UK PhD Centre in Financial Computing
Algorithmic Trading Conference & Competition
Algorithmic trading is the most popular research topic in investment banking. As trading has become increasingly automated, the requirement for computer scientists, physicists, mathematicians and other specialists in the financial computing field to migrating towards quantitative analysis has also grown.
In recognition of this, UCL’s Financial Computing Centre, in association with Microsoft, hosted conferences in June 2010 and 2011, bringing together university researchers and financial industry professionals to discuss future directions and job opportunities in algorithmic trading.
The conferences also launched the annual Global Algorithmic Trading Competition, sponsored by Microsoft, Barclays Capital, Citi and Knight Capital.
Global Algorithmic Trading Competition 2011
From September 2011, over 100 teams of students and young professionals will participate in a trading competition using the UCL AlgoTrading platform, with prizes to be awarded totaling up to £25,000.
Competition schedule:
- Registration takes place 1st - 30th September 2011
- Development stage runs 1st - 31st October 2011
- Trading stage runs 1st - 30th November 2011
- Finalists announced 20th December 2011
- Prizes awarded early 2012, date to be confirmed
Server equipment with the Algorithmic Trading Platform (ATP) will be provided, and trading will take place via an API that allows development of strategy, market updates and the issuing and management of orders during the competition. All operations will be performed with virtual money.
There will be five sponsored prizes of £5000 each.- Microsoft’s Best Algorithm Prize
- Best Use of Microsoft software prize
- Barclays Capital Prize for Best Competition Entry by a Female Contestant
- CitiFX Prize for Best Trading Model
- Knight Capital’s prize for Best Use of Data
The participant with the largest balance and best risk performance throughout the trading period will be declared as the winner. The prize for the best Microsoft product application will be granted after analysis of write-ups of how the Microsoft products have been used and applied in strategies.
Algorithmic Trading Conference 2010: Speakers & Presentations
PhD and MSc students presented their work alongside invited speakers.
Download slides from the conference:
Dr A. Herbert, Managing Director Microsoft Research
Keynote Address - Microsoft Research Cambridge 2.32 Mb
Professor Philip Treleaven, UCL
Algorithmic Trading: current trends & future directions
Sethu Raman, Microsoft
Product Review & Competition launch
Dr. D. Brown & Michal Galas, UCL UCL’s Algorithmic Trading System Platform, 3.1 Mb
Merrill Lynch/Bank of America Algorithmic Trading Challenges, 316 Kb
John Loizides, Citi High Frequency Finance 2.42 Mb
Antonios Hadjigeorgalis, Trading Technologies Trading Tools, 755 Kb
Chris Bracegirdle, UCL
Linear Dynamical Systems for Price Prediction, 1.1 Mb
Mahnoosh Mirghaemi Pre-Trade Analysis, 546 Kb
Janti Shawash, UCL FTSE 100 Returns & Volatility Estimation, 1.3 Mb
