EQUITY ANALYSIS TESTIMONIALS REQUEST A DEMO EVENTS & ARTICLES MARKET STRUCTURE MAP

Events and Articles

Tim Quast, Managing Director of ModernIR, is a fifteen-year Investor Relations veteran. He has been a member of NIRI since 1996 and often speaks at NIRI National and Chapter events. Tim is a regular contributor to NIRI's monthly magazine - IR Update. He is also a featured columnist at Accountability-Central.com.

If you would be interested in having Tim speak at a virtual or on-site event or write an article for your publication, please contact us.

Upcoming Events and Articles

• Event:	The Conference Board IR Council Meeting, New York
  Date:	3/11/10, 1:15pm ET
  Topic:	"Market Structure: Has Investing Given Way to Trading?" Tim Quast speaking

• Event:	Silicon Valley Visit
  Date:	3/24/10 - 3/25/10
  Topic:	TQ on the road. Send a note via the Contact page if you'd like to demo our services

• Event:	NIRI Triangle
  Date:	5/14/10
  Topic:	"Dark Pool Trading" Tim Quast speaking

Previous Events and Articles

• Event:	NIRI Kansas City
  Date:	1/19/10, 11:30a ET
  Topic:	"Not Your Grandma's Market: How Stocks Trade Today" Tim Quast moderating discussion panel

• Event:	NIRI New York
  Date:	1/21/10
  Topic:	"Demystifying the Markets" Tim Quast on moderated panel

• Publication:	NIRI - IR Update
  Date:	December 2009, page 9
  Article:	IR Pros: Let’s Keep it Real in 2010

• Event:	NIRI Westchester/CT Giovanni's, Darien CT
  Date:	12/07/09, 6pm ET
  Topic:	"New Market Structure Realities: Is IR Hanging in the Balance?" Tim Quast presenting with Marge Wywras, Senior Managing Director IR, Knight Capital Group

• Event:	NIRI Virtual Chapter
  Date:	12/02/09, noon ET
  Topic:	"Understanding the Equity Markets" Tim Quast, moderating discussion panel

• Publication:	The Denver Post
  Date:	October 14, 2009
  Article:	High Frequency Trading Can Be Troublesome

• Event:	NIRI Rocky Mountain Chapter, 11:30a MT, Denver Athletic Club
  Date:	October 8, 2009
  Topic:	High-frequency Trading: Its Importance to IROs

• Publication:	The New York Times
  Date:	September 3, 2009
  Article:	Inquiry Stokes Unease Over Trading Firms That Shape Markets

• Publication:	NIRI - IR Update
  Date:	September 2009
  Article:	The Truth About High Frequency Trading

• Event:	2009 NIRI Annual Conference - Capital Markets Session
  Date:	June 8
  Topic:	How the Buyside and Sellside Trade Your Stock Today Institutional investors have to consider a great many factors when making buying and selling decisions ranging from trading costs, to portfolio balance, to risk, to internal measurement benchmarks. The objective of this lively facilitated panel discussion it to help IR professionals understand what happens after the one-on-ones, and how the Buyside and Sellside interact today to facilitate both investing and trading. Objectives:Understand how trades proceed from portfolio manager to trading desk, and how they might be deployed across various market centers Understand basic speculative trading, and how portfolio risk-management affects investing decisions Understand how the sellside helps the buyside trade

• Publication:	NIRI - IR Update
  Date:	May 2009
  Article:	Your Shares Are Trading: Who Profits and How?

• Publication:	NIRI - IR Update
  Date:	February 2009
  Article:	Are Investors Schizophrenic - Or is it the Media?

See also our 2008 Archive

What People Are Saying...

Mary Jensen - Douglas Emmett Inc. (NYSE:DEI)
Vice President - Investor Relations
Equity Analysis™ subscriber since June 2007

"Understanding why your stock goes up or down isn't easy today. Our specialist can't tell me much about what's behind electronic trading, and sometimes half or more of our volume executes away from the exchange. To keep tabs, I've got relationships with traders, bankers, and analytics personnel at the stock exchanges. And Equity Analysis from ModernIR. ModernIR alone clusters volume to highlight what prime program traders are doing, where speculation is occurring, and how our market structure changes when real investors are behind order flow. When my management team can differentiate between rational and speculative market behavior, they're more effective."

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