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I develop ( FPGA, VHDL, hard real-time Unix/Linux, C/C++, asm, R, Matlab, CEP, ...) non-discretionary (black-box) quantitative algorithmic strategies ( Market making, stat, arb, etc) and models for equities, equity derivatives, FX, energy (NG, oil, power, weather derivatives)(options, futures, indexes...) for investment banks, hedge funds, prop trading firms, and family offices globally.
I am interested in
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