I have 35 years of experience in proprietary trading, risk management and algorithmic strategy development. As Head of New Product Development at ABN AMRO, I was the the first person to develop a Custom Index and have been at the forefront of rules based passive and active custom indices. The ...more

I have 35 years of experience in proprietary trading, risk management and algorithmic strategy development. As Head of New Product Development at ABN AMRO, I was the the first person to develop a Custom Index and have been at the forefront of rules based passive and active custom indices. The trackers and structured products on the Indices I have developed have gathered in excess of EUR 15 billion at ABN AMRO, RBS, HSBC etc. At Algoam our interest is in developing the best products and liquid investment strategies which suit the requirements of Private Clients, Pension Funds, Insurance Companies and Wealth Managers. We have in-depth knowledge gained from developing hundreds of models and looking at many drivers of price development across all asset classes. We develop variable timing models depending on the nature of the underlying risk and its liquidity. Majority of the work has been in equities, fixed income, FX and commodities. Newer work also encompasses rates. Expertise in cash, indices, futures and options markets. Recent work has involved understanding volatility for portfolio insurance and volatility as an asset class. Please look at www.algoam.com for details. Specialties: Understanding how markets work, developing trading and risk management models, marketing, providing liquid absolute investment solution,; automation of trading, online platform system integrationless