Algorithmic Trading: Perspectives from Mathematical Modelling
Date: 1 March 2017
Time: 9:30 – 18:15
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.
However, 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?
The aim of this workshop is to provide and bring together perspectives from a range of experts, academics, regulators and practitioners.
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.