Stephen D. Longo, PE
Bethpage, New York 11714-1332
**********@*******.***
OBJECTIVE
Quantitative finance and trading system research position in a high growth,
progressive, entrepreneurial enterprise that rewards innovation and can
benefit from requirements driven design synthesis.
TRADING SYSTEM DEVELOPMENT AND TRADING
National Grid, Senior Energy Trader: 2012 to present
. Developed and traded natural gas trading system.
. Analysis to support natural gas trading decisions.
Solytix Capital, Chief Strategist: 2000 to present
Developed, programmed, allocated capital and traded live the following:
. Found non-random chaotic behavior around 8-day cycle lognormal returns;
exploited cycle using price peaks and volume changes; traded system live
with real capital and returned over 50% annually for 2 years out of
sample.
. Neural-genetic algorithm techniques applied to uncovering cyclic behavior
of hedged index, sector, region and stock combinations.
. Developed system and traded cyclic behavior of volatility indexes
implemented with hedged index options.
. Applied index volatility system to individual stock and ETF implied
volatilities with hedged equity options.
. Volatility system extended to currencies.
. Index and equity arbitrage system based on co-integration relationship
between risk/reward parameters of each leg.
Online Trading, Inc., Birmingham, Michigan: 1998 to 2000
Developed, programmed and directed trading of system that:
. Filtered 6000+ stocks down to 400-600 trade candidates based on
fundamentals.
. Categorized trade candidates into industry sectors.
. Ranked sector performance relative to other sectors, intraday.
. Ranked breakouts of stocks in strongest sectors by tick.
. Directed floor traders to breakout candidates in real time.
. Floor trader risk management by monitoring return deviation and setting
trade size limits to maximize return and minimize drawdown.
Tools and Skills used to develop systems:
Artificial Intelligence, Expert Systems, Neural Networks, C++, C#, Visual
Basic, Excel, R, SQL
ENTREPRENEURIAL EXPERIENCE
CEO Solytix, Inc: 1985 to 1998
Created Car IQ Automotive Diagnosis and Repair Website.
Creating an automotive expert system using an inference engine and
knowledge database of my invention.
Corvette racecar engineering consultation.
Fuel cell research at Institute for Research and Technology Transfer, SUNY
Farmingdale
EDUCATION
General Motors Institute, Flint, Michigan (now Kettering University)
Bachelor of Mechanical Engineering, Automotive Engineering Major
Thesis: Heavy Duty Truck Aerodynamics
Stanford University, Stanford, California
Master of Mechanical Engineering, Applied Mechanics Major
Patent:
"High Torsional Stiffness Open Roof Vehicle Structure Architecture" patent
filed for entire vehicle structure used in 1997 and later Chevrolet
Corvettes and 2004 Cadillac XLR. This work received prestigious Kettering
award from GM.
Stephen D. Longo, PE
108 Farmers Avenue 516-
681-1446
Bethpage, New York 11714-1332
**********@*******.***
PROFESSIONAL AFFILIATIONS
Series 6, 63, 65, Registered Investment Advisor
Certificate in Quantitative Finance
Licensed Professional Engineer, Michigan and New York
Member Society of Automotive Engineers
.
Publication:
Society of Automotive Engineers Technical Paper #970089
"The 1997 Chevrolet Corvette Structure Architecture Synthesis"
Chosen by SAE for their 1998 North American University Lecture Tour and
selected for publication into the 1997 SAE Transactions and a special SAE
publication on the C5 Corvette
GENERAL MOTORS CORPORATION
Fifth Generation Corvette Synthesis/Analysis Manager: 1988-1997
Led a multi-cultural team of 50 BS, MS and PhD level synthesis/analysis
engineers responsible for the crashworthiness, durability, structural
dynamics, vehicle dynamics and fluid dynamics from competitive benchmarking
to production. Led the team to direct the design by developing vehicle
performance targets then using computational tools to determine specific
design criteria. The entirely new vehicle architecture was chosen and
refined based on this work before any hardware was built. This was the
most extensive use of synthesis/analysis techniques on a completely new
vehicle in GM. The many vehicle performance targets achieved by the first
hardware tested evidenced the success of this approach. I regularly
presented our approach to other groups in GM, industry conferences and
university lectures as an example of how to successfully set requirements
and lead design to those requirements using computer aided engineering
tools.
Some highlights of accomplishments as Corvette Synthesis/Analysis Manager:
$75M investment savings due to infeasible architecture avoidance.
Enabled very long lead tooling and development time required for
hydroformed rails by selecting architecture and final rail shape before any
hardware demonstration.
5 times stiffer body structure than previous generation at less mass
achieved in first hardware.
Front and rear crashworthiness worked at first hardware tests.
No "architecture changing" or "reinforcement adding" structure durability
problems.
80-minute body shop weld time reduction due to removal of less sensitive
welds.