2014 Swissquote Conference on on Algorithmic and High-Frequency Trading
Event details
| Date | 07.11.2014 |
| Speaker | Speakers: Richard Olsen (OLSENINVEST) , Thierry Foucault (HEC Paris), Christian A. Katz (CEO SIX Swiss Exchange), Panel discussion (C. Katz, A. Kirilenko, A. Kyle, R. Olsen), Charles Jones (Columbia University), Robert Almgren (Quantitative Brokers and New York University), Albert Kyle (University of Maryland), Andrei Kirilenko (MIT) |
| Location | |
| Category | Conferences - Seminars |
Algorithmic and high-frequency trading have become the norm for electronic trading of financial assets worldwide. The new trading paradigm with a focus on ultra-short time horizons and the trading process rather than the asset itself, has led to lower bid-ask spreads but also to less benign market phenomena such as the “flash crash” of May 2010. Questions arise naturally as to whether high-frequency trading is harming conventional low-frequency and long term investors. Tools to measure and manage risk and profitability in the presence of high-frequency trading have yet to be developed for market participants and regulators.
The 5th annual Swissquote Conference will feature the latest research on algorithmic and high-frequency trading by leading experts and scholars in the field. The event addresses academics and practitioners alike, and shall foster the interaction among individuals and across institutions.
The 5th annual Swissquote Conference will feature the latest research on algorithmic and high-frequency trading by leading experts and scholars in the field. The event addresses academics and practitioners alike, and shall foster the interaction among individuals and across institutions.
Practical information
- General public
- Free
Organizer
- Swiss Finance Institute @ EPFL