Interview  |  OCT 2004

Interview: Leo Zamansky Of RINA Systems by Jayanthi Gopalakrishnan

Stocks & Commodities V. 22:10 (62-67): Interview: Leo Zamansky Of RINA Systems by Jayanthi Gopalakrishnan RINA Systems founder Leo Zamansky has more than 20 years of experience in managing large software development projects, creating modeling and optimization technology. He is a professional developer with experience in applying mathematics and computer expertise to a range of applications. Much of his work has been in the field of quantitative analysis and operations research, and further, he has published a book and numerous articles in the fields of operations research, discrete optimization, and financial analysis. Currently, he is also a principal of Seven Hills Capital Management, LLC. STOCKS & COMMODITIES Editor Jayanthi Gopalakrishnan interviewed him via email on August 2, 2004. How did you get started in technical analysis? Before I got involved with financial technology, I performed research work in optimization and modeling, and I became interested in financial markets. Then I met trader David Stendahl when he was looking for somebody with a math and software background to help him develop trading models and systems. We started to collaborate on add-on products for TradeStation, and after a while, we realized trading performance analysis should include not only basic statistics about the past, but also characteristics that show how likely it is that trading performance will do better than the underlying market in the future. About that time, I also studied and experimented with nonlinear modeling and optimization for determining asset allocation, also called rebalancing.

by Jayanthi Gopalakrishnan