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1st March 2017
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)
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)
12:15 to 12:45 Algorithmic Trading: Tales from the Trenches Hasan Amjad (GAM Investments)
12:45 to 13:15 High-Frequency Cross-Market Trading: Model Free Measurement and Applications Dobrislav Dobrev (Federal Reserve Board of Governors)
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)
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)
16:40 to 17:10 Discussion Panel
17:10 to 18:15 Networking and Drinks Reception