(ICA) • Stochastic Control and Stochastic Calculus. • DSP, Adaptive filtering, Kalman filters, Hidden Markov Model • Kernel Methods, Support Vector Machines • Cointegrati

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

TIVE AND ECONOMETRIC METHODS • Multivariate statistics, Principal Component Analysis (PCA), Kernel PCA and Independent Component Analysis(ICA) • Stochastic Control and Stochastic Calculus. • DSP, Adaptive filtering, Kalman filters, Hidden Igarkov Model • Kernel Methods, Support Vector Machines • Cointegrat

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

TIVE AND ECONOMETRIC METHODS • Multivariate statistics, Principal Component Analysis (PCA), Kernel PCA and Independent Component Analysis(ICA) • Stochastic Control and Stochastic Calculus. • DSP, Adaptive filtering, Kalman filters, Hidden Markov Model • Kernel Methods, Support Vector Machines • Cointegrati