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High-Frequency Trading Experts Workshop 2011
 

High-Frequency Trading Experts Workshop 2011
High-Frequency Trading Experts Workshop 2011
High-Frequency Trading Experts Workshop 2011
High-Frequency Trading Experts Workshop 2011
High-Frequency Trading Experts Workshop 2011
High-Frequency Trading Experts Workshop 2011
High-Frequency Trading Experts Workshop 2011
High-Frequency Trading Experts Workshop 2011
High-Frequency Trading Experts Workshop 2011

Course Program Day 1


0830 - 0900 Registration and continental breakfast

0900 - 1030 HISTORY AND RECENT DEVELOPMENTS

  • Evolution of high-frequency trading
  • Scope of high-frequency trading today
  • Current and future changes in the marketplace
  • Regulatory and infrastructure aspects

1030 - 1100 Morning break

1100 - 1230 HIGH-FREQUENCY TRADING PLATFORM DEVELOPMENT

  • Core system requirements and competencies
  • Off-the-shelf vs. in-house-built choices
  • Public vs. private APIs and protocols
  • Life cycle management from prototype to profitable system
  • Navigating the tradeoff between time to market and flexibility/performance
  • Management and security issues

1230 - 1330 Lunch

1330 - 1500 HIGH-FREQUENCY STRATEGY CLASSIFICATIONS

  • Regulatory driven
  • Operational efficiency and demand driven
  • Quantitative information processing advantage driven
  • Qualitative information processing advantage driven
  • Relative value and arbitrage strategies

1500 - 1530 Afternoon break

1530 - 1700 HIGH-FREQUENCY ALGORITHM CLASSIFICATIONS

  • Low frequency vs. high frequency vs. ultra high frequency
  • Speed critical vs. intelligence critical
  • Static vs. dynamic strategies
  • Repetitive vs. adaptive/evolutionary
  • Informative vs. active

 

High-Frequency Trading Leaders Forum 2010

 
 
 
 
 
 
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