Timothy Gebbie

Specialisation

• Econophysics (Specialisations), Machine learning (Specialisations), Mathematical finance (Specialisations), Quantitative finance (Specialisations), Relativistic kinetic theory (Specialisations)

Research Interests

• Statistical Finance, Econophysics, Complexity Economics, Machine Learning, Algorithmic Trading, Relativistic Kinetic Theory and Agent-Based Modeling

Education

• PhD., Applied Mathematics University of Cape Town (1997 — 2000)
• MSc., Applied Mathematics University of Cape Town (1994 — 1996)
• BSc. (hons) University of the Witwatersrand (1993 — 1994)
• BSc. University of the Witwatersrand (1990 — 1993)

Companies

• Associate Professor University of Cape Town (2017)
• Visiting Associate Professor University of the Witwatersrand (2017 — 2020)
• Tenured Associate Professor University of the Witwatersrand (2016 — 2017)
• Senior Lecturer University of the Witwatersrand (2014 — 2016)
• Sessional Lecturer University of the Witwatersrand (2014 — 2014)
• Algorithmic Trader and Developer Investec (2011 — 2013)
• Honorary Research Associate University of the Witwatersrand (2008 — 2012)
• Investment Strategist and Hedge Fund Manager QT Capital Management (2008 — 2011)
• Research Sabatical Financial Cybernetics (2007 — 2008)

Journal related publications

• CoinTossX: An open-source low-latency high-throughput matching engine (2022)
• Agglomerative likelihood clustering (2021)
• Learning the dynamics of technical trading strategies (2021)
• The Epps effect under alternative sampling schemes (2021)
• A framework for online investment decisions (2020)