Market Microstructure And Algorithmic Trading Workshop – Hong Kong

Market Microstructure And Algorithmic Trading Workshop


The Market Microstructure & Algorithmic Trading Workshop was held on 8th March 2018 in association with the annual conference on AI & Sentiment Analysis in Finance.

This workshop brought together some of the most well-known names from the algorithmic and quantitative trading industry with a chance to attend some exclusive informative sessions held by them.

Some of the highlighting sessions included:

  • Avoiding Overfitting in Machine Learning by Dr. E. P. Chan
  • Different Components of Algorithmic Trading Systems – increasing profitability by optimizing systems by Rajib Ranjan Borah
  • Applying machine learning to algorithmic trading strategies by Humberto Brandão

Rajib Ranjan Borah, co-found of QuantInsti® conducted a session on ‘Different Components of Algorithmic Trading Systems’

Rajib at Market Microstructure And Algorithmic Trading Workshop

The session highlighted how traders can leverage the power of technology, a trader can increase the profitability of an already profitable systematic trading strategy multi-fold. This talk took the audience through the evolution of algorithmic trading systems – and the efficiency introduced at each step. It also introduced participants to the various technological complexities at exchanges – and opportunities that could exist because of the same. It was an interactive discussion with an aim to understand the functional implications (for quantitative traders) of technological complexities.

Learn Algorithmic trading from Experienced Market Practitioners

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