David Don is the Head of Algorithmic Trading at RCM-X, where he manages the development of execution algorithms for equities and futures products, as well as strategy development software for automated trading. Previously, Mr. Don was Head of Quantitative, Execution and Risk Products at Lime Brokerage, which he joined in 2011 in connection with the sale of the business assets of Cactus Trading Systems, LLC, a trading technology company he co-founded in 2009. Prior to that, he was a Vice President of the QuantStat Group at TD Securities, where from 2003-2008 he co-managed a market neutral equity portfolio, developed and implemented capital structure arbitrage models to add alpha to the equity portfolio using information from the credit markets, and developed multi-manager portfolio allocation techniques. He also managed the development of a high frequency multi-factor equity risk model, and of an intranet knowledge base site which allowed the company to track data product usage.
Mr. Don graduated Summa Cum Laude from Northwestern University with majors in Mathematics and Economics and a minor in Physics.