High-Frequency Strategists and Quants on Red Alert: The Speed Traders Workshop 2012 in Chicago

Posted on October 2, 2012. Filed under: Conference, Event Announcements, Practitioners, Strategies, Technology, Workshop | Tags: algorithmic trading, Analysis and Control, automated trading, BATS Trading, Chicago, CNBC, Columbia Business School, Commodities, Commodities Trading, Credit Derivatives, Dark Pools Trading, Data Monitoring / Analysis, Derivatives Trading, DMA Analysts, Edgar Perez, Electronic Execution, Electronic Trading, Equity Trading, European Central Bank, Ewald Nowotny, Exchange-Traded Instruments, Facebook IPO, Family Offices, Financial Engineering, Fixed Income / Currencies Trading, Flash Crash, Futures, Harvard Business School, Hedge Funds Traders and Managers, High-Frequency Trading, High-Frequency Trading Book, High-Frequency Trading Conference, High-Frequency Trading Seminar, high-speed trades, Information Technology, Institutional Investors, Investment Banking, Knight Capital, Market Makers, Operations, Options, Over-the-counter Derivatives, Portfolio Management, proprietary trading, Quantitative Trading, regulatory conference, Regulatory Entities, Reuters, Risk Management, Securities and Exchange Commission, Statistical Arbitrage, Structured Products Hedging, The Speed Traders, The Speed Traders Workshop, The Speed Traders Workshop 2012, Trading Technology, University of Chicago, Vienna |

It took some time, but finally it is now a reality. The Speed Traders Workshop 2012 Chicago, October 9, will finally open the door to the secretive world of high-frequency trading, the most controversial form of investing today; in the name of protecting the algorithms traders and quants had spent so much time perfecting, they almost never talked to the press and disclosed as little as possible about how they operate.

The Speed Traders Workshop 2012 Chicago promises to reveal how high-frequency trading players are succeeding in the global markets and driving the development of algorithmic trading at breakneck speeds from the U.S. and Europe to India, Singapore and Brazil. The Flash Crash, the suspended BATS IPO, the botched Facebook IPO and Knight Capital’s trading malfunction  are just a few of the events in the history of high-frequency trading that will be dissected at The Speed Traders Workshop 2012.

Who should attend? Anybody involved with Algorithmic Trading, Automated Trading, Commodities, Commodities Trading, Credit Derivatives, Dark Pools Trading, Data Monitoring / Analysis, DMA Analysts, Derivatives Trading, Electronic Execution, Electronic Trading, Equity Trading, Exchange-Traded Instruments, Family Offices, Financial Engineering, Fixed Income / Currencies Trading, Futures, Hedge Funds Traders and Managers, High-Frequency Trading, Information Technology, Institutional Investors, Investment Banking, Market Makers, Operations, Options, Over-the-counter Derivatives, Portfolio Management, Proprietary Trading, Quantitative Trading, Regulatory Entities, Risk Management, Analysis and Control, Statistical Arbitrage, Structured Products Hedging and Trading Technology.

After Hong Kong, Sao Paulo, Kuala Lumpur, Seoul, Warsaw, Kiev, Beijing and Shanghai, Chicago finally has the opportunity to experience first-hand The Speed Traders Workshop 2012, seminar that will satisfy both insiders and professionals who are new to the world of high-frequency trading.

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