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1st March 2017
09:30 to 10:00
Registration, Tea & Coffee
10:00 to 10:10
Welcome and Introduction Rama Cont (Imperial College London), Jane Leeks (Turing Gateway to Mathematics)
10:10 to 10:45
Flash Crash: Algorithmic Trade Execution and Intraday Market Dynamics Rama Cont (Imperial College London)
10:45 to 11:30
High-Frequency Trading around Large Institutional Orders Albert Menkveld (VU University Amsterdam)
11:25 to 11:45
Tea & Coffee Break
11:45 to 12:15
Are High-Frequency Traders Anticipating the Order Flow? Cross-Venue Evidence from the UK Market Matteo Aquilina (Financial Conduct Authority)
12:15 to 12:45
Algorithmic Trading: Tales from the Trenches Hasan Amjad (Cantab Capital Partners LLP)
12:45 to 13:15
High-Frequency Cross-Market Trading: Model Free Measurement and Applications Dobrislav Dobrev (Federal Reserve Board of Governors)
13:15 to 14:15
14:15 to 14:45
Managing Large Institutional Portfolios - the Role of Algorithmic Trading Yazid Sharaiha (Norges Bank Investment Management)
14:45 to 15:15
Risk and Return in High-Frequency Trading Matthew Baron (Cornell University)
15:20 to 15:40
Tea & Coffee Break
15:40 to 16:10
Algorithmic Trading: The Practitioner Angle Phil Allison (KCG)
16:15 to 16:45
Interactions Among High Frequency Traders Evangelos Benos (Bank of England)
16:40 to 17:10
Discussion Panel
17:10 to 18:15
Networking and Drinks Reception