Brian began his discretionary trading and systematic development career as an independent strategist during the 2008 market crash. His early and continued success using proprietary strategies led to the launch of GreenTree Investment & Trading Technologies, a systematic R&D firm focused on leasing dynamic investing systems for stocks and ETFs. In late 2013, Brian's introduction to business partner Robert Spears, an alternative investment consultant, sparked the launch of Optimized Trading. A quantitative systematic R&D firm, Optimized Trading is focusing on highly adaptive multi-model systematic trading and investing strategies for stocks, ETFs and futures. In addition to strategic leasing, Optimized Trading plans to launch a CTA in 2017, and a hedge fund in 2018.
Day 1 @ 16:40
Risky business – how are savvy funds blending analytics, cloud computing and quantitative methodology to supercharge risk management?
Quant World & Big Data in Finance
- How are portfolio managers accurately assessing risk as modern markets become increasingly complex and volatile?
- Leveraging next-generation data management and analytics tools to achieve an integrated view of portfolio risk exposure across time horizons and asset classes
- Risk modelling – how can new validation tools be applied to ensure accuracy?
- Predictive analytics – how are you using predictive tools to measure risk?
- Compute-intensive risk – how are quants and risk managers using the cloud to scale up modeling capacity without breaking the bank on building new data centers?
Moderator: Euan Sinclair, Partner, Talton Capital Management
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