• Individually formed Monarch Capital Management (registered CTA) in 2003 to offer proprietary trading systems applications to corporate and pension investors www.monarchcapitalmanagement.com
• Manager on UBS FX, Deutsche Bank FX Select platform, SEB Bank Platform, Tradex Funds
• Top ranked (# 1) CTA in Barclay Index Reports 3 year category. Audited track record available
• Advanced Monarch Capital’s proprietary currency portfolio to a 100 million dollar level. Composite returns exceed 100% over a 6 year track record
• Managed all aspects of a Registered CTA including governance over compliance, audits, negotiations with fund managers, marketing and sales, back office controls, composite performance measurements and reporting. Hired and led a team of three accounting professionals
• Developed, tested and traded specialized FX trading systems by adopting proprietary derivatives pricing models
• Led and implemented automation of trading strategies utilizing C++, VBA, Bloomberg, Fact Set, Reuters, Fix engines, OMS, EMS applications
• Engineered risk management strategies within the portfolios of Monarch Capital using a modified VaR, Monte Carlo simulations, variance tracking, long gamma strategies
• Utilized several trading technologies such as Matlab, R, Tradestation, Rina Systems, and Microsoft Excel. Specific experience includes: FX specialist- triangular and risk, statistical Arbitrage, spot FX and Forwards/Swaps arbitrage, Vanilla / exotic derivatives, volatility arbitrage
• Invented and patented (pending) a visual / kinesthetic Interactive trading platform for all electronic markets. US Application # 09/794,776 via web @ USPTO.GOV