HIFREQ TRADE 2010
25 February, 2010
伦敦 , 英国
HIFREQ TRADE event will explore the latest trends, solutions, and strategies within high frequency trading to support ongoing discussion in this rapidly changing environment. It will be hosting 60-100 buy and sell side traders, industry experts, and vendors with aim to provide friendly and unbiased environment for networking and discussion of the following topics:
* Building and optimizing HFT architecture
* Implementing HFT into trading strategies
* Importance of latency
* Optimizing fragmented HF data streams
* Robust real-time trading strategies for data streams
* High frequency execution & SOR logic
* Current compliance affairs
* Dynamic Risk Management
* DMA, Colocation, Sponsored Vs. Naked Access.
* Building and optimizing HFT architecture
* Implementing HFT into trading strategies
* Importance of latency
* Optimizing fragmented HF data streams
* Robust real-time trading strategies for data streams
* High frequency execution & SOR logic
* Current compliance affairs
* Dynamic Risk Management
* DMA, Colocation, Sponsored Vs. Naked Access.
