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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
pment and QA functions. • "Ran" the system on day-to-day basis. • Performed hands-on development in MS SQL, Java/J2EE, VC++, .NET C#/VB 1998-2000 Dresdner Kleinwort Benson, NYC Project kad/SmiorAnafrstlDemloper • Responsible for NY node of international equity basket trading system. The system was supporting multi-of
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
ment and QA functions. • "Ran" the system on day-to-day basis. • Performed hands-on development in MS SQL, Java /J2EE, VC++, .NET C#/VB 1998-2000 Dresdner Kleinwort Benson, NYC Project lead/ Senior Anabit/ Developer • Responsible for NY node of international equity basket trading system. The system was supporting mult
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
ment and QA functions. • "Ran" the system on day-to-day basis. • Performed hands-on development in MS SQL, Java/J2EE, VC++, .N ET C#/VB 1998-2000 Dresdner Kleinwort Benson, NYC Project lead/ Senior AnafralDereloper • Responsible for NY node of international equity basket trading system. The system was supporting mult
Entities connected to both Trade Tactics and Dresdner Kleinwort Benson
Granger
PERSONAdaptive
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Marla Maples
PERSONSharpe
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ORGANIZATIONBarclays Capital
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ORGANIZATIONPrincipal Component Analysis
ORGANIZATIONStochastic Control
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ORGANIZATIONGARCH
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PERSONAvon Products
ORGANIZATIONKalman
PERSONMarket Microstructure
PERSONR. Kissel
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PERSONRuss Berry
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