Dr. Vincent (Vince) Kaminski is a Professor at Rice University and a Capital Markets Consultant. Dr. Kaminski has worked in different positions related to quantitative analysis and risk management in the merchant energy industry. The companies he worked for include Citigroup, Sempra Energy Trading, Reliant Energy, Citadel Investment Group, and Enron (from 1992 to 2002) where he was the head of the quantitative modeling group.
Posts by Vince Kaminski
The Pathfinder Tribes of Nrge Land – Dr. Vince Kaminski
<p>The origins of the Pathfinders tribes of the Nrge Land are shrouded in mystery. A growing body of academic literature seems to support the hypothesis that at least some of them are refugees from the Econ land [1], escaping subsistence wages, poor working conditions and oppression under the rule </p>
Those Were the Days… Trials and Tribulations of Predicting the EIA Natural Gas Storage Number
Last Thursday (January 31, 2013) a high frequency trading event about 400 milliseconds before the scheduled EIA Storage data release set off a frenzy of selling in the NYMEX Natural Gas futures market. Some analysts believe that the storage report could have been leaked. Others blamed computer timing issues. These events resurrected ghosts of EIA storage numbers past and inspired our examination of these developments in the context of the evolution of high frequency trading in energy markets.