With my friend and partner Martin Mixa, we have founded Finematic in 2014.We have programmed a modular platform for fully automatic algorithmic trading. We are currently using the platform for managing clients' money in a hedge fund trading world's most liquid futures markets. Since our company is stillquite small, I have to cover a wide range of responsibilities here from strategydevelopment (maths and programming) to sales.We have also developed… Show more With my friend and partner Martin Mixa, we have founded Finematic in 2014.We have programmed a modular platform for fully automatic algorithmic trading. We are currently using the platform for managing clients' money in a hedge fund trading world's most liquid futures markets. Since our company is stillquite small, I have to cover a wide range of responsibilities here from strategydevelopment (maths and programming) to sales.We have also developed high-frequency trading strategies that we currently trade using our servers collocated in Chicago at the CME exchange floor. Here Iwork on the strategy development and infrastructure as we only trade thestrategies using own capital. While developing these strategies, we havereached time scales that are at the limit of what a personal computer canhandle and we had to optimize our software accordingly. Show less

With a team of developers I was designing and programming a platform for systematic trading in C#. I had been working on improvement of existing trading strategies of the hedge fund and trying to come up with new ideas.

I was the analyst leading the mathematical solution of the trading strategies. Designed and programmed an efficient universal systematic trading software in C#. Worked in a team of three quant developers. The software connects to a generic data source and a generic brokerage service or directly to an exchange. It is prepared to operate user programmed automated trading strategy modules. Developed two statistical arbitrage strategies for trading options on German main stock… Show more I was the analyst leading the mathematical solution of the trading strategies. Designed and programmed an efficient universal systematic trading software in C#. Worked in a team of three quant developers. The software connects to a generic data source and a generic brokerage service or directly to an exchange. It is prepared to operate user programmed automated trading strategy modules. Developed two statistical arbitrage strategies for trading options on German main stock index DAX and a module for prediction of market price of liquid futures (S&P500, NASDAQ, Commodities, FX, Treasury Notes). Strategies relied on methods of Bayesian statistics, including data update, adaptivity optimization and advanced hypothesis testing. Show less

In a team of three working on a complete solution of optimal trading in commodity futures markets.Specialized on stochastic modeling of data by the use of advanced Bayesian models – combination of model statement using probability theory and Bayesian filtration as a data assimilation tool. From 2006 to 2009 worked on a joint project with a Colosseum trading company located in Prague. The cooperation has lead to a creation of advisory software for commodity futures trading… Show more In a team of three working on a complete solution of optimal trading in commodity futures markets.Specialized on stochastic modeling of data by the use of advanced Bayesian models – combination of model statement using probability theory and Bayesian filtration as a data assimilation tool. From 2006 to 2009 worked on a joint project with a Colosseum trading company located in Prague. The cooperation has lead to a creation of advisory software for commodity futures trading developed in Matlab and C++ (computationally intensive parts). Coded the parts directly related to modeling. Later focused on a research of new theoretical methods for modeling of price and optimization of trading. Evolved an analytic solution of data update in Bayesian auto-regression model with Laplace distributed errors, which was the topic of my PhD thesis. Show less

Worked for a family company. Developed marketing strategies for selling and resharpening wood-working tools. Searched for new customers in the region of Central Bohemia.