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High-Frequency Trading Leaders Forum 2011

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 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 both at Illinois Institute of Technology and University of Chicago. 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).
  Dr. Christian Zimmer is Head for Quantitative Portfolio Management and Research of Itaú Unibanco's Asset Management group, Brazilian’s biggest private asset manager with more than 300Bi R$ AUM. His responsibilities include quantitative support for the whole asset management group as well as the development of quantitative trading strategies. Since the acquisition of Bank Boston in Brazil, he also works as a manager of a quantitative hedge fund.
Dr. Zimmer came to Brazil in 2000 and joined Itaú Unibanco in 2002. He gained his first experiences at Bank Gesellschaft Berlin in 1996 as quantitative support for the option trading desk. Prior to his PhD studies in quantitative Finance he earned a Master in Business Administration from Ecole Superior de Toulouse (France) and a Master in Mathematics from the Technical University of Berlin.
  Christopher Willox is the Director of Trading at Fenimore Asset Management, a value-oriented equity manager with $1.5 billion in assets under management. He handles all the trading for the two mutual funds, FAM Value and FAM Equity Income as well as the 500+ client accounts. For the past 14 years, while at Fenimore, Mr. Willox has overseen the transition of the trading desk there from a traditional, high touch approach to a technology based liquidity integrator.
Prior to joining Fenimore in 1996, Chris held various sell-side sales and trading positions at BT (Bankers Trust) Brokerage, Brown Brothers Harriman and Salomon Brothers. He received his MBA from Pace University in 1983. Chris is also an adjunct professor in the School of Business at SUNY Cobleskill.
  Courtney Comstock is Writer at Clusterstock, and author of popular Business Insider article "The Three Stages Of Hating On High Frequency Trading Post-Thursday Crash". Before joining Clusterstock, Ms. Comstock was at She graduated with a bachelor's degree from UPenn and during college, she interned at CBS news and the magazine Next American City. Ms. Comstock lives in Brooklyn, NY.
    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". Mr. Perez is widely regarded as the pre-eminent networker in the specialized area of high-frequency trading. His forthcoming book, The Speed Traders, will be published in May 2011, by McGraw-Hill Inc.
He is the founder of Golden Networking and host of High-Frequency Trading Happy Hour business receptions in New York City, which have drawn the world’s top industry practitioners. He has organized high-frequency trading forums and workshops, as well as conferences on subjects as diverse as hedge funds, derivatives, private equity, distressed investing, and China, in the world’s major business centers. Mr. Perez has presented at Harvard Business School’s 17th Annual Venture Capital & Private Equity Conference and at forums organized by Columbia Business School’s Career Management Center and Alumni Club of New York.
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.
    James Leman is Principal and Capital Markets Head of Westwater Corp., a management and technology company after having spent thirty four years involved in Global Electronic Trading and External Connectivity, Global Middle Office Operational Management and Regulatory positions with Citigroup, HSBC and the New York Stock Exchange along with their affiliates. Mr. Leman has thorough in-depth skills in all financial and operational aspects of the brokerage industry and led the firm and the industry in the creation and development of revolutionary technologies for equity trading and managing the processing of securities transactions. Recognized as one of the top technology innovators of the ‘90s by Wall Street & Technology Magazine. Mr. Leman’s responsibilities included supervision of over 24 Electronic Trading staff and over 260 Middle Office employees globally for customer electronic trading and post execution support respectively. His Connectivity teams in US, UK, Japan, Hong Kong and Australia oversaw trading and connectivity with over 1200 customers. His Middle Office teams in the same location support sales/trading and trader post execution processing teams, pursue STP objective and elimination of manual handling of trades through application of technology along with strong customer relationship building activities.
Mr. Leman is a Founding member of the FIX (Financial Information Exchange) Industry committee and he led the global creation of the FIX committee in Europe, Japan, and Asia. Mr. Leman was a founding member of Thompson/DTCC Omgeo (US) Advisory committee and led the development of the Oasys and Oasys Global Middle Office Application development effort. Mr. Leman was a lead Participant in internal committees to analyze trading processes and design the Equity desk trading systems (EDTS) still in use today. Also designed and installed the program trading desk system (PTMS) still in current use today.
Before joining the NYSE Jim served 3 ½ years in the US Army with tours in Germany and Vietnam as a rotary wing aviator. Mr. Leman resigned as a Captain in 1972. He holds a BS Accounting St. Peter’s College 1968 and an MBA Finance Fordham University 1975.
    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.
    John Netto, Founder and Chief Executive Officer of M3 Capital, derivatives brokerage firm that facilitates order flow for hedge funds, CTAs, and professional traders. Mr. Netto is the author of "One Shot - One Kill Trading: Precision Trading through the Use of Technical Analysis" (McGraw-Hill, 2004). Mr. Netto has worked with buy-side firms, sell-side firms, and technology providers on more efficiently combining structure, strategy, and personnel to increase trading profits. Mr. Netto has presented on behalf of The Eurex, The CME Group, The ICE, The ISE, Interactive Brokers, Thomson Reuters, Profit-Loss Forex Conferences, as well as appearing regularly on Forex TV, Fox Business Channel, The Money Show Video Network, and many other media outlets.
Mr. Netto has published numerous articles and lectured on topics ranging from "Dynamically Delta Hedging Your Option Portfolio", "Techniques and Methodologies for Equity Index Spread Trading", to the more qualitative issues as "The 10 Attributes of a Great Trader." Mr. Netto used his nine-year US Marine Corps career and travels to the Far East to learn to speak, read, and write Japanese and Chinese, helping him articulate his vision of trading to an international audience.
    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.
    Jonathan Kanterman is a leading consultant to hedge funds, funds of funds, family offices and institutional investors with over 16 years of investment management experience. As a fund of funds manager he has conducted due diligence on and invested in hundreds of hedge funds. As head of marketing and investor relations he successfully raised over $1.5 billion for internal funds and fund of funds while responsible for over 500 clients worldwide.
Mr. Kanterman is a coveted speaker at industry events having recently spoken at the Latin America Algo & High Frequency Trading Summit, the Hedge Funds World Conference, The Family Office & Private Wealth Management Summit and The Global Pension Funds Conference. In addition, Mr. Kanterman is often quoted in publications such as Business Week, Financial Times, Asia Times and Barron’s.
For over seven years, Jonathan was the Managing Director of Stillwater Capital where he was responsible for helping with the growth and management of the firm and was an active member of the investment team. Previously, Mr. Kanterman was the Managing Director of Valenzuela Capital Partners, LLC., a $2.2 billion money management firm. Mr. Kanterman also served on the investment committee where he headed portfolio review and analysis. Prior to joining Valenzuela Capital Partners, Mr. Kanterman was Vice President and Portfolio Manager of Woodford Gayed Management, Inc., where his responsibilities included portfolio management and investor relations for this $1 billion money management firm. Mr. Kanterman also has several years experience in venture capital and equity analysis. Mr. Kanterman earned a Bachelor of Science degree in Finance and Marketing from The University of Miami School of Business.
Mr. Kanterman was recently named one of the “20 Rising Stars of Wealth Management” by Institutional Investor, recognizing industry leaders who are making an impact on wealth management today and expected to shape the industry in the years to come.
    Jonathan Kinlay, is Founder and CEO of Systematic Strategies LLC, a NY-based high frequency hedge fund and a Partner in Realtime Trading LLC, a proprietary trading firm that specializes in high frequency trading. For the last twelve years, Dr. Kinlay has been building and managing research teams of quantitative analysts in Europe, North America and Asia engaged in the development of high frequency, algorithmic/quantitative trading strategies in equities, fixed income and derivatives, many with Sharpe ratios in excess of 4.
Dr. Kinlay has served as General Partner and Portfolio Manager for three startup hedge funds, for which he developed all of the proprietary algorithms and systematic investment strategies, managing over $700M in assets raised from institutional investors. As the founding partner of Investment Analytics, an investment research and consulting firm, Dr. Kinlay has led and managed R&D projects ranging in scale up to 20+ man-years and several million dollars to develop investment programs, pricing and risk management models and algorithmic trading strategies that have been implemented successfully in funds with over $15Bn in assets.
Dr. Kinlay was formerly the Global Head of Model Review at Bear Stearns, where he managed teams of quantitative analysts in EU, USA and Asia, and was responsible for bringing all of the bank’s valuation and risk analysis models into a structured process for independent review, testing, approval and documentation.
Dr. Kinlay has postgraduate degrees in Statistics, Economics and Business Administration, and has been appointed adjunct professor of finance at New York and Reading Universities where he has lectured on investment strategy, financial engineering and risk management. He has extensive technical skills in C/C++, VB, Excel, Matlab and Mathematica.
    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.
    Louis Mak is Founder and Chief Executive Officer, I-Access Group, the parent company of I-Access Investors, which is the first local discount broker in Hong Kong. Mr. Mak was the chief designer of the trading system providing online investment services for concurrent usage by thousands of clients. The retail network was originated from the high frequency trading system used by I-Access for quoting for options and algorithm trading in index futures. I-Access is now one of the largest derivatives brokers in Hong Kong, sharing over 2% of market turnover.
Mr. Mak holds a BA in Business Studies from the University of Cambridge, a law degree from the Manchester Metropolitan University, and LLM from the University of Hong Kong. He is a committee member of the Membership Committee and e-Committee of Hong Kong Securities Institute.
    Marcos Carreira is Director of Derivatives with BM&FBOVESPA since 2010. He was Fixed Income and Forex Options Head Trader at Banco de Investimentos Credit Suisse from 2004 to 2009; previously, he was Market Risk Manager at the same institution from 1998 to 2004.
Between 1994 and 1998 he held several Controllership positions at Banco Garantia. Mr. Carrera is an Electronic Engineer qualified by ITA.
    Marvin Kelly is Chief Executive Officer and Portfolio Manager of Quaternion Capital Management, firm focused on quantitative money management in Hong Kong. Mr. Kelly has led the firm in all aspects of research, portfolio management, technology, and business development.
With over 10 years of experience, Mr. Kelly has extensive knowledge in developing quantitative strategies and tools such as statistical arbitrage, directional futures, and market analysis.
Mr. Kelly received his Bachelor’s degree in Mathematics from the University of Michigan and his Masters in Operations Research at Columbia University.
    Mike Bellafiore is Co-Founder of SMB Capital, a proprietary trading firm in New York City, and the author of One Good Trade: Inside the Highly Competitive World of Proprietary Trading (Wiley). His firm, SMB Capital, has been recognized for its outstanding intraday equities training program.
SMB Capital regularly appears on CNBC's Fast Money. SMB's training program was first highlighted on the TV documentary "Wall Street Warriors". Every Sunday night Mr. Bellafiore hosts SMB University on StockTwits TV, where he shares what the market has taught him. Mr. Bellafiore’s trading techniques were noted by his favorite trading coach in "The Daily Trading Coach: 101 Lessons for Becoming Your Own Trading Psychologist", written by Dr. Brett Steenbarger. Mr. Bellafiore has written numerous articles for SFO Magazine, most recently about how to turn trading knowledge into skill. And he writes regularly at SMB's trading blog, where professional traders share profitable trading set ups and stories.
Mr. Bellafiore is a graduate of the University of Connecticut School of Law and a former member of the University of Connecticut Board of Trustees. He has traded his own account professionally for 12 years.
    Milind Sharma is Chief Executive Officer, QuantZ Capital Management. He ran the LTMN desk in Global Arbitrage & Trading at RBC where he served as Portfolio Manager for Quant EMN, Short Term & Event Driven portfolios [upto $700mm gross]. In his capacity as Director & Senior Proprietary Trader at Deutsche, he managed Quant EMN portfolios of significant size & contributed to the broader prop mandate in Cap Structure Arb & with LBOs.
Prior to that he was co-founder of Quant Strategies (previously R&P) at BlackRock (MLIM), where his investment role spanned a dozen quantitatively managed funds & separate accounts with approx $30B in AUM pegged to the models. Prior to MLIM, he was Manager of the Risk Analytics and Research Group at Ernst & Young LLP where he was co-architect of Raven (one of the earliest derivatives pricing/ validation engines) & co-created the 1st model for pricing cross-currency puttable Bermudan swaptions.
    Morgan Hill is Founding Partner at Attis Capital LLC. Prior to founding Attis, Mr. Hill worked for Macmillan Publishing, Accenture and Microsoft. In these firms, he honed his skills as an analyst, accountant, compliance manager, financial systems architect, and executive consultant. He has presented at major international conferences on the topic of high-frequency trading and quantitative investing.
Originally from Portland, Oregon, Mr. Hill received his MBA from Willamette University with an emphasis on finance. He graduated with a Bachelor of Arts majoring in Economics and minoring in Computer Science, also from Willamette University. His current academic endeavors involve keeping up to date on financial markets and trading techniques. Outside of finance, activities include snowboarding, website design and tennis.
    Nathaniel Baker is Editor, Bloomberg Hedge Funds Brief, Bloomberg L.P.
Mr. Baker is the editor of Bloomberg L.P.'s Hedge Funds Brief. He was most recently a senior editor at The Deal LLC. He began his journalistic career at Institutional Investor, where he was managing editor of Alternative Investment News and contributor to The Journal of Alternative Investments.
While at Institutional Investor, Mr. Baker also contributed to Alpha Magazine and covered compliance and investment management for the Compliance Reporter newsletter. He began his career in journalism freelancing at several general business publications. Mr. Baker has appeared on Bloomberg Radio and CNBC. He earned a Bachelor’s Degree in international studies and French at Goucher College in Baltimore, Maryland.
    Petter Kolm is Director of the Mathematics in Finance Masters Program and Clinical Associate Professor at the Courant Institute of Mathematical Sciences, New York University. His interests include high frequency finance and algorithmic trading, quantitative trading strategies, financial econometrics, risk management, and optimal portfolio strategies.
Previously, Professor Kolm worked in the Quantitative Strategies Group at Goldman Sachs Asset Management where his responsibilities included researching and developing new quantitative investment strategies for the group's hedge fund. Petter coauthored the books Financial Modeling of the Equity Market: From CAPM to Cointegration (Wiley, 2006), Trends in Quantitative Finance (CFA Research Institute, 2006), Robust Portfolio Management and Optimization (Wiley, 2007), and Quantitative Equity Investing: Techniques and Strategies (Wiley, 2010).
Professor Kolm holds a Ph.D. in mathematics from Yale, an M.Phil. in applied mathematics from Royal Institute of Technology, and an M.S. in mathematics from ETH Zurich. He is a member of the editorial board of the Journal of Portfolio Management.
    Telis Demos is based in the New York office of the Financial Times. He covers equity capital markets, including the exchanges, trading and regulation. He is co-author of the daily Global Market Overview column on
Prior to joining the FT in 2010, Telis worked at a variety of US publications, including Fortune Magazine, where he wrote feature stories on hedge funds and Fortune 500 companies as a general assignment writer. He began his career as a Reporter-Researcher at The New Republic.
    Will Mechem is Managing Director in charge of Strategy, Operations and Business Development for Pan Alpha Trading, a high-frequency securities trading firm utilizing quantitative, systematic, market-neutral, and sector-neutral trading strategies, and CEO of Willard John Thomas Associates.
Mr. Mechem has over twenty years experience delivering financial technology solutions to top tier multi-national clients in the US market. His clients have been leading investment banks, brokerage houses, hedge funds and asset management firms in the U.S. For the past decade, Mr. Mechem has built an international network of finance and technology professionals in China, India, and Latin America.
    William Kenney is President, Knox Capital Management.
Knox Capital Management LLC conducts trading in highly liquid futures markets. Strategies are based upon statistical analysis of price movements. Prior to Knox Capital Management, Mr. Kenney was with Niederhoffer Investments / Manchester Trading. He has degrees on Economics from Columbia University and a bachelor of Fine Arts, Jazz Performance / Music History from The New School for Jazz and Contemporary Music.


High-Frequency Trading Leaders Forum 2010

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