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Swissquote Conference 2014 on Algorithmic and High-Frequency Trading

Start date

November 7, 2014

Where

Lausanne, Switzerland [Map it]

Details

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.

Contact: swissquote.conference@epfl.ch


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

 

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