Investment and strategy for quant investors and their managers

Mr Victor Lebreton, speaking at Quant Invest Australia 2011

Mr Victor Lebreton,
Principal
Quant Hedge

Victor Lebreton manages the strategies and the electronic trading platform for Quant Hedge an offshore prop-fund . Before that, he was an IT consultant for trading and operations for major Banks and Consulting companies. Early in 2007 he moved to electronic trading to develop his own trading strategies based on cutting edge approach. Today, he is also a teacher for electronic markets and international banking systems for ECE a major engineer school in Paris. His investment research is based on FX systematic and algorithmic trading developed through an innovative backtesting, and algo-optimisation processes. He shares a passion for contemporary art and cultural asset investment for which he has published an article “Online art selling / La vente en ligne d’oeuvre d’art. Paris : 2008”.

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

9.50am

Presentation: Comparing and distinguish between different HFT strategies

How to qualify HFT
Relative advantages of each strategy: Predatory Trading, Mean Reversion, Market Making, Liquidity Rebate, Arbitrage, put call parity/ Jelly roll/ conversion reversal
How they are differentiated
Merits and shortcomings of HFT

Dr David Surkov, Founder, Egham Capital

Mr Victor Lebreton,

Principal,
Quant Hedge

Sponsor Quant Invest Australia 2011 ›