I have spent 20+ years studying the most efficient information processing system that we have: the financial markets.I started out with software development and finance in the mid 90's, which resulted in my Ph.D. thesis titled "Essays on stock market reactions to new information" in 2002, a quantitative market efficiency study with a behavioral twist. Analyzing more than 100 million transactions of more than a million investors was a true big data challenge back then.The following decade I focused on building the investment management group Eufex from scratch. It became known for rigorous quantitative analysis and truly independent investment management, serving both institutional and retail investors. Eufex was acquired by a competitor in 2013.I have continued conducting academic research, in recent years with a focus on the balance between private information and market efficiency. Some of my research has been published in reputable academic journals (e.g. JFQA), and even noted by international media (e.g. WSJ). I am especially proud of publishing a new method for measuring active investment portfolio risks (stock picking and market timing) in the Journal of Empirical Finance.I am working towards implementing my understanding of market efficiency on the real economy. I believe that pricing efficiency that traditionally has been present mostly in the financial markets, will rapidly spread to the real economy with technology now available. My dynamic ("surge") pricing patent US 9,721,278 was issued on August 1, 2017.I am also actively seeking to consolidate my understanding and experience of investments into a holistic framework. Ideally, it should encompass financial theory, empirical facts, practical experience, as well as environmental and societal dimensions.