18th Annual Workshop on Financial Engineering: High Frequency Trading and Market Microstructure

18th Annual Workshop on Financial Engineering:
High Frequency Trading and Market Microstructure

Friday, October 21, 2011
Uris Hall,

Columbia University, 
New York
 
 
Sponsored by: Bank of America-Merrill Lynch and One Tick.
 
The advent of electronic trading has transformed financial marketsmarkets, which are now faced with a flow of supply and demand at various frequencies across a fragmented range of venues. This new high-frequency environment has created a new set of quantitative challenges for investors, market makers, and regulators. In this conference, we will seek to explore and understand some of these challenges.
 
 
Topics :
 
Market microstructure, Market making, High-frequency trading, Limit order markets, algorithmic trading. optimal trade execution, dark pools, econometrics of high-frequency data.
 
  
Speakers / Panelists:

Robert Almgren, Quantitative Brokers (*)
Brad Banks, Athena Capital Research
Rama Cont, Columbia University
Matt Cushman, Citadel
Jim Gatheral, Baruch College
Larry Glosten, Columbia University
Albert Kyle, University of Maryland
Costis Maglaras, Columbia University
Ciamac Moallemi, Columbia University
Michael Sotiropoulos, Bank of America Merrill Lynch
Sasha Stoikov, Cornell University

Registration:

Corporate delegates: $500  /  Academic : $175  / Students: $100

Online registration at: https://www.wepay.com/tickets/view/76109

Columbia University Students: Free

Online registration for CU Students: At this time, student registration is closed.

 
Student status will be verified during check-in; please present your student ID with the Fall 2011 sticker.
  

Sponsored by


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