Featuring Stanford students Josh Mollner and Markus Baldauf, and open to the public:
Market Design: High Frequency Trading
Program, May 15, 2010
Welcome & Keynote, 10:00 - 10:45 am
- Sayee Srinivasan, Chief Economist, Commodity Futures Trading Commission
Session 1, 10:45 am - 12:15 pm
Market Integration and High Frequency Trading
- Jonathan Brogaard, UW Foster School of Business, Department of Finance
- Joshua Mollner, Stanford University, Department of Economics
Lunch, 12:15 - 1:30 pm
Session 2, 1:30 - 3:00 pm
Knew the News: Infrastructure Dynamics of Trading Surrounding Prescheduled Economic Announcements
- Greg Laughlin, UC Santa Cruz, Department of Astronomy and Astrophysics
- Albert Menkveld, VU University Amsterdam, Department of Finance
Break, 3:00 - 3:30 pm
Session 3, 3:30 - 5:45 pm
Performance Evaluation of Algorithmic Trading Strategies
- Iaryna Grynkiv, Barclays, Equities Algorithmic Trading
- Markus Baldauf, Stanford University, Department of Economics
- Eric Aldrich, UC Santa Cruz, Department of Economics
Dinner, 6:30 - 8:30 pm
The workshop will take place in Engineering 2, Room 499.