Algorithmic trading drives a majority of trading volume in the United States and has demonstrated a significant and persistent effect on markets worldwide. This effect has ranged from the day-to-day assurance of fair prices provided by market makers to an "irrational" trillion-dollar flash crash observed in 2010. Given the key role that technology plays in our day-to-day lives, it naturally follows that technology has a significant effect on our financial markets through quantitative financial institutions.
The workshop discusses how technology has drastically affected how traders and investors make financial decisions, whether through the usage of alternative data to price instruments or navigating market structure to capture edge. Workshop participants will be able to formalize our discussion on how algorithmic traders make decisions and how market makers enforce fair prices through an interactive market making game.
Point Person: Chris Winkler | email@example.com