Epstein Secrets

equity markets. • Global equity marketplace algorithmic trade analysis for the market phases, trade conditions and optimal order types. 2000-2004 BNY Securities, NYC Trading Systems Architett (VP), Project Alanager • Designed and implemented multi-location global portfolio trading system from ground up, dir

P, Adaptive filtering, Kalman filters, Hidden Markov Model • Kernel Methods, Support Vector Machines • Cointegration and Error Correction models, Vector Auto Regression, ARCH and Granger causality, GARCH models, ARIMA. Panel data modeling Fixed and Variable effects models • MARS, Boosting methods, Regression trees

equity markets. • Global equity marketplace algorithmic trade analysis for the market phases, trade conditions and optimal order types. 2000-2004 BNY Securities, NYC Trading .Systems Arebliect (VP), Project Manager • Designed and implemented multi-location global portfolio trading system from ground up, dir

, Adaptive filtering, Kalman filters, Hidden Igarkov Model • Kernel Methods, Support Vector Machines • Cointegration and Error Correction models, Vector Auto Regression, ARCH and Granger causality, GARCH models, ARIMA. Panel data modeling: Fixed and Variable effects models • MARS, Boosting methods, Regression tree

equity markets. • Global equity marketplace algorithmic trade analysis for the market phases, trade conditions and optimal order types. 2000-2004 BNY Securities, NYC Trading Systems Architect (VP), Project Manager • Designed and implemented multi-location global portfolio trading system from ground up, dire

P, Adaptive filtering, Kalman filters, Hidden Markov Model • Kernel Methods, Support Vector Machines • Cointegration and Error Correction models, Vector Auto Regression, ARCH and Granger causality, GARCH models, ARIMA. Panel data modeling Fixed and Variable effects models • MARS, Boosting methods, Regression trees