題目：High Frequency Algorithmic Trading
主講人：Ramo Gencay 教授(Simon Fraser University)
時(shí)間：2017年5月15日(周一)下午2:00-3:30
地點(diǎn)：主樓429
主講人介紹：
Dr. Gen?ay is Professor of Economics at Simon Fraser University, Burnaby, British Columbia.
He is a co-author of two books, An Introduction to High-Frequency Finance and Wavelets and Other Filtering Methods in Finance and Economics published by Academic Press, and the founding editor of Finance Research Letters. This book provides a detailed study of how the adopted framework can be effectively utilized to build econometric models of the price-formation process. Going beyond the price-formation process, presents the techniques to construct real-time trading models for financial assets. The Chinese edition of An Introduction to High-Frequency Finance will be published in 2018.
內(nèi)容介紹：
Given the proprietary nature of high-frequency trading firms, there is relatively little known in the public domain about how they operate. At the same time, their importance in financial markets has grown very quickly in the past decade. As a result, the public understanding of financial markets has fallen somewhat behind the times. The purpose of this talk is to establish a frame of reference to begin improving our understanding of the new dynamics of financial markets, of which high-frequency trading is a central contributor.
(承辦：國(guó)際貿(mào)易與金融系，科研與學(xué)術(shù)交流中心)
