
The 2nd annual conference
Automated Trading 2007
1 Wimpole Street, London, 11 October 2007
Richard Cunningham - Managing Director, City Index Advisory After working for Refco and SGF Chase Manhattan managing short term interest rates, Richard set-up Halewood Futures in the capacity of Dealing Director in 1999. Three years later he founded Cunningham Asset Management where he focused primarily on providing discretionary management services and advice to experienced retail customers and smaller institutions/funds. The majority of this business was then sold to City Index Limited to become City Index Advisory Ltd. City Index Advisory provides its clients with analysis and advice on a range of markets, from currencies to commodities, equities and indices. |
Stanley Dash - Director, Client Training and Development, TradeStationStanley Dash began his career on Wall Street in 1975 with E. F. Hutton where he was involved in institutional trading, management and compliance. Later, as a member of the Commodity Exchange, he was an active floor trader at one of the leading domestic futures and options exchanges. In the fields of training and public speaking, Mr Dash is proud of his long affiliations with such organizations as the New York Institute of Finance and the Institute for Financial Markets. Early in 2003, following a long tenure as a consultant to the firm, Mr Dash joined TradeStation Securities' user education department on a full-time basis. |
Max Dupont - Quantam In 1994, he started his career at Societe Generale Buenos Aires, working on quantitative modeling on emerging currencies, then he joined the headquarters in Paris where he worked for various trading desks (rates / forex / commodities / derivatives). In the late 90s, he founded an IT company, where he hired 50 people developing industrial real time systems. In 2002, together with a partner, he started a new innovative company dedicated to the research and development of predictive models on financial markets. In 2004, in order to prove the value of the results and their applicability to asset management, he developed trading automats, implemented the strategies he had designed, and launched an asset management company and a regulated mutual fund through a joint-venture with institutional investors. After 2 years of highly regular performance showing the unquestionable quality of his management process, he went into a new partnership which took control of Quantam in order to launch an intense development stage. |
Luc Van Hof - AIM Trading Luc established Analytic Investment Management (AIM) in 1990, a quantitative investment management company specialising in short term systematic currency trading for institutional investors, a company now jointly owned with Robeco. Previously he worked as a Vice President Equity Derivatives with Bankers Trust in London. |
Melanie Schmidt - Updata Melanie (CFT, MSTA) is responsible for trading strategies at Updata working with a wide variety of clients exploring trade idea generators, back testing of strategies and optimising technical parameters. Formerly she spent 8 years working for hedge funds including Beach Capital Management and Marble Bar Asset management. She also holds a BSc in Mathematics and Statistics from the University of London. |
Rashpal Sohan - Rathbones Rashpal Sohan graduated from the London School of Economics and Political Science with a first class degree in Actuarial Science. He joined Rathbone Brothers Plc in 2005 as an asset allocation analyst working with Robin Griffiths, the head of asset allocation. He specialises in the use of quantitative techniques in the analysis of global markets, with particular emphasis on building models for system trading and investment purposes. |
Ben Van Vliet - Illinois Institute of Technology Benjamin Van Vliet consults extensively on building automated trading systems with professional fund managers and traders and is the author of "Building Automated Trading Systems" (Academic Press, 2007). He is the associate director of the MSc in Financial Markets at the Illinois Institute of Technology's Stuart Graduate School of Business, and is responsible for their courses on computer programming for automated trading. Van Vliet is also vice chairman of the Institute for Market Technology, where he sits on the advisory board for their Certified Trading System Developer (CTSD) program. |
Peter Wiesing - Managing Director, Wiesing Investments Dr. Peter Wiesing is founder and managing director of Wiesing Investments GmbH, Berlin. The company develops and integrates cutting-edge techniques from multiple scientific disciplines such as theoretical physics, machine learning, theoretical neuroscience, mathematics and computer science. Wiesing Investments is particularly specialized in modelling financial data on low time scales with a focus on purely quantitative market neutral strategies and option arbitrage. The company is about to launch a fully automated derivatives fund with 100 million Euro AUM in December 2007. |