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.