High-Frequency Trading has changed the electronic trading landscape for all participants in the market, exhibiting extraordinary interest and growth.
High-Frequency Trading has changed the electronic trading landscape for all participants in the market, exhibiting extraordinary interest and growth. What has been made publicly available however, is only a limited subset of what others have been doing for years and a limited insight into what is actually possible
Delegates attending this course will:
• Learn how to classify high-frequency trading by strategy and algorithm
• Understand requirements to design and develop sophisticated high-frequency trading platforms
• Have a hands-on understanding of high-frequency trading in practice
• Exploit market microstructure with high-frequency trading
• Leverage alternative and new high-frequency strategies, including arbitrage, news and social networking based
The course will be extremely helpful for all delegates who are working in finance and investments, from Financial Institutions, Investment Banks, Hedge Funds, Pension Funds, Broker Dealers, Consultancy Groups, Prime Brokers, Solution Providers and Exchanges, who wish to gain a thorough understanding and practical knowledge of high-frequency trading:
• Automated Trading / Market Makers / Retail Products Trading
• Data Monitoring / Analysis
• Electronic Execution / DMA Analysts
• Equity / Fixed Income / Currencies / Derivatives Trading
• Hedge fund Investors / Traders / Managers
• High-Frequency / Algorithmic / Proprietary / Arbitrage Trading
• Operations / IT / Infrastructure Managers
• Portfolio Trading / Management / Strategy
• Portfolio / Basket / Block / Dark Pools Trading
• Quantitative Analysis/Strategy
• Risk Management / Analysis / Control
• Structured Products Hedging / Distribution
Course Tutor: Peter van Kleef, Chief Executive Officer, Lakeview Arbitrage and Partner, Lakeview Capital Market Services. Priorly, Mr. Van Kleef managed significant hedge fund type investment portfolios and quantitative trading departments for, among others, Cooper Neff, Salomon Brothers, HypoVereinsbank and Credit Lyonnais. He has over 15 years of experience in the development and running of sophisticated automated trading operations
Mr. Van Kleef holds an MBA degree from the Owen Graduate School at Vanderbilt University, Nashville, USA. He is a frequent speaker on complex arbitrage strategies with a focus on volatility arbitrage and high frequency algorithmic trading. He is also a well known consultant to the investment community with regards to trading, risk management, operational and strategic issues
