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SUMMARY:Swissquote Conference 2014 on Algorithmic and High-Frequency Tradi
 ng
DTSTART:20141107T083000
DTEND:20141107T173000
DTSTAMP:20260609T234036Z
UID:b55557b1ebb4197290f9466ac1bc49191bdbdd27aa963d35101825b0
CATEGORIES:Conferences - Seminars
DESCRIPTION:Speakers and program overview:\n08:30 - 09:00  Registration a
 nd welcome coffee\n09:00 - 09:15  Wecome address\n09:15 - 10:00  Richard
  Olsen (OLSEN)\n10:00 - 10:45 Thierry  Foucault (HEC Paris)\n10:45 - 11:1
 5  Coffee break\n11:15 - 12:00  Charles Jones (Columbia University)\n12:
 00 - 12:45  Andrei Kirilenko (MIT)\n12:45 - 14:00  Lunch\n14:00 - 14:45
   Albert Kyle (University of Maryland)\n14:45 - 15:30  Robert Almgren (Q
 uantitative Brokers and New York University)\n15:30 - 16:00  Coffee break
 \n16:00 - 16:30  Christian A. Katz (SIX Swiss Exchange)\n16:30 - 17:30  
 Panel discussion (C. Katz\, A. Kirilenko\, A. Kyle\, R. Olsen)\nAlgorithmi
 c and high-frequency trading have become the norm for electronic trading o
 f financial assets worldwide. The new trading paradigm with a focus on ult
 ra-short time horizons and the trading process rather than the asset itsel
 f\, has led to lower bid-ask spreads but also to less benign market phenom
 ena such as the “flash crash” of May 2010. Questions arise naturally a
 s to whether high-frequency trading is harming conventional low-frequency 
 and long term investors. Tools to measure and manage risk and profitabilit
 y in the presence of high-frequency trading have yet to be developed for m
 arket participants and regulators.\nThe 5th annual Swissquote Conference w
 ill feature the latest research on algorithmic and high-frequency trading 
 by leading experts and scholars in the field. The event addresses academic
 s and practitioners alike\, and shall foster the interaction among individ
 uals and across institutions.
LOCATION:SwissTech Convention Center http://www.tstcc.ch/
STATUS:CONFIRMED
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