High-Frequency Trading: Markets, Models and Strategies

Toronto: 18 & 19 September 2013

About the course:

This course sifts through the nuts and bolts of high-frequency trading, from business models to the minutiae of algorithmic modelling. It is practical and theoretically-rigorous at the same time. The course covers the latest research in the field from the actionable ‘this is how to use it' perspective, arming the participants with ready-to-implement ideas and solutions. The course has been developed by the tutor and is presently the only comprehensive course on HFT in the world.

Learning Outcomes:

  • High-frequency trading, and its differences with algorithmic execution
  • The business model of HFT from points of view of traders, investors, portfolio managers, broker-dealers, exchanges, reserach, and other service providers
  • State of the art regulation of HFT
  • HFT models for trading around events
  • HFT statistical arbitrage
  • HFT market-making models
  • The processes used in design and implementation of HFT strategies
  • Risk management of HFT

Course Tutor:

Irene Aldridge, ABLE, Alpha Trading



"A positively eye-opening session: packed with information, perspective and research," executive director, global bank

"By far the best course I have taken since university," portfolio manager, major U.S. asset manager

"Irene really understands the markets and her presentation is very timely and relevant," market maker, large broker-dealer

"A very interesting and thought-provoking session," managing director, PhD, financial software company



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