Swissquote Conference 2014 on Algorithmic and High-Frequency Trading
Event details
| Date | 07.11.2014 |
| Hour | 08:30 › 17:30 |
| Speaker |
Speakers and program overview: 08:30 - 09:00 Registration and welcome coffee 09:00 - 09:15 Wecome address 09:15 - 10:00 Richard Olsen (OLSEN) 10:00 - 10:45 Thierry Foucault (HEC Paris) 10:45 - 11:15 Coffee break 11:15 - 12:00 Charles Jones (Columbia University) 12:00 - 12:45 Andrei Kirilenko (MIT) 12:45 - 14:00 Lunch 14:00 - 14:45 Albert Kyle (University of Maryland) 14:45 - 15:30 Robert Almgren (Quantitative Brokers and New York University) 15:30 - 16:00 Coffee break 16:00 - 16:30 Christian A. Katz (SIX Swiss Exchange) 16:30 - 17:30 Panel discussion (C. Katz, A. Kirilenko, A. Kyle, R. Olsen) |
| 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.
Links
Practical information
- General public
- Registration required