![[]](/images/tab_prelaunch.gif){kind=small}
![[]](/images/tab_strategy.gif){kind=small}
![[]](/images/tab_qamfunds.gif){kind=small}
 T-Kiang Tan, Senior Manager Mizuho Securities Co., Ltd.
T-Kiang Tan is Co-head of Prime Services department at Mizuho Securities, where he leads the team on Ultra High Frequency (UHF) trading and product development. T-Kiang has more than 12 years of experience working in the finance industry and is an expert in UHF low latency trading implementation. He started his career working on the buyside of the business at UBS OÕConnor developing trading models and developing tick databases for backtesting. To gain a better understanding of corporate risk management, T-Kiang worked within Corporate Risk Management Systems for 3 years at JP Morgan Chase, after which he returned to the trading desk on the sell-side. T-Kiang has a proven track record of providing clients with the capabilities of trading in Asia. He is most passionate about applying the available technology to UHF trading and searching for new ways to improve the trading environment to reduce latency for clients. Clients recognize T-Kiang for his in-depth understanding of their requirements and his knowledge in the fast changing market environment in UHF trading. In addition, T-Kiang is known among colleagues and clients for providing UHF clients with the best possible solution in low latency trading services and leveraging his technology knowledge to implement future trading technology platforms. Prior to joining Mizuho Securities, T-Kiang was a Vice President of Capital Markets Prime Services at Lehman Brothers in Japan. When he is not visualizing innovative solutions for his clients, T-Kiang can be found teeing off on the greens first thing in the morning. He has also developed an inseparable relationship with his iPhone, which keeps all his schedules and photos of his two kids. T-Kiang earned his M.Sc. in Computer Science from the University of Chicago and his B.Sc. in Computer Engineering from the University of Michigan. |
 Akira Yamauchi
|
 Steven Posner, Risk Manager, IKOS AM
Steven Posner is the risk manager of IKOS AM. Previously, he worked in risk management at Morgan Stanley in London for 5 years and as a derivatives quant at Goldman Sachs for 6 years. He received his PhD in electrical engineering from Princeton University in 1995. |
 Pierre Laroche - Managing Director - R&D, Innocap Investment Management
Pierre Laroche is Managing Director - R&D at Innocap Investment Management, a joint venture between the National Bank of Canada and BNP Paribas (2007-). His main responsibilities include the development and the implementation of quantitative investment solutions and analysis. Before joining Innocap, he was the Director - Financial Engineering at Desjardins Global Asset Management (2002-2007) and Associate Professor of Finance at HEC Montreal (1989-2002). At HEC, he was Director of the Finance Department (1999-2002), he contributed to the creation of the pension fund, he co-founded the Financial Engineering option of the M.Sc. Program and founded (then managed during four years) a genuine trading room, the first in a Canadian university. Mr. Laroche holds a B.Comm. (1982) and a Ph.D. (1989) in finance from Laval University. During his doctoral studies, he was a visiting student at the University of British Columbia, where he took advanced courses in financial theory and financial derivatives given by the then most famous professors in that field. He is the author or co-author of numerous working papers, articles and three books on derivative instruments, risk management and portfolio management. He was consultant on these topics for many companies (e.g. Hydro-Québec, Vermont Gas Systems, Canadian National Railway, KPMG, Raymond Chabot Grant Thornton), financial institutions (e.g. Desjardins Group, National Bank of Canada, Development Bank of Canada) and governmental entities (e.g. Finance Ministry of Québec, Auditor General of Canada and Auditor General of QuŽbec). |
 Roger G. Ibbotson
Roger G. Ibbotson is a Professor at Yale School of Management. He is Chairman of Zebra Capital Management, a quantitative equity hedge fund manager. In addition, he is Founder and Advisor to Ibbotson Associates, now a Morningstar Company. He has written numerous books and articles including Stocks Bonds Bills and Inflation (updated annually) which serves as a standard reference for information and capital market returns. He received his PhD from the University of Chicago where he also taught for many years. |
 Frank Holle, Managing Partner, Quant Asset Management Pte Ltd, Singapore
Dutch, graduated from the University of Utrecht with a Masters degree in Business Law. He started out as a Researcher at the Corporate Law department at the University of Utrecht. He joined ABN AMRO Bank in 1989 where he was trained and worked at the International Investment Banking Division. From 1992 until 1998 he worked at Merrill Lynch in London, where he was a Director of Institutional Equities. From 1999-2001 he managed Holle Guilonard, a company specialised in International Electronic Equities Trading. In 2002 he founded Capital FM Ltd. At the end of 2003 he co-founded Quant Asset Management Pte Ltd. Quant Asset Management advises two award winning, entirely systematic equity hedge funds; QAM Global Equities and QAM Asian Equities, both with track records of more than 5 years an annualised returns of respectively 20% and 17%. |
 Amit Deshpande
Vice PresidentÊof Quantitative Analytics - Alliance Bernstein Japan Ltd.. Amit'sÊmain responsibilities include Quantitative Portfolio Management and model developmentÊfor Fixed Income investments at Alliance Bernstein. He has developed quantitative models including forecasting, asset-liability, and risk analysis for credit, mortgages, treasuries and other asset classes.ÊHe is also involved in the construction ofÊGlobal Fixed Income Portfolios. He moved to Tokyo after roles inÊCredit Research, and Quantitative Research at Alliance Bernstein LP in New York. Prior to joiningÊAlliance Bernstein,ÊAmit was at ACAMÊInc, a New York based fund-of-funds,Êand Assistant ManagerÊof International Business at Daewoo Corporation Ltd. He has aÊdegrees in Computer Engineering, Quantitative Finance, andÊBusiness Administration. |
 Karsten Schroeder
Karsten Schroeder is the CEO of Amplitude Capital and the portfolio manager for the Amplitude Dynamic Trading Fund. He oversees all the key decisions related to product development, trading ideas and strategy for the Amplitude's range of funds. Together with his partners he founded Amplitude Capital in September 2004. Prior to that he was with McKinsey where he was involved in a number of key Corporate Finance projects involving blue chip European clients. Karsten received his Business Diploma from the HHL in Germany. Growing up in former Eastern Germany, he also lived in the US and Australia. Karsten started trading Futures and Options at a young age and eventually turned his passion into his profession. He regularly speaks at conferences and appears as a frequent guest on business channels, such as Bloomberg and CNBC. |
 Professor Dr. Hugo de Garis
Professor Dr. Hugo de Garis is a Full Professor of Computer Science in the Cognitive Science Department of the School of Information Science and Technology (SIST) at Xiamen University, Xiamen, Fujian Province, China, where his research specialties are "Artificial Brains" and "Topological Quantum Computing (TQC)." He is the Director of the "Artificial Brain Lab (ABL)" which aims to build China's first artificial brain that will consist of tens of thousands of evolved neural net molecules, each with its own little job. He teaches graduate students topics in Pure Mathematics, Theoretical Physics and Computer Science so that they can understand the principles of Topological Quantum Computing (TQC), which promises to revolutionize computer science. Prior to his professorial jobs in China, he was an associate professor in Computer Science at Utah State University (USU), Logan, Utah, USA. Professor de Garis has lived and worked in seven countries: Australia, England, the Netherlands, Belgium, Japan, America, and China, which makes him a real "multi" (to use his terminology), allowing him to have the insights that are so fundamental to this book. Professor de Garis is the author of "The Artilect War: Cosmists vs. Terrans: A Bitter Controversy Concerning Whether Humanity Should Build Godlike Massively Intelligent Machines", which was published in the US in 2005 (ETC Publications) and in a Chinese version in 2007 (Tsinghua University Press). He is contracted by World Scientific (Singapore) to write two technical books,"Artificial Brains: An Evolved Neural Net Module Approach," and "Topological Quantum Computing; Making Quantum Computers Robust by Manipulating Quantum Bits in Topological Quantum Fields." Professor de Garis is the father of a son and daughter (both doctors) from his (divorced) first marriage (to an Australian woman). He was a widower from his second marriage (to a Belgian woman),and is currently married to a Chinese woman, who is the daughter of a general who accompanied Mao Zedong on the "Long March." Professor de Garis's hobbies include writing ideological and technical books, reading nonfiction, traveling, and listening to classical music. |
 Martin Kuehrer, PhD, Principal, fin4cast
Dr. Martin Kuehrer is the Ceo of fin4cast. fin4cast develops systematic and purely model driven investment strategies. Prior to joining Siemens in 1994 Dr Kuehrer held a number of positions with prominent engineering companies. Dr Kuehrer has steered the quantitative strategies proposition at Siemens fin4cast from its beginnings and has formed numerous successful partnerships with financial institutions. Dr Kuehrer is a regular speaker at international conventions on asset management and quantitative investment management. Dr Kuehrer has degrees in engineering and business administration as well as a PhD in finance. |
 Giovanni Beliossi,
Owner, FGS Capital LLP Giovanni is Managing Partner at FGS Capital LLP, where he is the CEO and is responsible for portfolio management. Previously he was Associate Director of hedge funds at First Quadrant Ltd, where he set up and was the portfolio manager of its Pan European long/short equity market neutral portfolios, and was responsible for UK-based hedge fund business. He has extensive experience of managing equity market neutral portfolios since 1995, when he joined the firm. Prior to that he was a tenured Research Fellow with the Economics Department of the University of Bologna in Italy, and he has held appointments with BARRA International and Eastern Group Plc. He co-founded the Real Options Group to look at research and applications of Real Options to corporate finance and investments. He is an active member of AIMA (Alternative Investment Management Association) and a Research Committee member of Inquire UK. He is a Board member of the International Association of Financial Engineers (IAFE). He is the European Chair of the Steering Group of the Investor Risk Committee (IRC) of IAFE working on guidelines for disclosure and transparency for hedge funds. Giovanni is a CFA Charterholder. |
 Emmanuel Doe,
Global Business Manager, Tick History Thomson Reuters Emmanuel oversees the development, marketing and business development of the Enterprise Information Tick History archive that enables quantitative trading strategies and regulatory compliance. Prior to joining Reuters 2 years ago, Emmanuel managed the investment research business of IDC. Emmanuel received his bachelor's degree from the University of Pennsylvania. |
 Pete Feistmann, Private Investor
Peter Feistmann was a property developer and commercial property manager in the 1970's and 1980's, and has also been a private investor since the 1970's. He began investing in hedge funds in the 1980's. He has invested with many quantitative managers, and spends considerable time analyzing new quants. He has a B.A. in Political Science from the University of North Carolina. |
| Babak Hodjat
Babak Hodjat is co-founder and Chief Scientist of Sandwalk Capital, a systematic trading advisory firm that applies a proprietary evolutionary algorithm approach to the problem of pattern recognition in financial markets. Babak's experience stems from the Silicon Valley, where, as an entrepreneur, he successfully developed, patented and implemented a number of Artificial Intelligence (AI)-based solutions. Babak was Senior Director of Engineering at Sybase iAnywhere from 2004 to 2008 where he led Mobile Solutions Engineering including the AvantGo Platform and the mBusiness Anywhere and Answers Anywhere product suites. Starting in 1998, Babak was the co-founder, CTO and Board member of Dejima Inc., which was acquired by Sybase in April 2004. Babak is the primary inventor of Dejima's patented agent-oriented Distributed AI technology applied to intelligent interfaces for enterprise and mobile computing. Dejima was one of only four private firms enrolled in the DARPA (Defense Advanced Research Projects Agency)-funded Cognitive Assistant that Learns and Observes (CALO) Project, managed by SRI International and one of the largest AI projects ever funded. Babak also led several large computer networking and machine learning projects at Neda, Inc. Babak is a published scholar in the fields of Artificial Life, Agent-Oriented Software Engineering, and Distributed Artificial Intelligence. He received his PhD in Machine Intelligence from Kyushu University, in Fukuoka, Japan. |
 Sachiko Ohi, President, Strategic Alternative Investment Research
Until December 2008, Sachiko Ohi was Executive Vice President of UBP Japan Securities, Japanese subsidiary of Union Bancaire Privee. Prior to UBP, Sachiko Ohi established her hedge fund consulting firm, Strategic Alternative Investment Logistics (SAIL) LLC in New York. Prior to her own business, Ms. Ohi worked at International Investment Dept. Meiji Life Insurance Company in Tokyo, then moved to New York to work for Structured Finance Group of MoodyÕs Investors Service, thereafter held vice president positions at Fixed Income Research, Lehman Brothers and Institutional Sales at Kidder Peabody, specializing mortgage backed securities and structured products. Ms. Ohi has a Bachelor of Political Science and completed Ph.D. course at Graduate School of Economics, Keio University, also received Fulbright grant to study at Smith College and Johns Hopkins School of Advanced International Studies (SAIS) in Washington, D.C. Ms. Ohi is well known for her publications in Japan. She published five books on alternative investments, including Nikkei Newspaper Publication in October 2004. She contributes numerous articles on international finance issues for major business magazines and weekly column on Nikkei Net (Internet version of Nikkei Newspaper). She worked as regular reporter of Nikkei-CNBC ÒGlobal CrossingÓ and NHK Midnight Radio show, and a guest speaker at NHK and TV Tokyo programs. She has also made many speeches and seminars both in Japan and New York, including the Asia Club, the Ministry of International Trade and Industries, the New Business Council, Development Bank of Japan, Shinkin Central Bank, Rating & Investment Information, Keio University, and New York University Stern Business School, Morgan Stanley Assets & Investment (Tokyo), Nikko Cordial Securities, Funai-Zaisan Consultants, Princeton University East Asian Studies Program, etc. Membership: India House Club (New York) and Keio Mita Club (Tokyo) |
 Ernest L. Jaffarian, Founder, President and Chief Executive Officer of Efficient Capital Management, LLC
Ernest L. Jaffarian is the Founder, President and Chief Executive Officer of Efficient Capital Management, LLC (Efficient). He is a veteran of over 20 years within the alternative investment industry in the areas of trading, portfolio construction, and risk management. In 1986 he joined Chicago Research & Trading Inc. (CRT) as a member of the proprietary trading group on the floor of the Chicago Board Options Exchange and rose to position of Senior Vice President for OTC Treasury Options. Immediately prior to founding Efficient, Mr. Jaffarian was responsible for the managed futures department of Hull Equity Management, LLC and for the allocation of Hull Trading Company, LLC's proprietary capital among trading advisors. Founded in 1999 by leaders from within the industry's preeminent trading organizations including CRT and Hull Trading, Efficient is dedicated to maximizing the unique benefits of cash-efficient "alpha" strategies for the institutional investor. It presently allocates assets for a variety of global private bank, insurance company, funds of funds and private investor clients. It seeks and invests with more than 40 quantitative macro, currency, managed futures, and relative value managers from 8 countries and 3 continents delivering broad diversification in more than 120 markets spanning currencies, interest rates, stock indices, energy, base and precious metals and commodities. With a staff of 40, Efficient's significant infrastructure is dedicated to exceeding the most rigorous demands of institutional investors. Available investment structures include private managed accounts and fund structures offering varying levels of capital funding efficiencies and principal protection structures. |
 Brian Haag, Vice President, Product Management, RTS Realtime Systems
Brian Haag is Vice President, Product Management at RTS Realtime Systems in Chicago, concentrating on technical strategy and product design. Before joining RTS, Brian spent fifteen years as a trader and risk manager in options, futures, equities, merger arbitrage, and capital structure arbitrage.Ê He has extensive experience in the development, implementation, and maintenance of high-frequency trading systems. He received his B.S. Finance from the University of Illinois in 1993. |
