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Johannes Gomolka Research Professor and Head of the Master Program in "IT for Finance"


Dr. rer. pol. Johannes Gomolka, received from University of Potsdam 2011.
Specialized in algorithmic and quantitative trading systems
Research focus on autonomous software agents on financial markets
Focus on hedge funds and proprietary trading firms, and their regulation.

Professional background:
Director of prop trading and HFT firm, trading commodities on CME/Chicago.
CEO/CTO/CIO and board director in several FinTech startup firms.

Believer in the “entrepreneurial spirit”: Business angel to start-up FinTech firms, focussing on fair, ethical and sustainable technologies.



  • Algorithmic and high frequency trading systems
  • Development of autonomous, and independently acting software agents on financial markets
  • Co-Location, low latency infrastructure in realtime environments on financial markets
  • Quantitative asset management in proprietary trading firms and hedge fund companies
  • Development of sustainable ethical and moral standards in high end financial services
  • Econophysics


  • Introduction to Financial Markets: Introduction into the field of market microstructure, with focus software systems used by exchanges (auction systems, matchmaking algorithms, and backend optimization)
  • Infrastructure Exchanges and Institutions, an introduction into underlying high performance infrastructure used by investment banks, hedge funds, prop trading and exchanges
  • Pricing of Derivatives: Models and Algorithms: Overview and application of theories in derivatives pricing to high frequency trading of derivatives.
  • Digital Finance: Analysis of the world of FinTech, from web-based financial technologies, to cryptocurrency exchanges.


  • Research: Usage of autonomous software agents on cryptocurrency exchanges by proprietary trading and hedge funds


  • Book on empirical finance and illegal strategies with German mutual funds: Gomolka, J. (2007): Cut-Off-Zeit und
    Zeitzonenarbitrage, publisher IBIDEM, Stuttgart, Hannover, ISBN: 3898218333. Problems and scientific solutions in the
    calculation of Net Asset Values and stale prices in the German mutual fund industry, and avoiding problems of illegal time
    zone arbitrage through Fair Value modelling, Next Day Fund pricing.
  • Book on Algorithmic Trading /Dissertation: Gomolka, J. (2011): Algorithmic Trading – Analyse computergesteuerter
    Anlageprozesse unter Verwendung der Multifaktorenregression, Universitätsverlag Potsdam, ISBN: 978-3-86956-125-7,
    383 pages.
  • Journal Article: Lattemann, C. Gomolka, J (2008): Preisbildung am deutschen Fondsmarkt – Geschäftsprozesse im Trade Off zwischen Anlegerschutz und infrastrukturellen Bedingungen, MKWI in BIT – Banking Information Technologies; in: Sonderheft der MKWI 2008.
  • Journal Article with HFT experts i.e. from Deutsche Börse & German Bundesbank: Lattemann, C.; Loos, P.;
    Gomolka, P.; Burghoff, .-P.; Breuer, A.; Gomber, P.; Nagel, J.; Riess, R.; Riordan, R.; Zajonz, R. (2012) High Frequency
    Trading – Costs and Benefits in Securities Trading and its Necessity of Regulations, in: BISE/Wirtschaftsinformatik – Rubrik:
    Diskussionsbeiträge, Vol. 4, Issue 2, pp.93-108.