Aaron Hein - Managing Director, Research

Aaron is responsible for the company's Quantitative Intraday Futures Trading and Equities Statistical Arbitrage products, and has developed the testing infrastructure, trading systems, as well as the products' trading methodology and procedures.

The primary tools and technology he developed include the Futures Market Tick Data Database, the LAC Historical Testing Cluster, including software designed for brute force optimization of extensive parameter spaces. He also developed the ASDM Analyzer that simulates walk-forward analysis of tens of thousands of systems using historically derived trade lists. His System Auto Selection Tool is objective decision-making software for selecting trading baskets, and the System Analyzer is a suite of GUI tools that perform system performance checks and statistical analysis as well as portfolio analysis.

Prior to joining LACM, Aaron was a project manager with Integrated Project Management where he managed cross departmental activities, developed technologies, and integrated thirdparty solutions to deliver project objectives. With Compressor Development Corp., Aaron directed daily operations of the engineering firm and implemented process optimization strategies to manage business growth.

Aaron is fluent in Spanish, and holds a Bachelor of Science degree in Civil Engineering (Project Engineering and Management emphasis) from the University of Illinois.

Jerry Sychra - Director of Pattern Recognition & Neural Net Research

Jerry collaborates with the Director of Trading Research as well as the Research and Development team to apply neural networks and pattern recognition to the development and implementation of trading systems in the alternative investment environment.

Jerry is an expert in mathematics, statistics and pattern recognition. He has Ph.D.s in mathematical physics and natural sciences and postgraduate courses in applied mathematics. Most recently he has been a consultant in biostatistics and pattern recognition at the University of Illinois Norzyme Thera Test Laboratories where he designed experiments, did custom mathematical and statistical modeling of laboratory processes, and provided the data analysis of new drug development and patent trials. Prior to this he was a professor of mathematics and statistics at the University of Illinois, Benedictine University, Roosevelt University, and Morton College.

Jerry has also supervised research and development projects involving the prediction of failures of electro-mechanical systems, the detection and localization of brain activity in SPECT images, finding algorithms for the analysis of functional cerebral blood flow, the detection and modeling of brain activity networks in functional MRI data, designing a statistical method for the detection of small tumors and of brain activation networks in functional MRI data, designing a statistical method for the detection of small tumors and of brain activation in MRI/SPECT images, and using artificial neural networks for the analysis of medical data.