EFTA00590201Dataset 9
1p204w
P&L History • Spent 2 years at Tower Research. Developed and ran high frequency Spot FX Strategy, Created Alpha Models for FX, Futures and Equities • Models across products generated in the vicinity of 100K/day • Average return of approximately 10bps with combined Sharpe of 8+ • Overall unleveraged capital approximately $100MM • Worst day approximately 40 bps, worst peak to valley drawdown < 1% Strategy Notes The strategies were previously in a high frequency space and more diversified than just the US…
https://www.justice.gov/epstein/files/DataSet%209/EFTA00590201.pdf
EFTA02706725Dataset 11
6p1,529w
…Address: Princeton Jct, NJ 08550 Telephone: E-mail: Name of Primary Contact: Same as above Title of Primary Contact: Same as above Telephone of Primary Contact: Same as above E-mail of Primary Contact: Same as above PREVIOUS FIRM Firm Name: Tower Research Capital Position: Quantitative Trader Period of Employment: 2009-2011 Accomplishments: Developed and ran high frequency Spot FX Strategy, Created Alpha Models for FX, Futures and Equities P&L Return on capital (Please explain all capital Approximately 100K…
https://www.justice.gov/epstein/files/DataSet%2011/EFTA02706725.pdf
EFTA00611824Dataset 9
13p978w
…00. 0.00. 00" O 000, 0000 0000° O00e 00.2. O 00 20 40 60 80 100 12a oars EFTA00611835 BACKGROUND HIGHLIGHTS • Spent 2 years at Tower Research. Developed and ran high frequency Spot FX Strategy, Created Alpha Models for FX, Futures and Equities • Models across products generated in the vicinity of 100K/day, average return of approximately 10bps with combined Sharpe of 8+. Overall unleveraged capital approximately 100MM. • Before Tower Research spent 4 years at Bank of New…
https://www.justice.gov/epstein/files/DataSet%209/EFTA00611824.pdf
EFTA01121805Dataset 9
13p955w
…▪ - cocras i e ce°c"c 00Ase1. 0 „ cc:00%o _ o cad) CV oeceP ecoe Sosooe d3 eo O 20 ao 60 BO 100 1:J oars EFTA01121816 BACKGROUND HIGHLIGHTS • Spent 2 years at Tower Research. Developed and ran high frequency Spot FX Strategy, Created Alpha Models for FX, Futures and Equities • Models across products generated in the vicinity of 100K/day, average return of approximately 10bps with combined Sharpe of 8+. Overall unleveraged capital approximately 100MM. • Before Tower…
https://www.justice.gov/epstein/files/DataSet%209/EFTA01121805.pdf