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Wednesday 1st March 2017

The Alan Turing Institute

London
United Kingdom

Background

New technologies and the advent of computerized trading have changed the landscape of financial markets in recent years. Algorithmic trading, automated trade execution and high frequency trading (HFT) at the millisecond time scale are now a prominent component of all major financial exchanges. Hailed by some as a source of market liquidity, algorithmic trading has been criticized by others as a source of market instability and volatility.
 
Yet the impact of algorithmic trading on market dynamics is yet to be fully understood: how do markets in which computers trade against other computers differ from markets with human traders? What are the implications for price behaviour, market regulation and financial stability?

These questions have raised concerns for regulators, market participants and risk managers. Mathematical modelling, which has played a vital role in financial risk management and in the development of algorithmic trading, has a lot to contribute to this debate.
 
This one day workshop seeks to bring together perspectives from a range of experts -academics, regulators and practitioners on these important questions.

REGISTRATIONS NOW CLOSED. We have reached capacity for this workshop and therefore registrations are now closed. We are operating a wait list, if you would like to me added to the wait list please email l.hope@turing-gateway.cam.ac.uk

Aims and Objectives

 
The aim of this one-day workshop is to disseminate the latest advances in quantitative modelling and empirical studies on the impact of HFT and algorithmic trading on markets, with an emphasis on emerging phenomena and implications for risk management and policy. Additionally, the talks and discussion session will highlight potential strategies which could mitigate against negative effects and risks of algorithmic trading in the future.
Topics of interest include:

  • Impact of HFT and algorithmic trading on markets – complexity, volatility, volume
  • “Flash crashes” and intraday market anomalies   
  • Interaction between trading algorithms and feedback effects
  • Algorithmic trading and market stability
  • Practitioners perspectives – challenges and strategies
  • Regulatory perspectives on HFT and algorithmic trading 

This event will be of interest to practitioners, regulators and academics with an interest in financial  markets. A provisional programme will be available soon.

Registration and Venue

Registration is now closed for this workshop as we have reached capacity. We are currently operating a wait list, if you would like to be added to the wait list, please email l.hope@turing-gateway.cam.ac.uk.

There is a nominal registration fee of £65.00 for non-academics to cover refreshments and administration. Please use this link to register your place. Non-academic registrations will then be sent a payment link to pay the registration fee. The workshop will take place at the Alan Turing Institute, London. The Institute is headquartered at the British Library. Please see the link for directions to the venue.

Payment Link

Click here to make payment for your registration.
 


This event is in collaboration with The Alan Turing Institute