# Market Microstructure And Algorithmic Trading Workshop - Hong Kong

### Introduction

The Market Microstructure & Algorithmic Trading Workshop was held on 8th March 2018 in association with the annual conference on AI & Sentiment Analysis in Finance.

This workshop brought together some of the most well-known names from the algorithmic and quantitative trading industry with a chance to attend some exclusive informative sessions held by them.

#### Some of the highlighting sessions included:

• Avoiding Overfitting in Machine Learning by Dr. E. P. Chan
• Different Components of Algorithmic Trading Systems - increasing profitability by optimizing systems by Rajib Ranjan Borah
• Applying machine learning to algorithmic trading strategies by Humberto Brandão

Rajib Ranjan Borah, co-found of QuantInsti® conducted a session on 'Different Components of Algorithmic Trading Systems'

The session highlighted how traders can leverage the power of technology, a trader can increase the profitability of an already profitable systematic trading strategy multi-fold. This talk took the audience through the evolution of algorithmic trading systems - and the efficiency introduced at each step. It also introduced participants to the various technological complexities at exchanges - and opportunities that could exist because of the same. It was an interactive discussion with an aim to understand the functional implications (for quantitative traders) of technological complexities.