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High-Frequency Trading Leaders Forum 2011 Chicago

High-Frequency Trading Experts Workshop DVD Video Package



High-Frequency Trading Leaders Forum 2010High-Frequency Trading Leaders Forum 2010High-Frequency Trading Leaders Forum 2010High-Frequency Trading Leaders Forum 2010
High-Frequency Trading Leaders Forum 2010High-Frequency Trading Leaders Forum 2010High-Frequency Trading Leaders Forum 2010High-Frequency Trading Leaders Forum 2010

Speaker Profiles

  Aaron Lebovitz is Managing Director of Algorithmic and Event Driven Trading at Infinium Capital Management. In five years, Mr. Lebovitz has built his department into an exceptional force in the firm and industry. Mr. Lebovitz possesses a strong knowledge of mathematical finance with experience implementing risk-neutral approaches to price options, as well as structural and fundamental economic models for pricing various derivatives across most asset classes.
Mr. Lebovitz, featured in The Speed Traders, received his undergraduate degree in Mathematics from Columbia where he also minored in Geology. After spending the first five years of his career at large banks in New York City, Mr. Lebovitz returned to his hometown of Chicago where he completed his PhD in Finance from the Graduate School of Business at the University of Chicago before embracing the entrepreneurial environment at Infinium. Mr. Lebovitz believes strongly in building multi-functional teams where technologists, financial engineers and traders work together to solve business problems. He enjoys spending time with his wife and three children.
  Adam Afshar is Hyde Park Global’s President and Chief Executive Officer. He has over two decades of financial industry experience including 12 years at Bear Stearns where he was a Managing Director, overseeing long/short multi asset portfolios for both onshore and offshore clients.
Hyde Park Global Investments is a 100% robotic investment and trading firm based on Artificial Intelligence (AI). The system is built primarily on Genetic Algorithms (GA) and other Evolutionary models to identify mispricings, arbitrage and patterns in electronic financial markets. Additionally, Hyde Park Global Investments has developed programs applying natural language processing and sentiment analytics to trade equities based on machine readable news. Hyde Park Global employs no analysts, portfolio managers or traders, ONLY scientists and engineers.
Mr. Afshar, featured in The Speed Traders, has a BA in Economics from Wofford College and received his MBA from the University of Chicago, Booth School of Business.
  Andrew Kumiega is Director of Quality at Infinium Capital Management. Dr. Kumiega has applied his Ph.D. in Industrial Engineering to research positions in both the manufacturing and the financial industry over the last 20 years. He has held multiple Director level positions in financial trading firms responsible for front office financial engineering. He currently works for a proprietary trading firm. Dr Kumiega is an Adjunct Facility member at the Illinois Institute of Technology. His industry research interests include: implied volatility models for equity derivatives, pricing models for convertible bonds, multi-factor stock selection models, credit analysis, and project management for finance.
Dr. Kumiega is the co-author of Quality Money Management along with multiple journal articles. Dr. Kumiega holds a B.Sc. Engineering Management from the University of Illinois, Chicago, a M.Sc Industrial Engineering from the University of Illinois, Chicago, a Industrial Engineering from the University of Illinois, Chicago and a M.Sc. Finance from Illinois Institute of Technology.
  Bart Chilton is Commissioner with the U.S. Commodity Futures Trading Commission. Mr. Chilton was nominated by President Bush and confirmed by the U. S. Senate in 2007. In 2009, he was re-nominated by President Obama and reconfirmed by the Senate. He has served as the Chairman of the CFTC’s Energy and Environmental Markets Advisory Committee (EEMAC). His career spans 25 years in government service—working on Capitol Hill in the House of Representatives, in the Senate, and serving in the Executive Branch during the Clinton, Bush and Obama Administrations.
Prior to joining the CFTC, Mr. Chilton was the Chief of Staff and Vice President for Government Relations at the National Farmers Union where he represented family farmers. In 2005, Mr. Chilton was a Schedule C political appointee of President Bush at the U. S. Farm Credit Administration where he served as an Executive Assistant to the Board. From 2001 to 2005, Mr. Chilton was a Senior Advisor to Senator Tom Daschle, the Democrat Leader of the United States Senate. Mr. Chilton was born in Delaware and spent his youth in Indiana, where he attended Purdue University (1979—1982).
  Ben Van Vliet is Lecturer at the Illinois Institute of Technology's Stuart School of Business (IIT), where he also serves as the Associate Director of the M.S. Finance program. At IIT he teaches courses in quantitative finance, C++ and .NET programming, and automated trading system design and development. Professor Van Vliet consults extensively in the financial markets industry, including Calamos Investment Management, Jump Trading, Deutsche Bank and the United States Department of Labor, primarily on topics related to the mathematics, technology and management of trading systems.
He was teaching a regular course in business mathematics at the University of Chicago's Graham School of General Studies and previously taught review courses for Quantitative Methods portions of Chartered Financial Analysts level one examination for Becker Conviser/Stalla.
  Dale Rosenthal is Assistant Professor of Finance, University of Illinois at Chicago. Professor Rosenthal began his financial career as a programmer/analyst intern for the block trading desk at Goldman Sachs. He then worked for Long-Term Capital Management as a strategist in David Modest's equity derivatives group. He remained at LTCM for five years — through the 1998 implosion and 1998-2000 consortium period.
Post-LTCM, he was a quantitative researcher and proprietary trader at Morgan Stanley's Equity Trading Lab (an algorithmic trading group). His proprietary trading made about $40MM/year for the bank; his research resulted in faster, less expensive, and more reliable electronic order execution.
His current areas of research include market microstructure and liquidity; financial econometrics; financial firm distress and systemic risk; and, delays in processing and publishing financial information. He has been quoted by the Medill News Service, Barron's, the Chicago Tribune, Crain's Chicago Business, and Portfolio Magazine; appeared on TV for First Business Morning News, WTTW's Chicago Tonight, and Fox Business News (live); and, was interviewed live on Bloomberg Radio.
Professor Rosenthal graduated from Cornell University with a B.S. in electrical engineering and the University of Chicago with a Ph.D. in statistics.
  David Schulz is Director, FX Products of CME Group. He is responsible for developing relations with global foreign exchange (FX) market participants to increase global trading of CME FX products.
Schulz joined CME in 2003 and previously served as Associate Director, CME FX Products. Prior to joining the company, he was an independent floor trader in CME FX markets and held FX broker/sales management roles for Merrill Lynch Futures Inc. on the CME trading floor. He also has FX trading experience with Lloyd's Bank PLC in New York.
Schulz earned his bachelor's degree in economics from the University of Wisconsin-Madison.
  Edgar Perez is Author of "The Speed Traders: An Insider’s Look at the New High-Frequency Trading Phenomenon That is Transforming the Investing World", published in May 2011, by McGraw-Hill Inc. Mr. Perez is widely regarded as the pre-eminent networker in the specialized area of high-frequency trading.
Mr. Perez has been featured on CNBC Cash Flow with Oriel Morrison, BNN Business Day with Kim Parlee, with Gregg Greenberg, Channel NewsAsia Cent & Sensibilities with Lin Xue Ling, The Wall Street Journal, The New York Times, The Dallas Morning News, Los Angeles Times, iMoney Hong Kong, Hedge Fund Brief, Oriental Daily News Hong Kong, and more. He has been engaged as speaker at Harvard Business School’s 17th Annual Venture Capital & Private Equity Conference, High-Frequency Trading Leaders Forum 2011 (New York, Chicago, Hong Kong, Sao Paulo, Singapore), CFA Singapore, Hong Kong Securities Institute, Courant Institute of Mathematical Sciences at New York University (New York), Global Growth Markets Forum (London), Technical Analysis Society (Singapore), Middle East Hedge Funds Investors Summit 2012 (Riyadh, Saudi Arabia), among other global forums.
Mr. Perez was a vice president at Citibank, a senior consultant at IBM, and a consultant at McKinsey & Co. in New York City. Mr. Perez has an undergraduate degree from Universidad Nacional de Ingeniería, Lima, Peru (1994), a Master of Administration from Universidad ESAN, Lima, Peru (1997) and a Master of Business Administration from Columbia Business School, with a dual major in Finance and Management (2002). He is a member of the Beta Gamma Sigma honor society. Mr. Perez resides in the New York City area and is an accomplished salsa and hustle dancer.
  Dr. Euan Sinclair is Risk Manager, Bluefin Trading, oversees at Bluefin Trading the firm’s risk by monitoring positions and activity of over 50 traders in 30 separate profit centers. He has over fifteen years trading options professionally, with experience in stock options, interest rate products, index options and commodity options, both exchange traded and OTC; he has specialized in design, implementation and risk management of quantitative trading strategies.
Prior to Bluefin, Dr. Sinclair was a Partner with Medway Capital Management, where he designed and traded several statistically based options, futures and stock strategies including high frequency spreading and structured product arbitrages. Before that, he was Principal with The Helios Group, where he established the ESX market making group, designed and implemented an automated option market making system, and supervised the design of an artificial option market where new market making ideas could be simulated and evaluated.
Dr. Sinclair is the author of “Volatility Trading”, published by Wiley in 2007, and “Option Trading”, published by Wiley in 2010. He has completed a Ph.D. in quantum chaos at the University of Bristol.
  Frank Pendle is currently VP of North American Sales for Bleum, with over 20 years in IT sales experience in leading sales teams that generated over USD 500 million in IT solutions to Tier 1 companies. Mr. Pendle is a recognized expert in CPG and Financial Services industries in regard to IT, having published over 120 articles and papers in media such as “The Economist”, “Newsweek”, and “Businessweek”. He has also been retained for consulting at several Fortune 500 companies, organizations such as the United Nations, and the U.S. and Philippines governments, among others.
Mr. Pendle began his career as a Business Solutions Provider at IBM, moving into a sales executive role with the IBM Global Services Division where he received 3 President’s Circle Awards and 6 Service Stars. Mr. Pendle then went to Capgemini, where he helped grow the Central (now West) business unit from USD 2 million to USD 246 million in less than a decade. With Capgemini, Mr. Pendle received 3 Winner’s Circle Awards and 2 Salesperson of the Year awards. He currently resides in Naperville, Illinois.
  James Austin is President of Vertex Analytics, Inc. With over 12 years of experience, Mr. Austin has designed and developed a number of high-end, scalable solutions for proprietary firms. In his role at Lekka Capital Management LLC, he developed the business with his skills and understanding of the commodities markets, which are both technical and fundamental. Mr. Austin holds a BS in Engineering Management from Miami University.
  Janet Angstadt is Partner with Katten Muchin Rosenman LLP. She concentrates her practice in financial services. She counsels broker-dealers and market centers on a wide variety of legal and regulatory matters including mergers and acquisitions involving broker-dealers; exchange, FINRA and Securities and Exchange Commission (SEC) investigations; compliance issues related to registrations, sales practice, short sales, Regulation NMS, market making, and options and equities order handling; broker-dealer sponsored alternative trading systems such as dark pools and electronic communication networks; and exchange traded funds. Ms. Angstadt’s clients include large, full service broker-dealers as well as firms with market making, proprietary trading and algorithmic models. Ms. Angstadt is also counsel to various market centers on equities and derivatives market structure issues including market access, market data, new products, and SEC policy initiatives. Ms. Angstadt has also conducted independent compliance reviews and audits related to enforcement action settlements.
Prior to joining Katten, she served as general counsel of NYSE Arca Inc., NYSE Euronext’s electronic exchange for trading equities and options (formerly Archipelago). As general counsel of NYSE Arca, Ms. Angstadt worked extensively on market structure and regulatory compliance issues, and managed the company’s membership and registrations department. Prior to the merger of the New York Stock Exchange and Archipelago, she served as the deputy general counsel of Archipelago, where she created and implemented key company regulatory and legal policies, and managed the compliance programs for Archipelago’s four affiliated broker-dealers. In addition, Ms. Angstadt played integral roles in legal and regulatory matters involving human resources, intellectual property, and mergers and acquisitions, including Archipelago's acquisition of the Pacific Exchange and merger with the New York Stock Exchange.
Before joining Archipelago, Ms. Angstadt was senior vice president and counsel to the capital markets group of EVEREN Securities Inc. She went to EVEREN Securities from Schiff Hardin & Waite, where she represented exchange markets and broker-dealers. Ms. Angstadt previously spent four years as senior counsel for the U.S. Securities and Exchange Commission’s Division of Market Regulation, where she was part of the three-person study team for the Market 2000 Report.
She received her B.A. from St. Olaf College in 1986 and her J.D. from DePaul University in 1990. She is admitted to practice in Illinois (1990).
  Jitesh Thakkar is Founder and President of Edge Financial Technologies. Mr. Thakkar is an industry veteran known for his expertise in creating trading and execution management systems in the futures and options industry. Mr. Thakkar has over 15 years of technical experience and has been serving the trading industry for 12 years. He is passionate about creating great software and delivering value to clients.
In his career, he has created several algorithmic trading systems, Order Routing Systems, High Frequency Low Latency Trading Systems, and Exchange Connectivity/ Gateways to several futures, options and FX exchanges. Prior to starting the firm, Mr. Thakkar worked with UBS, Trading Technologies, Stafford Trading, TD Securities and Andersen Consulting. Mr. Thakkar has a BS in Computer Engineering from the University of Illinois at Chicago.
  Jonathan Brogaard is Professor of Finance at the University of Washington's Foster School of Business. He obtained a joint JD - PhD in Finance from the Northwestern University School of Law / Kellogg School of Management.
His current research interests involve understanding the activities of high frequency traders and their impact on financial markets. Outside of academia, Dr. Brogaard consults for quantitative-based hedge funds.
  Ken Kinkopf is Founder and President of Kinkopf Capital Management, LLC which offers managed accounts in its S&P500 program. The company is a member of the NFA and registered with the CFTC as a Commodity Trading Advisor (CTA) since June, 2005.
Mr. Kinkopf brings over 20 years experience integrating technology and systems trading. Mr. Kinkopf has successfully traded the S&P500 futures market since 1989 and directs all trading for the firm. Mr. Kinkopf also provides technology consulting services holding over a dozen IT certifications. After studying the concepts and applications of risk management for discretionary trading, he correlated a risk-reward model using exploratory data analysis with forecasting techniques to create a robust, systematic, non-discretionary trading system. In 1999, Mr. Kinkopf programmatically transformed his discretionary model in to a systematic trading system.
Highlights of Mr. Kinkopf's recent achievements include making the "Top 10 Traders of 2009" as published by Futures Magazine, March 2010. He was listed as the "#1 Stock Index Trader" for 2009 in CTA-Info Flash Reports. Mr. Kinkopf won first place in five (5) CTA Challenges winning $2,000,000 in trade allocations during the turbulent periods between 2006 and 2010. In May of 1991 until April of 1996, he co-foundered and was president of K&D Financial Corporation in New York, which provided financial advisory services in the managed futures industry.
  Lance Zinman is Chair of the Chicago Financial Services Practice. He has a broad range of experience within the corporate and financial regulatory fields. He focuses his practice on representing hedge funds, commodity pools, proprietary trading firms, private equity funds and investment advisors with respect to their corporate, transactional and regulatory matters. He also counsels clients in other sectors of the financial services industry, including domestic and foreign exchanges, brokerage firms, swap counterparties and other participants in over-the-counter transactions. Mr. Zinman not only represents clients in connection with futures, derivatives and securities matters, but he also has substantial experience handling complex transactions such as equity and debt financings, mergers and acquisitions, joint ventures and strategic alliances.
Mr. Zinman also represents clients, including the Chicago Bulls, the Chicago White Sox and the Oakland Athletics, in the sports, music and entertainment industries in connection with a variety of matters such as player agreements, promotional and sponsorship agreements, television, radio and Internet rights agreements, stadium matters and management agreements.
Mr. Zinman was named one of the “40 Illinois Attorneys Under Forty to Watch” for 2008 by Law Bulletin Publishing Company, publishers of Chicago Lawyer magazine and the Chicago Daily Law Bulletin. In selecting Mr. Zinman for this honor, Law Bulletin Publishing noted that his "breadth and depth of experience have led his clients to describe him as one of the city's top business lawyers."
Mr. Zinman has spoken at numerous seminars and events on topics relating to hedge funds and proprietary trading firms. He is a member of the American Bar Association, the Chicago Bar Association, the Futures Industry Association and the Managed Funds Association. He is also a member of the Hedge Funds Care Global Board of Directors and its Midwest Committee of Hearts, and is a member of the Editorial Board of the Journal of Alternative Investments, an Institutional Investor Journal.
Mr. Zinman earned his B.A., with high honors, in Business Administration - Prelaw, from the Honors College of Michigan State University (1995), and his J.D., cum laude, from Northwestern University School of Law (1998). He is admitted to practice in Illinois (1998).
  Patrick Morris is the Chief Executive Officer of HAGIN Investment Management, Senior Managing Partner of 57th & Irving LLC, Partner of Indo-US Growth Opportunities Fund, Inc, and a Partner in Monument Global Resources, Inc.
He has 15 years of investment experience and began his career at Pillette Investment Management. He continued his career at Deutsche Bank, Pulse Trading, and Natixis. His experience includes quantitative research, analysis, marketing, and sales. He has a BA from Syracuse University and a Masters in Political Communication from Emerson College. He is an expert commentator on hedge funds and has been featured in numerous financial media outlets, such as HFM Week, Wall Street Journal’s Market Watch, and Fox Business News.
Mr. Morris is also a member of the Association of Certified Fraud Professionals (ACFE), Professional Association for Investment Communications Resources (PAICR), the Amsterdam American Business Club and he is a founding member of the Society for Financial Econometrics (SoFiE). He holds FINRA series 7, 30, 63, and 65. In addition, Mr. Morris is the executive producer and film financier of independent films, American Teen, The Cake Eaters, I Bring What I Love and August.
  Torben Andersen is the Nathan S. and Mary P. Sharp Professor of Finance and Director of the International Business & Markets Program and Research Center. He joined the faculty in 1991 and is a Faculty Research Associate of the National Bureau of Economic Research (NBER) and an International Fellow of the Center for Research in Econometric Analysis of Economic Time Series (CREATES) in Aarhus, Denmark. In addition, Professor Andersen was elected Fellow of the Econometric Society in 2008.
Professor Andersen has published widely in asset pricing, empirical finance, and empirical market microstructure. His work has centered on the modeling of volatility fluctuations in financial returns with applications to asset and derivatives pricing, portfolio selection, and the term structure of interest rates. His current work explores the use of large data sets of very high-frequency data for volatility forecasting, portfolio choice and risk management. He has received grants from the National Science Foundation, the Sloan Foundation, and the Institute for Quantitative Research in Finance (the Q-Group). He served as the editor-in-chief for the Journal of Business and Economic Statistics in 2004-2006, and he has served on the editorial board of various leading journals, including the Journal of Finance, Review of Financial Studies, Econometric Theory, and Management Science.
Professor Andersen has served as a consultant to the Stafford Trading Group, the Federal Reserve Board of Governors, various regional Federal Reserve Banks, foreign Central Banks, universities, and other organizations. He received his PhD in Economics from Yale University.


High-Frequency Trading Leaders Forum 2010

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