Thomas
W. Wright
Thomas
W. Wright is the founder and President of Houston-based Applied Market
Analytics, Inc., a quantitative analysis firm involved in implementing
innovative computer driven, non-linear, dynamical, adaptive trade timing models
using emerging and proven predictive technologies for world financial markets.
Mr. Wright is the chief architect of an advanced exploratory quantitative
analysis platform and meta-language for developing computer based trading
systems. The platform facilitates
using mathematical time series transformations, sophisticated statistical and
mathematical analysis, portfolio analysis, market indicator and model synthesis,
signal generation, non-linear optimization, and trader support.
The system allows market analysts to explore market dynamics
heuristically, build indicators, and model trading systems without programming,
while using advanced vector and array processing techniques.
Mr.
Wright has spent twenty years studying the non-stationary, non-linear nature
of futures, equity, fixed income, energy, mutual fund, and currency markets.
He has directed major model building consulting service contracts and
directed daily advisory services to a blue chip list of oil companies, hedge
funds, and banks. The list of clients and recipients of his services includes Mitsubishi
Bank, Fuji Bank, Swiss Banc, Bank of Scotland, Bank of America, Continental
Bank, Citicorp, Deutsche Bank, Mobil, Chevron, British Petroleum, Statoil Ltd.,
Amerada Hess, Household International, Hambrose Bank, Frontier Financial,
Capital Technologies, Alpha Nova Fund, Global Market Technologies, Gandon
Securities Limited, Banque International de Placement, Hill Samuel Bank, UBAF
Bank, and others.
Prior to the above
market experience, Mr.
Wright was a Systems Engineer at IBM for twelve years, where he was a consultant
to 200+ NASA analysts and programmers assigned to Apollo Mission, Simulation,
and Real Time Operating System projects during Apollo 8.
As an independent consultant, he provided the modeling expertise for a
regional broker-dealer’s advance bond refunding computer optimization used by
many Texas municipal utility districts and school districts. He taught
programming languages at the U.S. Air Force Human Resources Laboratory. He
created the USAF’s global model for re-assignment, movement, and
cross-training of USAF super grade employees.
Mr. Wright’s educational background includes a Bachelor of Arts Degree in Mathematics and a Master of Science Degree in Computer Science from Texas A&M University. His graduate school emphasis was in numerical analysis. His master’s thesis topic: “The Automatic Recovery of Short Monoalphabetic Substitution Ciphers.” He is a graduate of the prestigious IBM Systems Research Institute. Mr. Wright was honorably discharged from the United States Air Force toward the end of the Vietnam War.
The Importance of this Website to Your Business – As the markets become more volatile, you would do well to train
your quants to protect your portfolio against the ill effects of nonstationarity.
Exogenous
Data Based Models – The good and bad characteristics of Exogenous Data. (Don’t miss the interesting visualization of some SPX Index
Option data.)
Visualization
of Exogenous Data – In case you missed it above.
Quantitative
Analysis Platform – A user-friendly modeling platform for
improving the productivity of quantitative analysts.
Overview – Advanced Automated trading Systems.
Consulting
Services – Helping your quantitative analysts deliver a better product for your clients.
Trading
Model Building Services – Continuous and Discrete Models, using Price or
Exogenous Data.
Quantitative
Analysis Training Seminars – Topics covered in typical training seminars.
Model
Validation – A Catch-22 in the struggle between the Central Limit Theorem and the “Law” of
Requisite Variety.
Non
Trend-Following, Non Technical Analysis Methods – The difference that a non-price market view
can make in your portfolio’s success.