Technology >> CEO Interviews >> March 1, 1999
RAFAEL DENOYO is a quantitative specialist in a variety of financial
market applications. He has been researching the prediction and analysis
of market generated time series for the last 14 years, with mixed
success. During that period he has developed methods to apply standard
statistical and computational intelligence techniques to market price
series analysis and forecasting. Mr. deNoyo believes he has been
successful in redefining risk and reward to be compatible with multi-run
asset allocation algorithms; and claims to have pioneered utilization of
non-linear technologies in market price prediction. He is a self
anointed expert in the implementation of intraday and daily trading
methods. His asset allocation models attempt, at least, to control risk
while exploiting trading inefficiencies. Mr. deNoyo has applied his
advanced modeling methods, with varying degrees of success. Mr. deNoyo
is, in his own estimation, the world premier Java, JavaScript, and DHTML
programmer. Professional History: Dynamix Trading, Inc., Salem, Oregon,
Research Director; Jan 95-May 98; Founder (with Sam Halim), wrote most
of marketing material; responsible for identifying strategic products
and systems; Chief salesman; spun off several other partially owned
companies including WebData, Spectrax, Parallax, Global Treasury
Management; Dynamix BVI; Dynamix Texas; Dynamix Hong Kong, etc. Global
Market Tech. Nassau, Bahamas; Consulting Scientist; Feb 94-Jan 95;
responsible for overall system design for automated AI based trading of
Global financial markets; Designed/Implemented Vertex modeling process
uner parallel programming environment; Designed/Implemented specific
vertex models in Bonds, SP, Crude, JY, DM, Silver; Designed/Implemented
Allocation module. Fox River Financial, Batavia, IL; Research Director;
Sept 92-Jan 94; Project manager for Automated Trading Process which
achieved record setting Sharpe Ratio's. MMAR Group, Houston, Texas;
Senior Scientist; Apr 92-Sep 92; Designed/Implemented Case-Based
Reasoning system to predict mortgage prepayments. Richmond Financial,
Richmond, Texas; Research Director; Mar 91-Apr 92; Designed/Implemented
Real-time trading interface; Designed/Implemented speed trading process.
Frontier Financial, Houston, Texas; Senior Scientist; May 90-Jan 91;
Designed/Implemented RITS daytrading system; Designed/Implemented
Neurarl Net football betting system. American & European Investment,
Bthsd, MD.; Managing Director; Sept 89-May 90; Designed/Implemented
interbank interest rate trading system based on 'Band Approach';
Designed/Implemented Neural Network based futures trading portfolio.
Elders Finance, Sydney, Australia; Researcher; Feb 88-Aug 89;
Designed/Implemented Closed-form solution to Cox/Ross/Rubenstien options
pricing model on transputers; Designed/Implemented Forex trading
portfolio; Designed/Implemented win/place/show pool arbitrage system.
Francis-Sebba, Inc., New York, NY, Analyst; Mar 87-Feb 88. California
First Securities, Los Angeles, CA., Research; June 86-Mar 87.
Publications: R. deNoyo and G. Stassen, 'Chaotic Oscillations and
Business Cycle Dynamics.' R. deNoyo and J. Hashemi, 'MultiVariate
Methods for Signal Discrimination.' R. deNoyo and J. Blauvelt, 'Optimal
Kernel Size in Nearest Neighbor Norms.' R. deNoyo and J. Steiner,
'Forecasting Ovulation Cycles with a Least Bounding Simplex.' R. deNoyo
and B. Lentz, 'Boiler Room Chaos Theory.' Profile
DUANE NELSON has extensive experience (19 years) in the areas of
business development, marketing, sales administration, database
development, as well as, print and web-based publishing. He was the
President and founder of StockDeck Communications and www.stockdeck.com.
Mr. Nelson has expertise in the development and implementation of
comprehensive business plans, marketing plans, income/expense analysis
and administration systems. Through his company, Real Logic, Inc. He has
spent the last 2 years researching the on-line trading and web based
financial services sector and developing the business plan, financial
analysis and preliminary design specifications for a comprehensive
financial web portal. Career Summary: Real Logic, Inc., 1997 to 1999;
President; Internet Stock Market, 1996 to 1997; Director; Stock Deck
Communications, 1992 to 1996; President. Profile
information to put us into context, what you see as your business, what
you see as your company today?
Mr. deNoyo: Alpha
