| 09:30 to 10:00 | Registration, Tea & Coffee | |||
| 10:00 to 10:10 | Welcome and Introduction |
Jane Leeks (Newton Gateway to Mathematics) Rama Cont (University of Oxford) |
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| 10:10 to 10:45 | Flash Crash: Algorithmic Trade Execution and Intraday Market Dynamics | Rama Cont (University of Oxford) | ||
| 10:45 to 11:25 | High-Frequency Trading around Large Institutional Orders | Albert Menkveld (VU University Amsterdam) | ||
| 11:25 to 11:45 | Tea & Coffee Break | |||
| 11:45 to 12:15 | Are High-Frequency Traders Anticipating the Order Flow? Cross-Venue Evidence from the UK Market | Matteo Aquilina (Financial Conduct Authority) |
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| 12:15 to 12:45 | Algorithmic Trading: Tales from the Trenches | Hasan Amjad (GAM Investments) |
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| 12:45 to 13:15 | High-Frequency Cross-Market Trading: Model Free Measurement and Applications | Dobrislav Dobrev (Federal Reserve Board of Governors) |
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| 13:15 to 14:15 | Lunch | |||
| 14:15 to 14:45 | Managing Large Institutional Portfolios - the Role of Algorithmic Trading | Yazid Sharaiha (Norges Bank Investment Management) | ||
| 14:45 to 15:20 | Risk and Return in High-Frequency Trading | Matthew Baron (Cornell University) |
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| 15:20 to 15:40 | Tea & Coffee Break | |||
| 15:40 to 16:10 | Algorithmic Trading: The Practitioner Angle | Phil Allison (KCG) | ||
| 16:10 to 16:40 | Interactions Among High Frequency Traders | Evangelos Benos (Bank of England) |
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| 16:40 to 17:10 | Discussion Panel | |||
| 17:10 to 18:15 | Networking and Drinks Reception |
