Quant Trade is a premier trading technology firm founded in the financial district of Chicago. Originally formed as a commodity trading advisor (CTA) in 2007, Quant Trade has evolved into a diverse organization specializing in fractal analysis, Chaos theory, and other non-linear trading methods. The principals of Quant Trade are as specialized as the company. Each member brings unique academic and practical trading skills to the table. Collectively the principals have over 100 years of applied trading experience.
Quant Trade has a long list of accomplishments, some most notably are:
  • Developed high frequency trading systems before they were called “high frequency”
  • Established low latency connectivity exchange gateways in Chicago data centers
  • Consulted and built trading technology for a multi-billion dollar energy producer
  • Programmed and traded neural networks (NN) with wavelet filters
  • Constructed entire trading suites for Bloomberg Professional
  • Developed unique trading platforms and portfolio valuation frameworks
While we may not have seen it all, our eyes are wide open. The take away here is, “if we don’t have it, we can build it.”

Recently Quant Trade has obtained NFA approval for a commodity trading pool (CPO) that centers on “Chaos Cruncher,” our most advanced trading program to date. Chaos Cruncher has the ability to identify hidden market conditions and monitor trading health per a proprietary algorithm. We will make this program available to our clients in a number of different ways. Stay tuned for details.

We invite you to explore our site and contact us with any questions. More information is also available at our technology site. Click here to visit.

Erik T. Long
Erik T. LongChief Executive Officer
Erik Long is the CEO of Quant Trade and a managing partner. Erik has been published in Futures Magazine, Stocks and Commodities Magazine and several other trading publications. He has been featured regularly on various shows about trading including the Jack B show, FX Street, Cornerstone Investment Group, and more. Mr. Long was a sponsored member of the New York Academy of Sciences in November, 1997 and listed in Who’s Who in America in 2003. From 2004 to 2006, he was a principal of futures brokerage firm Ceres Capital, LLC. Erik is the founder of Tetrahex, a private trading technology company that was acquired by a publicly traded company in 2006. He is the developer of Fractal Finance, a portfolio analysis platform based on Chaos theory. Erik is also one of the three developers of SWARM (Statistically Weighted Arbitrage Recognition Model), a high frequency arbitrage model used by a leading hedge fund.

Erik Long has worked as a consultant for several proprietary trading firms in Chicago. His primary responsibilities have included the architecture of algorithmic trading software. Erik has also designed non-linear methodologies for Nexbridge, a software development firm and think tank. Erik holds a series 3 and series 30 securities license.

Mr. Long studied evolutionary feedback systems at UCLA and CSU while obtaining his Bachelors in Bio-Anthropology and Economics. He later studied for his Post Graduate Diploma in Economics at the University of London.

Peter M. Mazza
Peter M. MazzaChief Operations Officer
Peter brings over 35 years of career experience to Quant Trade. In addition to his operations expertise, Peter has many years of trading experience. As an expert in futures deliveries and fundamental analysis, he lends this experience to our clients through technical and fundamental market analysis.

Peter’s career began as a trading floor runner and continued all the way up the ladder to managing cash and futures physical deliveries. In his early days, Mr. Mazza used his first hand trading knowledge to guide him into the position of CME floor broker and trader with Refco Inc. In this position, Peter executed customer orders in the S&P 500 Futures, Live Cattle, and Options Pits. Throughout his career, Peter worked with the respected firms of Gerald Inc. and later Rand Financial Services as VP of Risk Management. As the COO and managing partner of Quant Trade, Mr. Mazza uses his trading and operational experience to monitor firm wide risk exposure in the most turbulent times the marketplace has seen. From the trading side, Peter’s fundamental market analysis has proven to work well in conjunction with Quant Trade’s quantitative methodologies.

Joseph A. Skibinski, MBA, CPA
Joseph A. Skibinski, MBA, CPAChief Financial Officer
Joseph Skibinski comes to Quant Trade following a very active and successful financial career. Mr. Skibinski has had a vast range of experiences including but not limited to floor trading, accounting and consulting. From 2004 to 2006, he was a principal of futures brokerage firm Ceres Capital, LLC. Starting in 2006, Joseph worked for Lovest Development, LLC as a senior accountant for three years. He continued his role as a senior accountant with Centaur Construction before taking on a position with Leff, Klein and Kalfen. While there, Mr. Skibinski served as an associate, redesigning accounting systems and recording payroll and accounts receivable. Joseph joined Quant Trade in 2010.

Joesph holds a Series 3 securities license and is a Certified Pubic Accountant (CPA). Joseph Skibinski obtained a bachelor’s degree in finance from Loyola University in Chicago. He also holds a Master of Business Administration (MBA) degree from DePaul University. Mr. Skibinski maintains an active role in local politics.

Boris G. Zinchenko, Ph.D.
Boris G. Zinchenko, Ph.D.Chief Technology Officer
Boris was the Chief Technology Officer of Tetrahex for three years before joining Quant Trade. His responsibilities included the management of a programming team that built and tested the Fractal Finance CUBED program. Other responsibilities included mathematical modeling for key components of the CUBED program.

He obtained his Masters in Physics from the Physics Department of the Moscow State University. Dr. Zinchenko later earned a Ph.D. from the Russian Academy of Sciences in astrophysical and geophysical applications of turbulent fluid dynamics. A special bias was given to random magnetic field generation, stochastic equations and intermittency. This theoretical research was further combined with economic and market analysis studies.

Additional work related to the application of random field theory and high order multidimensional statistics. Emphasis was made in the exploration of poorly structured data streams, OLAP and business intelligence in the enterprise databases of governmental institutions, banks and trading houses. The research of real time market data streams combined with macroeconomic indicator arrays of very high dimensions resulted in the creation of multi-scale market exploration technologies. These technologies focused on accurate predictions of short term market trends based on cross influences and cascading correlations.

Boris has created modular web service technologies based on modern industry standards including SOAP and XML. He has also built grid calculation engines over supercomputer clusters and globally distributed analytical platforms. These platforms used distributed networks that allowed their nodes to act as independent exploration agents resulting in self organizing distributed artificial intelligence brains.

Support Staff
The Quant Trade support staff is composed of highly skilled experts in a variety of fields. They come from different sectors of the business community and are experienced professionals. Our efficient support staff is here to insure the highest quality of service for our customers.