Princeton University Quant Trading Conference

Quant Trading: From the Flash Crash to Financial Reform


Thank you for attending the conference!

Some presentations from the conference are now available in PDF format. To access them, please click on the Abstracts/Presentations link above.

We are currently considering the prospect of a second conference in 2012. Please click here to express your interest in attending and to receive future information.

The Princeton High Frequency and Quantitative Trading Conference seeks to bring together a unique cross-section of the leading experts from academia, industry, and government in a low-key intellectual environment to catalyze discussions and strengthen ties among these three communities. We will cover subjects ranging from algorithmic trading and liquidity to market impact and the flash crash.

Objective: Unfortunately, academia, government, and industry operate within separate silos with industry and government often unable to keep up with each other’s developments or the remarkable advances in academia.  This conference seeks to break down these barriers and spur future collaboration and research between these three communities.

Keynote Speakers:
Robert Almgren, Co-founder of Quantitative Brokers
Matt Andresen, Co-CEO at Headlands Technologies LLC
Haim Bodek, CEO at Trading Machines LLC
Matt Cushman, Former MD at Knight Trading Group
Andrei Kirilenko, Chief Economist at Commodities Futures Trading Commission
Joshua Ortego, Associate Director, Head of Index Algorithmic Trading at Susquehanna International Group
Michael Sotiropoulos, MD at Bank of America Merrill Lynch
Clara Vega, Senior Economist at Federal Reserve Board

Invited Panelists:
Ann Guo, Global Trader & Quant Recruiter at GETCO LLC
Brennan Hughes, Partner at World Wide Financial Industry Recruiting Services
Joseph Kelley, Head of High Frequency Trading - Futures at Citadel LLC
Peter Nabicht, CTO, Executive VP at Allston Trading

Sponsors:
Bendheim Center for Finance
Department of Operations Research and Financial Engineering

Participants:  We will bring together preeminent experts to discuss the latest advances in high frequency and quantitative trading.  The conference also provides industry and government participants an opportunity to interact with 80 to 100 exceptional undergraduate and graduate students from Princeton, Columbia, NYU, UPenn, Yale, and other leading universities in the Northeast, many of whom are considering careers in Wall Street and Washington.

Venue:  The conference will be held in Peyton 145 at Princeton University, Princeton, NJ.  The university is home to a number of outstanding institutions at the forefront of research in modern finance, including the Bendheim Center for Finance, the Department of Economics, the Computer Science Department, the Department of Electrical Engineering, the Department of Operations Research and Financial Engineering, and the Woodrow Wilson School of Public and International Affairs.








Conference Sponsors
The Bendheim Center for Finance    Operations Research and Financial Engineering

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