- General Information
- Topic 1
- Topic 2
- Topic 3
- Topic 4
- Highlights
- Registration
High-frequency trading gives some investors unfair advantage.
While those examinations have focused mostly on U.S. equity markets, such as dark pools run by banks and broker-dealers and exchanges owned by companies including Nasdaq OMX, Intercontinental Exchange Group's NYSE Euronext and Bats Global Markets.
High-frequency traders are active and run run multi-asset strategies in futures, FX and fixed income markets.
High-frequency traders have been called many things, from emerging masters of the universe and market pioneers to exploiters, computer geeks, and even predators and thieves.
But who really understand how they operate?
The shadow people of the investing world, today's high-frequency traders have decidedly kept a low profile.
GRESSER KI 10 High-Frequecny Trading WORKSHOP, the first and most comprehensive workshop to the world of electronic and algorithmic trading, opens the door to the secretive world of computerized low-latency trading, the most controversial form of investing today; high-frequency traders almost never talk to the press and try to disclose as little as possible about how they operate.
GRESSER KI 10 High-Frequecny Trading WORKSHOP covers the latest research currently available and reveals how high-frequency trading players are operating in global markets and driving the development of electronic trading in U.S. and Europe, Japan, India, and Brazil.
Topic 1: The Stock Market is rigged
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Market System for equity securities in the US with Reg NMS
Dynamics of MTFs, systematic internalisers and other exchanges from around Europe with MiFID
How exchanges, ATSs/MTFs, dark pools and broker-sponsored platforms interact today
Beyond equities: impact of Dodd-Frank and EMIR on OTC derivatives trading
The perceived dangers of HFT and regulations in place before the flash crash
Topic 2: Global Dynamics of Securities Trading Today
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The evolution of market structure and the advent of high-frequency trading
Stock trading from the Buttonwood Agreement to the emergence of electronic trading
Factors that contributed to the growth and development of high-frequency trading
The perceived unfairness of high-frequency trading for individual and institutional investors
High-frequency trading regulation in Asia, from Japan, Singapore and India to Hong Kong and China
Topic 3: Understanding High-frequency Trading in Equities and other Asset Classes
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Definition of high-frequency and the search for low-latency through co-location and data feeds
The need for speed and sophisticated computer programs in generating and executing orders
Contrasting high-frequency trading algorithms with those of longer time horizon strategies
The most important strategies: market making, trend following, statistical arbitrage and other
Enhancing profitability: from equities to FX to multi-asset trading
Topic 4: Key Enablers for High-Frequency Trading
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Technological innovation: computing power, complex event processing, and low-latency bandwidth
Shift to electronic trading and the rise of alternative trading systems
In-depth look at strategy development process high-frequency traders use to find alpha
The profitability of typical High-frequency trading strategies and its evolution
Proposed regulatory initiatives in the U.S., Asia and Europe, circuit breakers, limit up limit down and other
The first and most comprehensive global initiation to the world of high-frequency trading
Key enablers of high-frequency trading in the U.S., Europe and Asia
Strategies high-frequency traders leverage to find alpha in up and down markets
Techniques to detect and avoid high-frequency trading in the markets
Regulatory framework and initiatives for high-frequency trading
Latest update on high-frequency trading in the world and current regulatory initiatives
Up-to-date review of the future of high-frequency trading
Global trends with high-frequency trading in the world