Systemathics Events
The High Frequency Trading By Practice
Thursday, January 20th, 2011 - 21 boulevard Haussmann, 75009 Paris
Inscription closed !
Demos and case studies will be conducted on the Systemathics Trading Engine using market access of our partners
- 08:30am - 09:00am : Reception
- 09:00am - 10:45am : High Frequency Trading
- Introduction
- The challenges and constraints
- Technical solutions
- 10:45am - 11:00am : Break
- 11:00am - 12:30am : Virtual Market Simulator
- Presentation
- Case study : Limit Order / Fill or Kill
- 12:30am - 02:00pm : Lunch
- 02:00pm - 03:45pm : Orders kinematics
- Model-building and implementation
- Treatment of the market replies
- Introduction to Smart Orders
- 03:45pm - 04:00pm : Break
- 04:00pm - 06:00pm : Model-building and implementation of high frequency strategies
- Meta-Strategy / Strategy
- From backtest to production