Mr. Valencia has more than twenty five years of experience with options and trading algorithm development. He was a Member of the Technical Staff at Bell Labs Lucent Technologies in the RF and Analog Simulation department, and also a Senior Member of Consulting Staff at Cadence Design systems working on analog and digital simulation software projects.
Creator of the proprietary Gamma Optimizer tool which helps traders pick the option strikes and expirations that maximize returns for a particular move in the underlying. He also developed what he calls the Deep Learning Algorithm, which was trained with historical SPX data and seeks to predict 1% upside moves in the SPX within a 5-session period. This algorithm is among the tools he created to design options trading strategies and finding set-ups that minimize risk and maximize returns.
Mr. Valencia is well known in the trading community where he writes educational papers, market analysis and performs option trading coaching and trade design. He also participates actively as a speaker in trading conferences.
PATENTS
- US 9,189,578 System, method, and computer program product for power supply network visualization.
- US 7,617,084 Mechanism and method for simultaneous processing and debugging of multiple programming languages.