Investment and strategy for quant investors and their managers
Mr Robert Moxham, speaking at Quant Invest Australia 2011

Mr Robert Moxham,
Managing Director
eStats Capital

Robert Moxham began his financial career in 1996 with Bankers Trust in the chaos of the Sydney Futures Exchange Trading Floor having decided at the last minute against furthering his career in the Army. On the floor he worked in the Short and Long term interest rates, and the SPI pits. When the floor closed in late 1999 he moved to a role with ABN Amro, broking European markets to local hedge funds. As the markets went electronic, he moved the clients to self-executing their own trades and his role changed to eCommerce Sales. He moved with ABN Amro to Singapore to run their regional eCommerce offering, then onto Hong Kong with HSBC to do the same for them. He returned to Australia to join old friends Bernard Orenstein and Steve Woodyatt at proprietary trading firm eStats Capital to manage trading operations and execution technology infrastructure. More recently he has lead their push into the Funds Management business as Managing Director of eStats Funds Management. eStats has been trading futures on an automated high frequency basis from co-located data centers worldwide.
Appearing:
Day Two Tuesday 22 November 2011
10.20am

Presentation: Is the development of entirely new quant models a thing of the past?

  • Investment is inversely proportional to latency sensitivity.
  • The value of a high performance unified API for generic trading systems research instead of market connectivity issues
  • Is research on quant models counterproductive?
  • Is the development of Quant models all in incremental improvements, or is there room for an industry changing step change model?
Mr Robert Moxham,
Managing Director,
eStats Capital
4.10pm

Panel: Is HFT riskier than long term strategies?

  • In longer term strategies, is the difference of an hour, day or week really significant?
  • What are the external risks not being considered in HFT?
  • The blatant risks of HFT: algo waywardness, power failure, system failure and credit risk
Mr Robert Moxham,
Managing Director,
eStats Capital
Dr. Jonathon Brogaard,
Assistant Professor of Finance,
University of Washington
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