2010 October 12: joint WatRISQ/ICR seminarExport this event to calendar

Tuesday, October 12, 2010 — 4:00 PM to 5:00 PM EDT

Joint WatRISQ and ICR seminar

Topic: high frequency trading: the war of the microsecond

Presented by

Ben Bittrolff, MBA, Cyborg Trading Systems CFO 
Peter Metford, Ph.D., Cyborg Trading Systems CTO

Date

October 12, 2010

Time

4:00pm

Place

Davis Centre, Room 1304, University of Waterloo

Abstract

Programmed algorithms now drive the majority of trades on US exchanges. Fueled by market data, successful algorithms are capable of complex event processing. To gain a competitive advantage they must be able to be flexible and capable of rapidly adapting to changing requirements, especially in highly volatile and stressed markets. They must also be resilient to unexpected disconnects. With millions of dollars flowing through these systems at any given time, this is mission critical software built to the same standards as medical and fight control systems.

At Cyborg Trading Systems, we have developed a trade automation toolset that is used by traders and institutions worldwide to successfully compete in the financial markets. We develop using C#, .NET 4.0 and round-trip UML modeling along with a deep focus in multi-threading, parallelization, componentization and aggressive refactoring. Quality is maintained through offline scenario testing with pre-recorded editable market data, as well as extensive live testing in real time. Internal patented dynamic data structures provide the enormous flexibility required to meet the diverse requirements of high frequency traders as they battle over microseconds.

Agenda

  • Introduction to high frequency algorithmic trading and its impact on the financial markets
  • Solutions for proprietary traders and institutions
  • Overview of the design, development and extensions of automated trading systems
  • Career opportunities for programmers, financial engineers and quantitative analysts within this industry
Location 
DC - William G. Davis Computer Research Centre
1304
200 University Avenue West

Waterloo, ON N2L 3G1
Canada

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