Remember me

Register  |   Lost password?

Bookmark & Share



Swissquote Conference 2014 on Algorithmic and High-Frequency Trading

Start date

November 7, 2014


Lausanne, Switzerland [Map it]


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.

Speakers include:

  • Robert Almgren (Quantitative Brokers and New York University)
  • Thierry Foucault (HEC Paris)
  • Charles Jones (Columbia University)
  • Christian A. Katz (SIX Swiss Exchange)
  • Andrei Kirilenko (MIT)
  • Albert Kyle (University of Maryland)
  • Richard Olsen (OLSEN)

Date: Friday November 7, 2014

Venue: Ecole Polytechnique Fédérale de Lausanne (EPFL), Switzerland.

Registration: Participation is free but places at the conference are limited. Please register here.


The conference is organized by the Swissquote Chair in Quantitative Finance and the Swiss Finance Institute at EPFL, and is sponsored by : 


Logo Swissquote Logo SFI