Friday, May 15, 2015

High Frequency Trading in Santa Cruz today

Featuring Stanford students Josh Mollner and Markus Baldauf, and open to the public:

Market Design: High Frequency Trading

Program, May 15, 2010

Welcome & Keynote, 10:00 - 10:45 am

Session 1, 10:45 am - 12:15 pm

Market Integration and High Frequency Trading

Lunch, 12:15 - 1:30 pm

Session 2, 1:30 - 3:00 pm

Knew the News: Infrastructure Dynamics of Trading Surrounding Prescheduled Economic Announcements
  • Greg Laughlin, UC Santa Cruz, Department of Astronomy and Astrophysics

Break, 3:00 - 3:30 pm

Session 3, 3:30 - 5:45 pm

Performance Evaluation of Algorithmic Trading Strategies

Dinner, 6:30 - 8:30 pm

The workshop will take place in Engineering 2, Room 499.

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