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SUMMARY:2014 Swissquote Conference on on Algorithmic and High-Frequency Tr
 ading
DTSTART;VALUE=DATE:20141107
DTSTAMP:20260406T032538Z
UID:501171e68cf6fe13cec4999c6d191a94d0abf5fc4d12dcf027d039b3
CATEGORIES:Conferences - Seminars
DESCRIPTION:Speakers: Richard Olsen (OLSENINVEST) \, Thierry  Foucault (H
 EC 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)\nAlgor
 ithmic and high-frequency trading have become the norm for electronic trad
 ing of financial assets worldwide. The new trading paradigm with a focus o
 n 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 p
 henomena such as the “flash crash” of May 2010. Questions arise natura
 lly as to whether high-frequency trading is harming conventional low-frequ
 ency and long term investors. Tools to measure and manage risk and profita
 bility in the presence of high-frequency trading have yet to be developed 
 for market participants and regulators.\nThe 5th annual Swissquote Confere
 nce will feature the latest research on algorithmic and high-frequency tra
 ding by leading experts and scholars in the field. The event addresses aca
 demics and practitioners alike\, and shall foster the interaction among in
 dividuals and across institutions.
LOCATION:SwissTech Convention Center http://sfi.epfl.ch/op/edit/page-10772
 7.html
STATUS:CONFIRMED
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