Automated Trading 2009: Speakers
Automated Trading 2009
Chandos House, London W1 - 16 October 2009
 Yomi Aiayi-Obe - CitigroupYomi Aiayi-Obe is a quantitative specialist with over 14 years in the City of London. He is currently working in Emerging Market Credit Department at Citigroup. He has held numerous senior positions in the Structured Credit Derivatives department at BNP Paribas. Prior to this role, he worked in the Structured Credit and Equity Derivatives businesses at Dresdner Kleinwort Wasserstein. He has also held positions, in FX Derivatives at JP Morgan Chase, and Equities at United Bank of Switzerland (UBS), formerly Swiss Bank. He has also developed projects that have enabled traders and risk managers to manage £1+ billions portfolios. As part of his roles, he has mentored and delivered tailor-made in-house courses. He graduated with BSc (Hons) Degree in Chemical Engineering from the University of Lagos and obtained a PhD from the University of Strathclyde, Glasgow. |
 Gerry Celaya - Redtower Asset ManagementGerry Celaya is a Director and Chairman of Redtower Asset Management, and Chief Strategist at Redtower Research. Gerry was formerly the Senior Technical Analyst and Currency Strategist at American Express Bank, covering major and exotic FX markets, bond markets and equity indices for the banks institutional and corporate customers. In this role he also produced strategies that utilised high yield portfolios and derivatives to manage risk for clients. Prior to that Gerry worked at Bank of America as Head of Technical Analysis, London which included trading most foreign exchange rates and products and included running a portfolio of high yield currencies. Gerry also managed the desk that provided technical research for the bank and its customers. Gerry was Director of Technical Analysis, Europe at Standard and Poor's MMS International, before he joined Bank of America. In all, he has over seventeen years of experience covering the financial markets using technical analysis for institutional dealers and professional clients. Gerry has been a Director of the Society of Technical Analysts (STA) on two separate occasions, and is also a member of the Society of Business Economists. He earned his MA in Economics (applied econometrics) in 1988. |
 Ernest Chan - E. P. Chan & AssociatesErnest Chan specialises in the development of statistical models and advanced computer algorithms to find patterns and trends in large quantities of data. He began his career working on statistical pattern recognition to projects ranging from textual retrieval at IBM Research. In 1998 he joined the proprietary trading group at CSFB developing statistical models for futures trading, stock pair-trading as well as trading based on earnings revisions, surprises and analyst recommendation changes. He has also worked on projects for MapleRidge Capital Management, Millennium Partners, and MANE Fund Management. He currently runs his own consulting company, E. P. Chan & Associates specialising in the research and development of statistical models and software for trading stocks and futures. Ernie holds a PhD theoretical physics from Cornell University. |
 Perry Kaufman Perry Kaufman has thirty-five years experience in financial engineering and hedge funds. Beginning as a scientist in the aerospace industry, where he worked on the navigation and control systems for Gemini, he has been in the forefront of market analysis since the 1970s. Perry specializes in the development of fully systematic trading programs in derivatives and equities as well as asset allocation and leverage overlays. He is also the author of ‘New Trading Systems and Methods’ (Wiley 2005) and ‘A Short Course in Technical Trading’ (Wiley 2003). |
 Alain Ruttiens - NEURON sàrlAllain Ruttiens is a partner and asset manager at Luxembourg-based hedge fund NEURON sàrl. Prior to this he was director of the financial engineering department in CBC Banque, in Brussels (an affiliate of KBC Bank) where he launched an interest rates options desk and managed the structured products department. Prior to joining CBC Banque, Mr Ruttiens worked at the former Banque Indosuez in Belgium, bought in 1998 by KBC Bank, where he pioneered derivatives activities in Brussels with the launching of a currency options desk. He is Professeur Affilié at Ecole Supérieure de Commerce de Paris, and also teaches at several universities and institutions, including HEC Paris, the Sorbonne University of Paris I, the Institut d'Etudes Politiques (Paris), Université Paris-Dauphine, Centro di Studi Bancari, Lugano (Switzerland), Ecole Supérieure des Affaires, and Beyrouth (Leabanon). His current research interests focus on modeling of financial markets - more especially over the very short term - on switching processes, correlation processes, and on market risk management. Mr Ruttiens has a Masters Degree in Chemical Engineering (Faculté Polytechnique de Mons, Belgium), and a further degree in Operational Research (FUCAM, Mons, Belgium). |
 Ralph Vince Ralph Vince has made many contributions to the world of money management in trading over the course of his career, most famously for his position sizing strategy 'Optimal f'. His publications include: The Handbook of Portfolio Mathematics, (John Wiley & Sons, 2007); The New Money Management; a Framework in Asset Allocation (John Wiley & Sons, 1995); The Mathematics of Money Management, (John Wiley & Sons, 1992); and Portfolio Management Formulas, (John Wiley & Sons, 1990). He was previously employed with the Commodities Department of the Abu Dhabi Investment Authority. |
 Gerben de Zwart - ING Investment Management Gerben joined ING Investment Management in October 2007. He is a Senior Quantitative Analyst in the Systematic Investment Strategies department, where he is involved in the development of portfolio optimization as well as research projects pertaining alpha models. He joined ING Investment Management from Robeco, where he served as Senior Quantitative Researcher in their Quantitative Strategies Department. Gerben earned his Master's degree in Technical Mathematics from Delft Technical University and his Ph.D. in Empirical Finance from the Rotterdam School of Management, Erasmus University Rotterdam. He is a frequent speaker at international conferences and has been published in the academic finance literature including the "Journal of International Money and Finance", "Journal of Portfolio Management" and "Emerging Markets Review". Gerben holds the Chartered Financial Analyst designation. |
