Epstein Files Search

EFTA01104892Set 9

30p6,348w

Leveraged ETF Arbitrage Option Volatility 11% Arbitrage 11% FX High Frequency and Statistical Arbitrage Electricity Trading 11% 11% High Frequency Information Arbitrage 11% Falcon's View Fund. Ltd. DRAFT ... Arbitrage B5 Option Volatility Arbitrage B6 Leveraged ETF Arbitrage B7 FX High Frequency and Statistical Arbitrage B8 Bounded Tradable Processes B9 T-Bill Arbitrage B10 Falcon's View Fund ... View Fund. Ltd. DRAFT FOR INTERNAL USE ONLY EFTA01104916 Team 7: FX High Frequency Statistical Arbitrage Short Summary Portfolio Managers + Incepted in August 2012, the High Frequency FX Trading Previously

https://www.justice.gov/epstein/files/DataSet%209/EFTA01104892.pdf

EFTA01118459Set 9

16p7,997w

quality into U.S. Treasuries. We did see positive performance from several areas, including Statistical Arbitrage, our Louis Dreyfus Highbridge merchant energy business investment, and Fixed Income/Credit Relative Value. While ... Fund, by strategy, for the first quarter. Strategy Quarter Ending March 31, 2008 Statistical Arbitrage 0.56% Merchant Energy 0.11 Fixed Income/Credit 0.09 Special Opportunities -0.07 e Event Driven/Relative Value ... approximately 8% of Highbridge's portfolio of invested capital was allocated to Special Opportunities. Statistical Arbitrage Our Statistical Arbitrage business performed well in 2004. Over the course of the year

https://www.justice.gov/epstein/files/DataSet%209/EFTA01118459.pdf

EFTA01197165Set 9

57p27,425w

contra-investment in a correlated index or sector rather than a comparable company. • Statistical Arbitrage and Quantitative Strategies: U.S. and non-U.S. statistical arbitrage and quantitative strategies generally ... tools are monitored and updated as paradigm shifts occur in the markets. The various statistical arbitrage strategies tend to have had low correlation with overall market performance. In addition, Portfolio ... developed areas of Asia and Europe to maintain liquidity and consistent information reporting. Statistical arbitrage strategies are dependent on technology, and the Investment Manager expects to invest significantly

https://www.justice.gov/epstein/files/DataSet%209/EFTA01197165.pdf

EFTA02713615Set 11

2012-11-2957p27,450w

contra-investment in a correlated index or sector rather than a comparable company. Statistical Arbitrage and Ouantitative Strategies: U.S. and non-U.S. statistical arbitrage and quantitative strategies generally ... tools are monitored and updated as paradigm shifts occur in the markets. The various statistical arbitrage strategies tend to have had low correlation with overall market performance. In addition, Portfolio ... developed areas of Asia and Europe to maintain liquidity and consistent information reporting. Statistical arbitrage strategies are dependent on technology, and the Investment Manager expects to invest significantly

https://www.justice.gov/epstein/files/DataSet%2011/EFTA02713615.pdf

EFTA01115518Set 9

1p470w

Management where he runs a high Sharpe, short holding period (I to 2 days) statistical arbitrage strategy. Yansi began his financial industry career at Instinet Inc. where he was lead ... where he worked on the research and development of high and medium frequency statistical arbitrage models. Yansi started to run his own models as a portfolio manager for IVC America ... from Princeton University in applied mathematics. Youliang Tian Youliang Tian has been doing equity statistical arbitrage trading for about ten years by now. He joined Boothbay last

https://www.justice.gov/epstein/files/DataSet%209/EFTA01115518.pdf

EFTA00694446Set 9

2013-11-104p1,869w

were positive. Gains were led by Algorithmic Pattern Recognition, European Power Trading, and Equity Statistical Arbitrage. Option Volatility Arbitrage, Fixed Income Relative Value, and FX Statistical Arbitrage suffered contained losses

https://www.justice.gov/epstein/files/DataSet%209/EFTA00694446.pdf

EFTA00705873Set 9

2014-03-093p1,519w

positive performance in our portfolio were broad based, gains were led by Publication Activism, Statistical Arbitrage (specifically high-frequency Japanese Statistical Arbitrage), Power Trading both

https://www.justice.gov/epstein/files/DataSet%209/EFTA00705873.pdf

EFTA01088824Set 9

21p4,977w

terms with underlying managers CAREER HIGHLIGHTS From 2000 to 2007, Chief Operating Portfolio Manager, Statistical Arbitrage, From 2004 to 2007. managed the Project Lead. MF Global, 2001 to 2006. Officer ... Glass worked as Chief Financial Officer at Vector Capital Management ("Vector"), a statistical arbitrage hedge fund in Norwalk. CT. Mr. Glass graduated from Queens College. with honors, with ... Diligence, Alpha Group, where he was a senior trader and assistant portfolio manager in Statistical Arbitrage; J.P. Morgan Securities, where he Investment Committee was a Vice President in the Equity

https://www.justice.gov/epstein/files/DataSet%209/EFTA01088824.pdf

EFTA01088845Set 9

18p3,920w

Glass worked as Chief Financial Officer at Vector Capital Management (Vector"), a statistical arbitrage hedge fund in Norwalk, CT. Prior to joining Vector, Mr. Glass spent ... indices 10 Quantitative: Equities Beta neutral Managed $100M US $100 Days I momentum and statistical arbitrage mean-reversion portfolio at Radium strategy Capital Advisors. focusing on Previously at Worldquant. Russell

https://www.justice.gov/epstein/files/DataSet%209/EFTA01088845.pdf

EFTA00556664Set 9

2012-06-0433p5,638w

Equities 1 day to 2 bespoke basket constructed via various statistical weeks Equity Statistical Arbitrage methods Take advantage of temporary divergence within a Equity Index Futures 2 hours

https://www.justice.gov/epstein/files/DataSet%209/EFTA00556664.pdf

EFTA01118475Set 9

2007-09-2513p6,538w

consolidation. During 2006, the Master Fund contributed certain investments and cash related to its statistical arbitrage trading strategy to a limited partnership ("STAR LP") in return for a 100% financial ... natural extension of HCC's leading position in the global convertible securities marketplace. • Statistical Arbitrage: Quantitative trading strategies executed on an automated basis. Security forecasts are fit statistically using both

https://www.justice.gov/epstein/files/DataSet%209/EFTA01118475.pdf

EFTA00583284Set 9

4p1,262w

OBJECTIVE Quantitative Strategist/Portfolio Manager EXPERTISE Quantitative trading strategies: Statistical Arbitrage, Market Microstructure, Forecasting Techniques. Algorithmic trading; Design and development using time series methods, statistical machine learning, digital signal processing ... server farms. 2004 - 2009 BNY Convergex Group, LLC, NYC Quantitative Developer / Pryer; Manager, VP ■ Statistical Arbitrage: designed and implemented a co-integration and vector error correction model EFTA00583284 for multi

https://www.justice.gov/epstein/files/DataSet%209/EFTA00583284.pdf

EFTA00611837Set 9

4p1,265w

Dmitriy Nuriyev OBJECTIVE Quantitative Strategist/Portfolio Manager EXPERTISE Quantitative trading strategies: Statistical Arbitrage, Market Microstructure, Forecasting Techniques. Algorithmic trading; Design and development using time series methods, statistical machine learning, digital signal ... server farms. 2004 - 2009 BNY Converges Group, LLC, NYC Quantitative Developer / Prgjed Manager, VP ■ Statistical Arbitrage: designed and implemented a co-integration and vector error correction model EFTA00611837 for multi

https://www.justice.gov/epstein/files/DataSet%209/EFTA00611837.pdf

EFTA01116865Set 9

4p1,262w

OBJECTIVE Quantitative Strategist/Portfolio Manager EXPERTISE Quantitative trading strategies: Statistical Arbitrage, Market Microstructure, Forecasting Techniques. Algorithmic trading; Design and development using time series methods, statistical machine learning, digital signal processing ... server farms. 2004 - 2009 BNY Convergex Group, LLC, NYC Quantitative Developer / Pryer; Manager, VP ■ Statistical Arbitrage: designed and implemented a co-integration and vector error correction model EFTA01116865 for multi

https://www.justice.gov/epstein/files/DataSet%209/EFTA01116865.pdf

EFTA02706722Set 11

3p1,277w

OBJECTIVE Quantitative Strategist/Portfolio Manager EXPERTISE Quantitative trading strategies: Statistical Arbitrage, Market Microstructure, Forecasting Techniques. Algorithmic trading; Design and development using time series methods, statistical machine learning, digital signal processing ... farms. 2004 — 2009 BNY Converges Group, LLC, NYC Qmantitatire Derrloper I Project Manager, VP • Statistical Arbitrage: designed and implemented a co-integration and vector error correction model for multi- asset

https://www.justice.gov/epstein/files/DataSet%2011/EFTA02706722.pdf

EFTA01139202Set 9

2015-12-144p1,748w

markets overshoot and whipsaw due to asset flows. We like volatility arbitrage type strategies, statistical arbitrage, and even some systematic trend-following at the moment. Of course, strategies such

https://www.justice.gov/epstein/files/DataSet%209/EFTA01139202.pdf

EFTA00236813Set 9

2014-06-3040p17,269w

Master Fund Relative value fundamental equity Identify changes in company fundamentals and relative mispricings Statistical arbitrage/ Develop algorithms that attempt to identify over/under-valued stocks Quantitative strategies Fixed income Capture inefficiencies ... world's trading markets to electronic exchanges continues to create opportunities for Millennium's statistical arbitrage/ quantitative strategies. Fixed income: Fixed income tracing generally indudes investments in sovereign debt, agency

https://www.justice.gov/epstein/files/DataSet%209/EFTA00236813.pdf

EFTA00933056Set 9

2012-04-084p2,565w

novel way to identify relative value between credit and equity volatility, based on statistical arbitrage. The signal is now neutral. • Foreign exchange — EUR/IUSD volatility is too low given fundings risk ... identify the relative cheapness of credit vs. equity volatility based on the concept of statistical arbitrage. We describe a method that aims to create market-neutral, cross-asset trades which

https://www.justice.gov/epstein/files/DataSet%209/EFTA00933056.pdf

EFTA00597360Set 9

2013-07-0117p9,766w

Glass worked as Chief Financial Officer at Vector Capital Management ("Vector"), a statistical arbitrage hedge fund in Norwalk, CT. Mr. Glass graduated from Queens College, with honors, with ... Double Alpha Group where he was a senior trader and assistant portfolio manager in Statistical Arbitrage; M. Morgan Securities where he was a Vice President in the Equity Derivatives Group

https://www.justice.gov/epstein/files/DataSet%209/EFTA00597360.pdf

EFTA01139976Set 9

2013-07-0117p9,769w

Glass worked as Chief Financial Officer at Vector Capital Management ("Vector"), a statistical arbitrage hedge fund in Norwalk, CT. Mr. Glass graduated from Queens College, with honors, with ... Double Alpha Group where he was a senior trader and assistant portfolio manager in Statistical Arbitrage; J.P. Morgan Securities where he was a Vice President in the Equity Derivatives Group

https://www.justice.gov/epstein/files/DataSet%209/EFTA01139976.pdf