stefan schlamp

Teach class "Molecular Fluid Mechanics".

US & European equity market making

Quant in the proprietary HFT group within equities (Delta One) division. The group traded an index arbitrage strategy for a range of European equity indices.

Development (research, implementation, backtesting) of low-latency, liquidity-taking trading strategies for European equities. The strategies per se and signals (mostly microstructure-based) are not particularly noteworthy, but I found an elegant way to take into account the differences across the universe (spreads, tick size, ...) without overfitting by optimising models on a stock by stock basis.

* Teaching: * Teaching class "Compressible Fluid Mechanics" * Numerical research: * Molecular Dynamics (MD) simulations of shock waves propagating through dense Argon and Nitrogen. Subsequent data analysis to determine profiles of macroscopic properties (density, velocity, temperature) across shock front, shock thickness, moments of the velocity distribution function, velocity correlation function, radial distribution function, and distribution of molecular orientations. * Experimental research: * Laser diagnostic measurements in supersonic, chemically reacting flows. * Design of scientific payload to be flown on ESA's EXPERT mission (European eXPErimental Reentry Testbed) to study shock wave boundary layer interactions.

Optimized Youtube ad placement based on machine learning methodologies.

Partially shared cryptographic digital ledger to transform back-office processes in the financial industry and financial markets.

Market making of equity index and fixed income futures based on reinforcement learning based trading algorithms.

Luft- und Raumfahrttechnik, 1992 - 1997

California Institute of Technology