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- Sales Rank: #2178424 in Books
- Published on: 2013-02-27
- Original language: English
- Dimensions: 9.25" h x .33" w x 7.50" l,
- Binding: Paperback
- 132 pages
About the Author
Alpay Kaya’s experience in the research & development of systematic trading strategies spans asset classes and financial instruments. Formerly the head of FX research at Koch Capital, his strategies (long/short equity, FX options, and rate futures) have performed consistently well in live trading at notionals in excess of $100MM. With an educational background in Control Systems, his research on robust optimal control with applications to aviation has been published in professional journals and conference proceedings. The author holds engineering degrees from the University of California at Berkeley and the University of Akron.
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