The Global Research Unit of the Department of Economics and Finance, CityU and Center for Analytical Finance (CAFIN) of UC Santa Cruz co-organized the conference “Market Design and Regulation in the Presence of High-Frequency Trading” from 7th – 9th December 2017.
Dr Eric Aldrich, Associate Director of CAFIN, gave his welcoming remarks for the conference. A total of 12 speakers from world-renowned universities, including the University of Melbourne, UC Santa Cruz, University of New South Wales, IGIDR, Norwegian School of Economics, Stockholm Business School, INSEAD, Columbia University, and University of Washington, and other financial institutions presented their research findings on the topic of high-frequency trading.
The presentations covered key areas such as order protection, crumbling quote, algo trading and its risks, strategic behaviour of HFT fund, etc. The details are as follow:
Keynote session
Session 1
Session 2
Session 3
Session 4
To learn more about the conference, please visit website.