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 a conference bringing together university researchers and financial industry professionals to discuss future directions and job opportunities in algorithmic trading.
The conference, held on the 11th June 2010, also launched the Microsoft Banking Science Algorithmic Trading Competition with prizes totalling £10,000.
Microsoft Banking Science Algorithmic Trading Competition
From September 2010, up to 100 students from UCL and other universities will be able to participate in a trading competition using the UCL AlgoTrading platform. Prizes to be awarded by Microsoft will total £10,000.
Competition schedule:
- Registration takes place 1st - 14th August 2010
- Development stage runs 15th Oct - 14th Nov 2010.
- Trading stage runs 15th Nov - 15th Dec 2010.
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.
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.
Registration details will be published on this page in July.
Algorithmic Trading Conference: 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
