Epstein Secrets

ucially contributed to an analytical model design and filed a patent for this model. This included expanding on theoretical framework of R. Almgren, R. Kissel and others by enabling real-time optimization capability for the algorithm via the derivation of a certain closed form analytical utility function

cation trader collaboration and FIX electronic trading. Built in Java/Corba/Weblogic J2EE with the database in MS SQL, running on 64 bit Itanium and Optiron sewers. • Executed high level and detailed object and relational database technical design, architecture, business analysis, specifications, devel

ucially contributed to an analytical model design and filed a patent for this model. This included expanding on theoretical framework of R. Almgren, R. Kissel and others by enabling real-time optimization capability for the algorithm via the derivation of a certain closed form analytical utility function

tion trader collaboration and FIX electronic trading. Built in Java/Corba/Weblogic J2F.F. with the database in MS SQL, running on 64 bit Itanium and Optiron servers. • Executed high level and detailed object and relational database technical design, architecture, business analysis, specifications, devel

Pre-Trade Arrafrsis: designed and implemented advanced portfolio pre-trade analysis model which had significant advantage over regular models, e.g. R. Kissel, by accounting for serial correlations in both Liquidity and Portfolio risk estimation. • Agen9' Strategy Suite: implemented a number of trading st

cation trader collaboration and FIX electronic trading. Built in Java/Corba/Weblogic J2EE with the database in MS SQL, running on 64 bit Itanium and Optiron servers. • Executed high level and detailed object and relational database technical design, architecture, business analysis, specifications, deve