Clark N. Sims
9 Conselyea Street, Apt 3
Brooklyn, NY 11211

239-994-2941

ClarkSims@AcumenSoftwareInc.Com

Acumen Consulting Inc
President and Consultant
2005 - Present

Bloomberg / Genensis10:
May 2009
Did database a latency analysis and a database compression study

Options Research and Trading:
Dec 2006 - present
Wrote software for options trading:

WCA Corporation - Client:
Jan 2007 - May 2007
Wrote database and software for analyzing option strategies: Advanced Market Systems, Incorporated - Client:
Jan 2006 - June 2006
Doubled efficiency of bandwidth usage by writing an optimal compression algorithm:
Sydan LP
Trader
Sep 2003 - Dec 2004
Wrote a FIX client/server application for handling a large deck of limit orders. Blended fundamental analysis with statistical analysis for a statistical arbitrage program.

Pelican Capital Management LLC
Partner
Sep 2001 - Aug 2003
Designed multi-factor equity models for short term market neutral trading.
Built a Linux price server which: Interfaced excel spreadsheets to the Linux server.
Interfaced proprietary software to Rediplus and Shamrock.

Statistical models used regression and stochastic differential equations.
All applications were written in C++, STL library, excel VB, SQL and S+.
All source code was version controlled with CVS.
Real time trading engine used 80K lines of C++ with embedded SQL.
Back-testing in S+ used 120K lines of code.
All applications where distributed across a network of Linux and NT machines.
Windows machines used the Cygwin suite

Templar Trading
Programmer/Analyst
June 1999 - Aug 2001
Created accounting package for cash bonds and bond futures.
Created charting package for analyzing combinations of Euro spreads.
Built a database server for storing futures prices, and accounting data.


All applications were written in C++, Excel VB, SQL and S+.
The database server was a Linux box.

Stafford Capital Management:
Quantitative Analyst
June 1998 - June 1999
Helped create a fundamentals based multi-factor equity model.
Built C++ interface between Fame and S+.
Created a principle component model to predict equity returns.
Solved large dimensional eigenvector problems to do principle component
analysis of large portfolios.
Created interface between S+ and Arpack (Arnaldi Method Eigen vector library)

Applications where written in C++, Fortran, Fame, S+ and assembly language.
Increased speed of back testing software by several orders of magnitude.

Statistical models used:

Continental Grain:
Futures and Options Analyst
1992 - June 1998
Performed regression analysis to forecast futures prices.
Developed portfolio strategies for hedging and speculation.
Built Monte Carlo simulations for draw-down simulations.
Served as statistical consultant for legal cases.

Programming used C, C++ and S+
Statistics methods included regression and time series analysis

J.P.B. Partners:
Trader and Researcher
1988-1991
Arbitraged Dollar Index Futures against a basket of futures and options.
Developed a model for the dollar index and OEX options.

Extensive programming in C and Fortran
Options modeled used stochastic differential equations


Education:
2009
BrainBench Master in C++ scored in 99th percentile
BrainBench Certified in Linux Administration scored in 92nd percentile
BrainBench Certified in Mysql

1994-1997
Rochester Institute of Technology
-Took courses from the Masters program in Software Engineering
-Emphasis on Object Oriented Design
-Extensive work on software documentation

1983-1987 University of Chicago
B.A. with Department honors in Physics
Extensive course work with Economics and Mathematics


Skill Set:
Multiple language programming. Several 100K lines of code written in: Web Programming: Systems Analysis: In depth knowledge of securities markets with experience in: In depth knowledge of applied statistics with experience in: Systems Operations: