University of Cambridge > Talks.cam > Division F Financial Modelling Group > High Frequency Trading on the NYSE Liffe Platform

High Frequency Trading on the NYSE Liffe Platform

Add to your list(s) Download to your calendar using vCal

If you have a question about this talk, please contact Hugh Christensen.

NYSE Liffe (www.euronext.com) is one of the world’s largest derivatives exchanges with 4.5M contracts being traded on an average day, with a notional daily turnover of €470bn. The trading is fully electronic with many participants trading at high frequency, taking advantage of the liquidity offered by the exchange. A significant amount of this trading uses algorithmic signal generation methodologies. To support these activities, the exchange offers cutting edge technology with its UTP platform, supported by 200 research and development staff.

This talk will cover the basics of the products offered by the exchange and then go onto look in detail at the exchange matching engine and its role in the price discovery process. It will then go onto examine how an understanding of the price discovery process can lead to the development of prediction algorithms.

This talk is part of the Division F Financial Modelling Group series.

Tell a friend about this talk:

This talk is included in these lists:

Note that ex-directory lists are not shown.

 

© 2006-2022 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity