Objective

The objective of this web site is to briefly describe my quantitative research and trading activities, with intention to explore strategic partnerships (joint venture in the quantitative trading business), third party marketing relationship, seeding proposals, joining an established hedge fund as a quantitative portfolio manager / asset manager or other opportunities.

Background

Aside from my quantitative research and trading activities, I hold a PhD in computational mechanics (a highly mathematical field in engineering) and work as a professor of theoretical mechanics. Moving into the business of developing systematic, quantitative trading models was a natural fit for me, as I always had a strong interest in engineering, mathematics and programming and a formal education background in numerical analysis. So, I applied both my real world experience and technical background in what became over a decade long research project into systematic trading of the financial markets.

The foreign exchange (Forex) market became my field of work in 2001. I was confident that finance was wonderfully pure information-processing business and Forex was the right place where the mathematically precise instruments of quantitative analysis could be applied. In the following years I have been involved in research, development and implementation of FXQ, FXI, FXB, FXC, ED, VT, VO and SPQ - my quantitative currency, volatility and equity trading programs. This is an ongoing process and I work on research of new trading models every day.

I passed the FINRA Series 3 (National Commodities Futures Examination) licensing exam, with a score of 93%. I am currently preparing for the Series 65 exam.

Trading

Initially, I was developing trading models (mostly futures day trading strategies) with intention to manage my own funds, as part of my retirement plan. Later, other people became also interested in trading my strategies. Before the development of the latest trading strategies (FXI, FXB, FXC, VT, VO, SPQ) I was managing multi-million hedge fund accounts pursuant to FXQ and ED trading programs (under different names). Currently, I trade proprietary trading accounts following the FXQ (modified in Dec 2012), FXI, FXB, FXC, VT, VO and SPQ trading strategies. The ED strategy, due to large account minimum ($2,500,000 is minimum tradable account) is currently put on hold and can resume trading as soon as sufficient trading capital is provided.

Plans

As I already have working trading strategies which work well for me, the logical step forward would be to share my knowledge and offer my quantitative trading programs to the professional investment community. In order to expand my operations, I would be interested in:

- Joint Venture (JV) between me, as a quantitative trading developer (who would provide the trading algorithms, trading automation software and other quantitative trading know-how), and a hedge fund management company, or a capital raising firm, which would provide private marketing to accredited/professional investors, operational support and administration;

- Joining, or working for an established hedge fund or separately managed account company as a Quantitative Portfolio Manager on a profit sharing plan;

- Participating in outsourced proprietary trading unit;

- Appointment to manage an allocation from a hedge fund or other investment or trading company.

This is just a preliminary plan, which is open to other ideas. My only requirement is to keep the intellectual property of my trading models. If you find my quantitative trading strategies interesting and think we can do some synergetic work, please contact me. Also, you can contact me if you need more information about any trading program, to request my CV or simply want to schedule a phone conversation or meeting.

Thank you for your time,

Dan