Today in London: F# at UCL Algorithmic Trading Workshop

Today I'll be giving a 20 minute slot at the UCL Algorithmic Trading Workshop in London. Anyone can come along to the event, which may be of interest to people working in both industry and research.

(My talk won't be particularly focused on algorithmic trading, just a general quick F# taster)

Algorithmic Trading –Global Opportunities for Research

And Launch of the Global Algorithmic Trading Competition

In association with Microsoft, Citigroup, Barclays Capital, LMAX and Knight Capital

Tuesday 28th June, 1.00-5.00pm, University College London

Roberts 106 Lecture Theatre

Roberts building, Malet Place WC1E 6PJ

Topics and Speakers

12.45- 13.00 Registration and coffee

13.00-13.20 Keynote Address

Markets, Networks and Auctions

Microsoft - Peter Key

13.20 -13.40 Algorithmic Trading – Current trends and future directions UCL - Prof Philip Treleaven

13.40-14.00 Automated Trading – The technology is the business Barclays Capital - Chris Donnan

14.00-14.20 Competition launch and introduction of the prizes:

Microsoft’s Best Algorithm Prize

Best use of Microsoft software prize

Barclays Capital Prize for Best Competition Entry by a Female


CitiFX Prize for Best Trading Model

Knight Capital’s Prize for Best Use of Data

LMAX Trading Hero Prize

UCL - Dr Dan Brown

14.20-14.40 High Frequency Trading FX Citi - Dr John Loizides

14.40-15.10 Afternoon Tea

Served in Roberts 110

15.10-15.30 A Taste of F# - Functional Programming Meets Information- Rich World Microsoft – Don Syme

15.30-15.50 The Application of Automated Trading at Knight Knight Capital - Kee-Meng Tan

15.50-16.10 Real-time risk management means tick-by-tick LMAX – Martin Thompson

16.10-16.30 UCL’s Algorithmic Trading System Platform UCL - Michal Galas

16.30-16.40 Wrap Up Microsoft - Azam Husain

16.40 Drinks & Networking

Served in Roberts 110


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