
Hans-Jörg Von Mettenheim
Full Professor of Quantitative Finance and Risk Management
Hans-Jörg Von Mettenheim
Full Professor of Quantitative Finance and Risk Management
IPAG’s Quantitative Finance, chaired by Professor Hans-Jörg Von Mettenheim, monitors trends in algorithmic trading around the world, focusing on the analysis of risks and opportunities arising from it.
Challenges of quantitative algorithms
Today’s financial world is dominated by algorithms and machines. Estimates indicate that more than half of the volume of trade carried out daily on developed financial markets is now generated by quantitative algorithms instead of humans. This increasing automation of transactions offers unique opportunities, but it can also generate risks: market disruptions, systemic crises, market abuses, etc. Algorithmic trading and risk management are two faces of the same coin. A pillar of the Chair is further constituted by integrating green finance measure into overall quantitative portfolio management approaches.
Strengthening financial actors’ strategies
IPAG established its Quantitative Finance and Risk Management research chair in 2016 to contribute to the analysis of algorithmic trading, the exploration of its opportunities, and the assessment of its risks.
The chair, which is directed by Hans-Jörg von Mettenheim – PhD, tenured professor at IPAG, founder and Secretary-General of the Forecasting Financial Markets Association (FFMA) –, puts market expertise and proprietary data sets at the heart of its research. It regularly organises conferences and seminars to encourage knowledge-sharing between researchers and practitioners. Its work and publications aim at strengthening financial actors’ algorithmic trading and risk management strategies. The chair is notably interested in the applications of big data techniques and data-based machine-learning, a line of research with aims to improve understanding of such new asset classes as cryptocurrencies.
Recent Publications
Socail Impact
Contact
Prof. Dr. Hans-Jörg von Mettenheim
hj.von-mettenheim@ipag.fr
+33 7 54 26 17 27
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