Algorithmic trading (1-day course)

Understanding its fundament and its main risks

Wednesday 5 October 2022, 10:00-16:00 (CET)

Target groups:

  • Any professional in the commodity or energy markets, including, but not limited to, employees of a company with a trading function, brokers, exchanges, regulators; not for programmers.

Learning objectives:

  • To get an idea of what algorithmic trading concerns
  • To understand the algo trading strategies
  • Being able to point out the impact on the markets
  • To master regulatory requirements

Including:

  • Study materials (handout + book)
  • Lunch

Programme:

  • Introduction to algorithmic trading
  • Algorithmic trading strategies
    • Momentum, mean-reversion, StatArb, market making
  • Data & data management
    • Retrieval, processing and output
  • Market abuse
    • Market manipulation
    • Abusive schemes
      • Quote stuffing
      • Momentum ignition
      • More
    • Regulation
      • Compliance
      • Governance
        • Risk management – Controls & limits
        • Testing
        • Circuit breakers

 



About the Lecturer

Jerry de Leeuw
Jerry de Leeuw, MSc. (founder of Entrima, former trader)



Register for Algorithmic trading (1-day course)



 

Our Labels

Entrima and Market Abuse Centre (MAC) are the two labels we operate to provide learning services for professionals in the commodity & energy markets.
 
 


Content & Context

Entrima’s mission is to transfer knowledge regarding the business, controls & operations of parties in (or relating to) the wholesale markets.

www.entrima.org


Conduct & Culture

MAC’s mission is to facilitate the prevention & detection of misconduct and to foster proper behaviour in organisations. This is achieved via training, periodic updates and increased awareness.

www.marketabusecentre.com