Algorithmic Trading

July 4, 2011, UCD Quinn School of Business,
Speaker(s) Professor Philip Hamill (University of Ulster), Professor Anthony Brabazon (UCD), Dr Nikos Thomaidis (University of the Aegean), Dr Alexandros Agapitos (UCD), Professor Chris Stephens(Universidad Nacional Autonoma de Mexico), Professor Dietmar Maringer (University of Basel)

Algorithmic trading (AT) can be broadly defined as the use of computers to automate aspects of the investment process. Hence, AT can encompass the automation of decisions ranging from stock selection for investment, to the management of the actual purchase or sale of that stock. A significant proportion of all financial asset trading is now undertaken by AT systems with this form of trading accounting for more than 50% of the total US equity market volume. Algorithmic trading is seen in multiple financial markets ranging from equities to FX (foreign exchange), to derivative (futures, options etc.) markets.

The aim of this summer school is to provide an introduction to algorithmic trading for PhDs, postdocs, academics and practitioners. This one-week summer school will include both classroom sessions and a practical 'hands-on' component involving a group project.

Arrangements:

Participation:

This event is free and open to PhD students, postdocs, academics and industry participants. Registration has now closed.

Student Bursaries

A limited number of bursaries will be available to cover local expenses for non-Dublin based PhD students. To apply please e-mail Irene Ward with a curriculum vitae and a letter of support from your advisor. Applications will be accepted up to 15 May 2011 and decisions will be made within 7 days.

Contributed Talks

See timetable below.

Venue Details

This Summer School will take place at the UCD Quinn School of Business. For directions on how to get to the UCD by car or public transport please visit this website. A UCD campus map can be found here. The Quinn School is located at number 44 and can be accessed by the main N11 entrance or if travelling by car use the Owenstown entrance off Fosters Avenue. Parking is available behind the Quinn School.

Lecture Theatre Facilities

Lectures will take place in Q012 on the ground floor.

Accommodation

UCD is located around 4km south of the city and is served by numerous buses running through the city centre. Accommodation of various prices can be found at this website and accommodation is also available on campus. Please contact Irene Ward is you require any further information.

Registration

Registration will take place at 9.30am on Monday 4 July 2011.

Monday 4 July 2011
Time Event
09.30 - 10.00 Registration
10.00 - 12.00 Philip Hamill (University of Ulster)
12.00 - 13.00 Buffet lunch
13.00 - 15.00 Anthony Brabazon (UCD) Introduction to agent-based modelling
Tuesday 5 July 2011
Time Event
09.45 - 10.00 Tea/Coffee
10.00 - 12.00 Nikos S. Thomaidis (University of the Aegean)
12.00 - 13.00 Buffet lunch
13.00 - 15.00 Trading Challenge
Wednesday 6 July 2011
Time Event
09.45 - 10.00 Tea/Coffee
10.00 - 12.00 Chris Stephens (UNAM)
12.00 - 13.00 Buffet lunch
13.00 - 15.00 Project
Thursday 7 July 2011
Time Event
09.45 - 10.00 Tea/Coffee
10.00 - 12.00 Alexandros Agapitos (UCD)
12.00 - 13.00 Buffet lunch
13.00 - 15.00 Project
Friday 8 July 2011
Time Event
09.45 - 10.00 Tea/Coffee
10.00 - 12.00 Dietmar Maringer (University of Basel)
12.00 - 13.00 Buffet lunch
13.00 - 15.00 Project presentations