Systematic Trading Strategies and Equity DerivativesLars has a 20+ year career spanning both the sell-side and buy-side, where he has focused on equity derivatives trading and systematic trading strategies.His equity derivatives experience covers single stock and index options ranging from flow to corporate equity derivatives. In addition to standard volatility and gap risk position management, Lars has also navigated other complex issues such as regulatory, funding, and resource utilization.His involvement in systematic trading began during his undergraduate studies at the University of Pennsylvania, where he created the K-ratio performance metric. Lars wrote Quantitative Trading Strategies in 2003, a breakthrough text that took time-series strategy analysis beyond the typical futures markets.He continues to write papers across a range of topics including portfolio construction, optimal leverage in the presence of skew and kurtosis, replication of CTA benchmarks, and other subjects.Lars lives in New York City,Twitter: @larskestnerWebsite: http://www.satquant.com