Program
Welcome & Keynote, 10:00 – 10:45 am
- Sayee Srinivasan, Chief Economist, Commodity Futures Trading Commission
Session 1, 10:45 am – 12:15 pm
Market Integration and High Frequency Trading
- Jonathan Brogaard, UW Foster School of Business, Department of Finance
High-Frequency Trade and Market Performance
- Joshua Mollner, Stanford University, Department of Economics
Lunch, 12:15 – 1:30 pm
Session 2, 1:30 – 3:00 pm
The Flash Crash Deconstructed
- Greg Laughlin, UC Santa Cruz, Department of Astronomy and Astrophysics
“Need for Speed? Exchange Latency and Market Quality”
- Albert Menkveld, VU University Amsterdam, Department of Finance
Break, 3:00 – 3:30 pm
Session 3, 3:30 – 5:45 pm
Performance Evaluation of Algorithmic Trading Strategies
- Iaryna Grynkiv, Barclays, Equities Algorithmic Trading
- Markus Baldauf, Stanford University, Department of Economics
The Random Walk of High Frequency Trading
- Eric Aldrich, UC Santa Cruz, Department of Economics
Dinner, 6:30 – 8:30 pm
The workshop took place in Engineering 2, Room 499 on May 15, 2015.
This workshop is made possible thanks to generous support from Stephen Bruce, James K. Hutchinson, and the Dean’s Excellence Fund.
The photos included the archive below were taken by Sandra Reebie, the graduate programs coordinator for the economics department, and Dalia Terleckaite, a PhD student.