Description
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
