The Algorithmic & High Frequency Trading Workshop 2014 covers topics such as:
- 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
The Algorithmic & High Frequency Trading Workshop 2014 brings together:
- 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