Algorithmic trading

Understanding its fundament and its main risks

Wednesday 19 April 2023, 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)

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



 

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