Market Microstructure And Algorithmic Trading Workshop - Hong Kong

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Market Microstructure And Algorithmic Trading Workshop


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'

Rajib at Market Microstructure And Algorithmic Trading Workshop

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.
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