2
Total Mentions
2
Documents
33
Connected Entities
Name reference in documents
EFTA00583284
ucially contributed to an analytical model design and filed a patent for this model. This included expanding on theoretical framework of IL Almgren, IL Kissel and others by enabling real-time optimization capability for the algorithm via the derivation of a certain closed form analytical utility function
EFTA02706722
ced Pre-Trade Anablit designed and implemented advanced portfolio pre-trade analysis model which had significant advantage over regular models, e.g. IL Kissel, by accounting for serial correlations in both Liquidity and Portfolio risk estimation. • Agertry Strategy Suite: implemented a number of trading s
Granger
PersonCensus-designated place in St. Joseph County, Indiana
Adaptive
OrganizationOrganization referenced in documents

Marla Maples
PersonAmerican actress and TV personality (born 1963)
Sharpe
OrganizationOrganization referenced in documents

Bloomberg L.P.
OrganizationAmerican privately held financial, software, data, and media company
Barclays Capital
OrganizationInvestment banking division of Barclays PLC

Design
OrganizationOrganization referenced in documents
Project Manager
OrganizationOrganization referenced in documents
Markovian
PersonSurname reference in documents
Avon Products
OrganizationOrganization referenced in documents
Kalman
PersonSurname reference in documents
Market Microstructure
PersonName reference in documents
R. Kissel
PersonName reference in documents
VC++
PersonName reference in documents
Russ Berry
PersonName reference in documents
Quadratic
PersonName reference in documents
Convex
PersonName reference in documents
Buttonwood Group
OrganizationOrganization referenced in documents
Trade Tactics
OrganizationOrganization referenced in documents
BNY Securities
OrganizationOrganization referenced in documents