Mr Peter Van-Kleef, speaking at High Frequency Trading 2011

Mr Peter Van-Kleef,
Managing Director
Lakeview Arbitrage International, Germany

Prior to his role at Lakeview, Peter managed significant hedge fund type investment portfolios and quantitative trading departments for among
others Cooper Neff, Salomon Brothers, HypoVereinsbank and Credit
Lyonnais. He has over ten years of experience in the development and
running of sophisticated automated trading operations. He holds a MBA
degree from the Owen Graduate School at Vanderbilt University,
Nashville, USA. He is a frequent speaker on complex arbitrage strategies
with a focus on volatility arbitrage and high frequency algorithmic trading. He is also a well known consultant to the investment community with regards to trading, risk management, operational and strategic issues.
Lakeview provides a large range of trading and risk management related services.

Appearing:

DAY THREE – Thursday 3rd November 2011

09.30

Panel Debate: how significant is the scope for HFT alpha generation in non-traditional asset classes?

What are the liquidity requirements for HFT in different asset classes?
How do you select appropriate liquidity pools based on sustainability and reliability?
Which will the next fully electronic markets be?
Comparing and contrasting the potential for HFT in fixed income, commodities, options and OTC derivatives
Will Europe follow the US by exploiting the trading opportunities in single name options?

Hendrik Klein,

CEO,
Da Vinci Invest, Switzerland

Mr Peter Van-Kleef,

Managing Director,
Lakeview Arbitrage International, Germany

Dr Tobias Preis,

Founder and Managing Director,
Artemis Capital Asset Management, Germany

10.00

Panel Debate: how significant is the scope for HFT alpha generation in non-traditional asset classes?

What are the liquidity requirements for HFT in different asset classes?
How do you select appropriate liquidity pools based on sustainability and reliability?
Comparing and contrasting the potential for HFT in fixed income, commodities, options and OTC derivatives

Hendrik Klein,

CEO,
Da Vinci Invest, Switzerland

Mr Peter Van-Kleef,

Managing Director,
Lakeview Arbitrage International, Germany

Dr Tobias Preis,

Founder and Managing Director,
Artemis Capital Asset Management, Germany

11.10

Is social media the next potential goldmine for automated news trading?

Examining the trading opportunities around Facebook, Twitter and search engine feeds
Exploring the possibility of effectively de-coding social media and applying a sophisticated semantic analysis
Utilising un-constructed content as an input for various types of trading signals
Avoiding the problem with signal to noise ratios and developing strategies to wade through useless information

Mr Peter Van-Kleef,

Managing Director,
Lakeview Arbitrage International, Germany

Sponsor High Frequency Trading 2011 ›