Investment and strategy for quant investors and their managers

Dr Tobias Preis, speaking at Quant Invest Australia 2011

Dr Tobias Preis,
Founder & Managing Director
Atremis Capital Asset Management GmbH

Tobias Preis is a German physicist and founder of the Artemis Capital Asset Management GmbH. Born in Limburg an der Lahn, Germany, he performed complex systems research with H. Eugene Stanley at Boston University and Dirk Helbing at ETH Zurich. He was awarded a Ph.D. in physics from the Johannes Gutenberg University of Mainzand was a junior member of the Gutenberg Academy.
His current research focuses on quantifying and modeling financial market fluctuations. In addition, he has made contributions to general-purpose computing on graphics processing units (GPGPU) in statistical physics and econophysics. Recently, he headed a research team which provided evidence that search engine query data and stock market fluctuations are correlated.

Appearing:

Day Two Tuesday 22 November 2011

9.10am

Panel: Understanding HFT’s impact on the markets

HFT impact on the US quant market, the potential emulation of events in Australia
HFT’s role in tightening bid-offer spreads, reduce transaction costs and increase liquidity
Does HFT really contribute to liquidity and when is it needed?
The effects of liquidity fragmentation on the market
Who has benefitted, who has lost and what are they doing to protect their interests?

Glenn J. Graham, Director of Energy Trading, Blue Fire Capital

Dr Tobias Preis,

Founder & Managing Director,
Atremis Capital Asset Management GmbH

Mr Victor Lebreton,

Principal,
Quant Hedge

11.40am

Keynote Presentation: Leveraging complex data resources and integration to HFT for maximum quality information

Alternative data feeds – Predicting the stock market using trend predicting tools e.g. Google Trends
Complex Event Processing - Patterns in high frequency financial data using GPU Technology
How to apply this to Quant and HFT

Dr Tobias Preis,

Founder & Managing Director,
Atremis Capital Asset Management GmbH

Sponsor Quant Invest Australia 2011 ›