Alex Popovici | Head of Quantitative Trading
TLP Trading LLC

Alex Popovici, Head of Quantitative Trading, TLP Trading LLC

Alex Popovici is the Head of Quantitative Trading at TLP Investment Group, where he is responsible for designing and implementing statistical arbitrage strategies on equity markets. Prior to joining the TLP Group, Mr. Popovici held various quantitative research & portfolio management positions with Pine River Capital in New York, Citadel Investment Group in Chicago and London and Deutsche Bank in London. Mr. Popovici has 15+ years of experience in the hedge fund industry, with focus on quantitative modeling of financial markets, statistical arbitrage strategies & quantitative risk management. He received his Ph.D. in Applied Mathematics from the University of Bonn (Germany) and a Masters in Math. Finance degree from the University of Paris 6 (France).

Appearances:



TSC 2018 - DAY 1 @ 14:10

The art of backtesting – best practices and war stories from practitioners

40-minute interactive roundtable discussion

TSC 2018 - DAY 1 @ 16:30

Building a quant strategy - VIX vs. S&P 500

  • Which futures should we trade? Front month, Second month...?
  • What “roll yield” should we enter / exit at?
  • How do we compute the hedge ratio of the VIX to S&P 500?
  • Is it better to trade ETFs (VXX, SPY) or futures (VIX and E-mini)?
  • Effect of transaction costs, short fees and commissions

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