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Quality Money Management Co-Authors to Keynote High-Frequency Trading Conference

Quality Money Management Co-Authors to Keynote High-Frequency Trading Conference

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Published by kalai2
Quality Money Management Co-Authors, Dr. Andrew Kumiega and Professor Ben Van Vliet, to Keynote High-Frequency Trading Leaders Forum 2010, May 27th, Flatotel Hotel, New York City
Quality Money Management Co-Authors, Dr. Andrew Kumiega and Professor Ben Van Vliet, to Keynote High-Frequency Trading Leaders Forum 2010, May 27th, Flatotel Hotel, New York City

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Published by: kalai2 on May 03, 2010
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Quality Money Management Co-Authors to Keynote High-Frequency Trading ConferenceQuality Money Management Co-Authors, Dr. Andrew Kumiega and Professor Ben Van Vliet, to Keynote High-Frequency Trading Leaders Forum 2010, May 27th, Flatotel Hotel, New York CityNew York, NY, May 03, 2010 -- Dr. Andrew Kumiega and Professor Ben Van Vliet, Co-Authors of "Quality Money Management, Process Engineering and Best Practices for Systematic Trading and Investment", will keynote GoldenNetworking.net's High-Frequency Trading Leaders Forum 2010, "Innovating and Profiting from High-Frequency Trading in 2010 and Beyond" (http://www.HFTLeadersForum.com), May 27th, 2010, at New York City's Flatotel Hotel.The theory behind Quality Money Management (QMM), first proposed in 2007 by Andrew Kumiega and Ben Van Vliet (and also known in some sectors as Quality Portfolio Management (QPM)), includes all the procedures for development, research, testing, implementation, and management of trading/investment systems, including delineation of responsibilities, all deliberately aimed at achieving performance levels consistent with or above the specifications of seed capital providers and investors. This is not a onetime effort. QMM requires ongoing commitment to improve continuously the systems of trade selection, execution, risk management, andall other trading/investment system processes and the performance of statisticalprocess control on risk attributes. When these procedures are taken together, they define how management of the trading/investment organization operates.Dr. Kumiega has a spent over 20 years automating processes including CNC Machining, chemical manufacturing, confectionary, pharmaceutical manufacturing, and financial trading systems in industry as an Industrial Engineer. He has held various senior level positions at financial institutions, including Director of Research at TD Waterhouse Securities Options, Head of Financial Engineering at TFM Investments, LLC and Director of Financial Engineering at Market Liquidity Networks (all major options market makers), and Vice President of Quantitative Researchat Calamos Asset Management. Currently, he is employed at a proprietary tradingfirm. He is an adjunct professor at the Illinois Institute of Technology. Heis a member of the American Society of Quality Control, a Certified Quality Engineer, a Certified Quality Auditor and a Certified Software Quality Engineer. Heis also a founding member of the Market Technology Committee of the Certified Trading System Developer (CTSD) program at i4MT.Professor Van Vliet is a 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. Financial Markets program. At IIT he teaches courses in quantitative finance, C++ and .NET programming, and automated trading system design and development. Beginning in 2008 he will also teach recurring seminars for The TechnicalAnalyst group in London. He is vice chairman of the Institute for Market Technology, where he chairs the advisory board for the Certified Trading System Developer (CTSD) program. He serves also as series editor of the Financial Markets Technology series for Elsevier/Academic Press. Professor Van Vliet consults extensively in the financial markets industry, primarily on topics related to the mathematics, technology and management of trading systems. He is the author of threebooks on trading/investment, including "Modeling Financial Markets" with RobertHendry (2003, McGraw Hill) and "Building Automated Trading Systems" (2007, Academic Press). Additionally, he has published several articles in the areas of finance and technology, and presented at several academic and professional conferences, including most recently the INFORMS 2007 Annual Meeting in Seattle, the American Statistical Association 2007 Annual Meeting in Salt Lake City, Microsoft'sAdvancements in Quantitative Finance conference in New York, and the AutomatedTrading 2007 conference in London. Before joining the Stuart School, Professor Van Vliet was a registered representative at Olde Financial Corp. Prior to thathe worked at Mid Town Bank/PrimeVest Financial where he established and ran a se

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