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.
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