Algorithmic & High Frequency Trading Workshop 2014

Topics

• The necessary conditions for HFT to develop in Brazil and other South American countries
• Defining "high frequency" trading and
• How longer term strategies can be adapted for higher frequency strategies
• Basic principles that are used to develop alpha strategies
• The importance of metadata such as book size and depth, volume, volatility and correlation
• Microstructure statistical modelling techniques
• Four stages of model design: optimization, statistical analysis, post-trade feedback and test-trading
• Different market structure techniques in different market environments

Who should Attend

• Automated Trading/ Electronic Trading
• Algorithmic Trading
• Derivatives/ Fixed Income/ Currencies Trading
• Alternative Execution Systems
• Commodities Trading
• Dark Pools Trading
• Portfolio Management/ Trading
• Data Monitoring/Analysis
• Quantitative Trading