Haidar Capital Management is a hedge fund investment firm. Our investment products include a global macro fund trading in foreign exchange and futures, fixed income and equity markets. Many of our trading strategies are run with a quantitative bent. We offer managed futures and foreign exchange overlay products and we also manage an event-driven fund. We pride ourselves on innovative investment strategies.

Helped create fixed income prop trading desk including building a team to work on trading applications and risk management tools and procedures. Involved in all aspects of trading businesses involving relative value government trading, basis trading, mortgage treasury arbitrage, foreign exchange and money market trading.

Responsibility for relative value trading strategies involving cash and derivative instruments, swap pricing, structured product design etc.

Worked for Rich Sandor and Norman Mains. I put together the quantitaitve for Drexel futures including things like DV01 hedging with futures, option-adjusted basis and option-adjusted hediging, Eurodollar/money market arbitrage, cash futures arbitrage levels in equity futures. At the time, dynamic hedging for portfolio insurance was the rage. I developed Modern Portfolio Insurance that allowed a portfolio of short-term options to track the delta of a longer-term option alleviating the need to dynamically hedge. This technique was proven in the 1987 crash