High-Frequency Trading

Toronto: 18 & 19 September 2013

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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


Course Dates & Venues

Toronto: 18 & 19 September 2013

 PROGRAMME

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Testimonials:

"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