Course Background:
Against the backdrop of current market scenarios, Algorithmic Trading has attracted considerable attention. The concepts are multi-faceted and are globally applicable across all financial markets: equities, fixed income, currencies.
This workshop sets out to present:
Market Microstructure: the foundation of trading
Liquidity: the next important aspect of trading Automated trading: covering models as well as technologies
The workshop will benefit the following groups:
New recruits in Quant/Algo Trading groups in hedge funds and investment banks Experienced traders will find it valuable to refresh their knowledge, since substantial changes have occurred in the way trading takes place in different venues (exchanges) Manual Traders who would like to enhance their skill-set Trading Managers who would like to start algorithmic trading desks/operations.
Students in Masters courses in finance - the workshop will help them define novel areas of project opportunities
PROGRAMME DAY 1
09.25 – Welcome and introduction to the day
09.30 Foundations of Trading: Market Microstructures and Liquidity (Part I) Ashok Banerjee, Finance Research/Trading Lab, Indian Institute of Management
10.30 Coffee Break
11.00 Foundations of Trading: Market Microstructures and Liquidity (Part II) Ashok Banerjee, Finance Research/Trading Lab, Indian Institute of Management
12.00 Microstructure, Trading Costs and Optimal Algorithmic Execution Dan diBartolomeo, Northfield Info Services
12.45 Lunch Break
13.45 Demystifying Algorithmic Trading
Rajib Ranjan Borah, iRage Capital Advisory Pvt. Ltd
14.30 Algorithmic Trading Landscape Globally Rajib Ranjan Borah, iRage Capital Advisory Pvt. Ltd
15.15 – Tea Break
15.45 Gauging the effects of electronic, algorithmic, and high frequency trading Robert Kissell, President, Kissell Research Group.
PROGRAMME DAY 2
Day 2 - The Tool-Box Set of Algorithmic Trading Rajib Ranjan Borah, iRage Capital Advisory Pvt. Ltd
09.30 Session 1: Algorithmic trading platform components - impact on trading performance, comparative study of different systems
11.00 Coffee Break
11.30 Session 2: Technological innovations for algorithmic trading
12.15 Session 3: Developing Algorithmic Trading Strategies
13.00 Lunch
14.00 Session 4: Risk Management for Algorithmic Trading operations
15.00 Tea Break
15.15 Session 5: Practical demonstration: implementing strategies on algorithmic trading platforms
Working with complex event processing on algorithm- trading platforms.
16.15 Session 6: Performance Evaluation and Portfolio Management
17.00 Close of Workshop.
For further information please visit http://www.unicom.co.uk/eventdetail.php?epd=92, call + 44 (0)1895 256 484 or email [log in to unmask] to request a booking form or reserve delegate places.
Kind regards,
Aqeela Rahman
UNICOM Seminars Ltd
Direct: +44 (0) 1895 819 478
Switchboard: +44 (0) 1895 256 484
Email:[log in to unmask]
www.unicom.co.uk
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