Clark N. Sims
9 Conselyea Street, Apt 3
Brooklyn, NY 11211
Acumen Consulting Inc
President and Consultant
2005 - Present
Bloomberg / Genensis10:
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:
- Wrote multi-threaded dll's for listening to UDP price feeds and disseminating
- In the process of writing an automated trading platform for pricing and trading options spreads at the ISE
Jan 2007 - May 2007
Wrote database and software for analyzing option strategies:
Advanced Market Systems, Incorporated - Client:
- Calculated implied volatility of futures options with binomial model
- Created SQL database for storing and querying futures and options data
- Wrote C++ / SQL programs for organizing and tabulating queries
- Wrote PHP interface to proved web access to end users for the database
Jan 2006 - June 2006
Doubled efficiency of bandwidth usage by writing an optimal compression algorithm:
- Programmed arithmetic compression algorithms in C++
- Cut size 50% as compared to gzip
- Reduced the required number of T1 lines by 50%
- algorithm designed to account for missing data, from client machines starting later than the market open
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.
- Increased the number of limit orders to 50,000 / day
- Cut commissions from about .75 cents/share to about .15 cents / share
Pelican Capital Management LLC
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.
- predicted short term equity returns
- generated buy and sell recommendations for a portfolio
- did real time accounting on portfolios
- grossed money 16 out of 18 months in real time trading
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
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:
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:
- principle component analysis
- factor analysis
- stochastic differential equations
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
Trader and Researcher
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
BrainBench Master in C++ scored in 99th percentile
BrainBench Certified in Linux Administration scored in 92nd percentile
BrainBench Certified in Mysql
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
Multiple language programming. Several 100K lines of code written in:
- Visual Basic
- Visual C++
- Bash scripting
- Cross platform programming
In depth knowledge of securities markets with experience in:
- Entity Relationship Diagramming both for OO programming and database design
- Documentation of code and databases
- Cross Platform development
- Development experience both as part of an on site team, and distributed across the Internet
In depth knowledge of applied statistics with experience in:
- FIX protocol programming
- real time tracking of portfolio risk and equity
- option valuation
- back testing of trading strategies
- Regression Analysis
- Stochastic Differential Equations
- 6 years experience in Linux
- custom built Linux routers
- designed automatic backup and synchronization across networks
- designed and managed Acumen's corporate website
- built and managed a network of Linux and Windows machines which traded a portfolio of stocks