My colleague Geoff Hughes recently represented Microsoft DPE Academic team at the UCL Algorithmic Trading competition, which took place in London on 28th June. Over 100 attendees comprising of city firms, researchers and computer science students attended.

ATposter-s-June2011

Agenda

Algorithmic Trading –Global Opportunities for Research

12.45- 13.00 Registration and coffee

13.00-13.20 Keynote Address
Markets, Networks and Auctions
Microsoft Research - Peter Key

13.20 -13.40 Algorithmic Trading – Current trends and future directions
UCL - Prof Philip Treleaven

13.40-14.00 Automated Trading – The technology is the business
Barclays Capital - Chris Donnan

14.00-14.20 Competition launch and introduction of the prizes:

14.20-14.40 High Frequency Trading FX
Citi - Dr John Loizides

15.10-15.30 A Taste of F# - Functional Programming Meets Information- Rich World Microsoft – Don Syme

15.30-15.50 The Application of Automated Trading at Knight
Knight Capital - Kee-Meng Tan

15.50-16.10 Real-time risk management means tick-by-tick
LMAX – Martin Thompson

16.10-16.30 UCL’s Algorithmic Trading System Platform
UCL - Michal Galas

16.30-16.40 Wrap Up
Microsoft - Azam Husain

Don Syme and Peter Key from MSR both presented at the event, this is very exciting and interesting as on my recent visits a number of academics are interested in now teaching F# as the first language to new UG Students. Therefore Dom’s presentation may be of great interest to you all.

· Dom Syme Slides attached http://blogs.msdn.com/b/dsyme/archive/2011/06/28/slides-for-today-s-talk-at-ucl-algorithmic-trading-day.aspx