Advanced Trading Rules

Emmanuel Acar is a Principal and Manager of Risk Management Advisory-London, at Bank of America. He previously worked at Citibank as a Vice-President in the FX Engineering Group. He was a proprietary trader for almost ten years at Dresdner Kleinwort Benson, BZW and Banque Nationale de Paris' London Branch. He has experience in quantitative strategies, as an actuary and having completed a PhD on the stochastic properties of trading rules Stephen Satchell is a Fellow of Trinity College, the Reader of Financial Econometrics at the University of Cambridge and a Visiting Professor at Birkbeck College, City University Business School and University of Technology, Sydney. He provides consultancy for a range of city institutions in the broad area of quantitative finance. Dr Satchell is the editor of the Journal of Asset Management. He has published papers in many journals and has a particular interest in riskAcar, Emmanual is the author of 'Advanced Trading Rules', published 2002 under ISBN 9780750655163 and ISBN 075065516X.