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

Tutor

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

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