International Workshop on Algorithmic and High Frequency Trading

The Banque de France organizes a research Workshop on Algorithmic and High Frequency Trading, to be held in its headquarters in Paris on November 8, 2013. Participation in this event is on invitation only.

This one-day workshop aims at bringing together academics, regulators and practitioners in order to:

  • Discuss new empirical and theoretical research that deals with the recent technological advances in financial markets, with a particular focus on high frequency and algorithmic trading,
  • Highlight some of the associated challenges for regulators,
  • Assess how regulatory changes may induce in turn some financial innovations in the market structure.

Bruno Biais (Toulouse School of Economics) will give a keynote speech. Also, a concluding policy panel with regulators and practitioners will provide an additional opportunity for stimulating exchanges on the regulatory challenges raised by algorithmic and high speed trading today.

Program Committee
Alejandro Bernales (Banque de France), Jérôme Dugast (Banque de France), Thierry Foucault (HEC Paris), Jean-Stéphane Mésonnier (Banque de France).

Session 1: Keynote speech

Session 2: Information processing with high frequency traders

Rama Cont (Imperial College): Trading, fast and slow

Session 3: Trading speed and market quality

Alvaro Cartea (UCL): Ultra fast trading activity and market quality

Session 4: High frequency trading and challenges for regulators

Session 5: Policy Panel: “The rise of algorithmic trading: what challenges for regulators”

Updated on: 05/03/2017 12:41