Quantia at STAC Performance Summit

Michel Debiche, Managing Director of Quantia Analytics, will present “The Mechanics of Mayhem: Market Microstructure and the May 6th Meltdown”

Michel will review the microstructure of today’s market and how it allowed the sudden plunge of stock prices to occur on May 6th—as well as other frequent, but less celebrated events in individual stocks. He will also explore the requirements that these realities imply for trading infrastructure and market data systems that seek to be best of breed. Michel is a quant trader and developer with 19 years experience building and using automated trading systems in equities and derivatives for purposes such as statistical and index arbitrage.

June 21, 2010
For more information on this event at STAC Research.