Birs- 13w5008: Modeling High-Frequency Trading Activity

  1. Title:
    Introductory Remarks
    Speaker:
    Richard Olsen

    Link:
    http://www.birs.ca/events/2013/5-day-workshops/13w5008/videos/watch/201309020859-Olsen.html

  2. Title:
    High-frequency trading and public policy
    Speaker:
    Larry Harris

    Link:
    http://www.birs.ca/events/2013/5-day-workshops/13w5008/videos/watch/201309020905-Harris.html

  3. Title:
    History of “Ideas”
    Speaker:
    Christine Parlour

    Link:
    http://www.birs.ca/events/2013/5-day-workshops/13w5008/videos/watch/201309021452-Parlour.html

  4. Title:
    Economic Fluctuations & Statistical Physics: Quantifying Rare Events: “What Can We Do Before the Next Economic Crisis?”
    Speaker:
    Eugene Stanley

    Link:
    http://www.birs.ca/events/2013/5-day-workshops/13w5008/videos/watch/201309021553-Stanley.html

  5. Title:
    Day’s Summary and Discussion Groups, Led by: Terry Hendershott
    Speaker:
    Terrence Hendershott

    Link:
    http://www.birs.ca/events/2013/5-day-workshops/13w5008/videos/watch/201309021655-Hendershott.html

  6. Title:
    Flash crash
    Speaker:
    Albert S. Kyle

    Link:
    http://www.birs.ca/events/2013/5-day-workshops/13w5008/videos/watch/201309030908-Kyle.html

  7. Title:
    High-frequency trading in institutional FX
    Speaker:
    Alec Schmidt

    Link:
    http://www.birs.ca/events/2013/5-day-workshops/13w5008/videos/watch/201309031405-Schmidt.html

  8. Title:
    Cross-sectional universalities in financial time series
    Speaker:
    Gilles Zumbach

    Link:
    http://www.birs.ca/events/2013/5-day-workshops/13w5008/videos/watch/201309031441-Zumbach.html

  9. Title:
    Building a market simulator for high frequency trading
    Speaker:
    Robert Almgren

    Link:
    http://www.birs.ca/events/2013/5-day-workshops/13w5008/videos/watch/201309031513-Almgren.html

  10. Title:
    Toxic arbitrage
    Speaker:
    Thierry Foucault

    Link:
    http://www.birs.ca/events/2013/5-day-workshops/13w5008/videos/watch/201309031615-Foucault.html

  11. Title:
    High frequency trading and market shocks
    Speaker:
    Fabrizio Lillo

    Link:
    http://www.birs.ca/events/2013/5-day-workshops/13w5008/videos/watch/201309040947-Lillo.html

  12. Title:
    Discussion of high-frequency trading (Led by Alain Chaboud, Richard Olsen and Alec Schmidt)
    Speaker:
    Alain Chaboud

    Link:
    http://www.birs.ca/events/2013/5-day-workshops/13w5008/videos/watch/201309050910-Chaboud.html

  13. Title:
    Discussion on econometrics of high-frequency data (Led by Yacine Ait-Sahalia and Torben Andersen)
    Speaker:
    Yacine Ait-sahalia

    Link:
    http://www.birs.ca/events/2013/5-day-workshops/13w5008/videos/watch/201309051110-AitSahalia.html

  14. Title:
    Discussion on quantitative risk management in a high-frequency environment (Led by Paul Embrechts and Larry Harris)
    Speaker:
    Paul Embrechts

    Link:
    http://www.birs.ca/events/2013/5-day-workshops/13w5008/videos/watch/201309051342-Embrechts.html

  15. Title:
    Day’s Summary and Discussion Groups, Led by: Torben Andersen
    Speaker:
    Torben

    Link:
    http://www.birs.ca/events/2013/5-day-workshops/13w5008/videos/watch/201309051538-Andersen.html

  16. Title:
    Reflections (Led by Alain Chaboud, Thierry Foucault, Larry Harris, Albert Kyle and Fabrizio Lillo)
    Speaker:
    Alain Chaboud

    Link:
    http://www.birs.ca/events/2013/5-day-workshops/13w5008/videos/watch/201309060913-Chaboud.html