Why Market Microstructure Matters at High-Frequency Trading Experts Workshop DVD Video Package

Dec. 17, 2010 - PRLog -- High-Frequency Trading Experts Workshop 2010, "Practical Implementation of High-Frequency Trading Strategies", the insightful 2-day workshop organized by Golden Networking and led by Peter van Kleef, Chief Executive Officer of Lakeview Arbitrage, is now available on DVD, at http://www.HFTExpertsWorkshop.com and features a session on Exploiting Market Microstructure with High-Frequency Trading.

Market microstructure deals with the trading of financial assets and the evolution of asset prices by taking into account of transaction costs, incomplete information, and heterogeneous expectations. The study of market microstructure requires transaction level data (intraday) that allows examination of short- run price behavior that can lead to systematic mispricing in the long-term. It allows assessment of the impact of trading mechanisms, for example, tick rules, trading halts, and upper and lower price bounds, on market quality, which means transparency and accurate price discovery.

As explained by the Capital Market and Market Microstructure Research Forum, intraday data, once highly guarded by exchanges, has become more readily available to the public over the years. Apparently, it is not the ever growing power of the desktop PC to process large scale datasets alone that has driven a growing body of research utilizing ultra-high frequency data. Rather, it is the need for regulators to evaluate market mechanics that best respond to investors requirements and the need for academics to better understand the relationships among market participants, trading costs, and trading process in their quest for an alternative asset pricing paradigm.

High-Frequency Trading Experts Workshop 2010 DVD Video Package was produced by Golden Networking (http://www.goldennetworking.net), the premier networking community for business executives, entrepreneurs and investors, founded by former McKinsey consultant and Columbia Business School MBA Edgar Perez. Upcoming Golden Networking's Forums and Business Receptions include:

•   High-Frequency Trading Happy Hour, (http://www.HFTHappyHour.com),  January 11th, New York City

•   High-Frequency Trading Experts Workshop 2011 New York, "Practical Implementation of High-Frequency Trading Strategies" (http://www.HFTExpertsWorkshop.com), March 3 & 4, New York

•   High-Frequency Trading Experts Workshop 2011 Sydney, "Practical Implementation of High-Frequency Trading Strategies" (http://www.HFTExpertsWorkshop.com), March 14 & 15, Sydney

•   High-Frequency Trading Experts Workshop 2011 Singapore, "Practical Implementation of High-Frequency Trading Strategies" (http://www.HFTExpertsWorkshop.com), March 16 & 17, Singapore

•   High-Frequency Trading Experts Workshop 2011 Mumbai, "Practical Implementation of High-Frequency Trading Strategies" (http://www.HFTExpertsWorkshop.com), April 7 & 8, Mumbai

Golden Networking has compiled the insights of top experts and industry practitioners and produced DVD Video Packages for its Leaders and Experts Forums, including:

•   2nd China Leaders Forum DVD Video Package, "Is the Chinese Dragon Poised for Global Dominance or Economic Implosion?", http://www.ChinaLeadersForum.com

•   Distressed Investing Experts Forum 2010 DVD Video Package, "Analyzing and Valuing Distressed Companies, Securities and Real Estate", http://www.DistressedInvestingExpertsForum.com

•   Derivatives Leaders Forum 2010 DVD Video Package, "Strategies for Increasing Profits under an Evolving Regulatory Framework", http://www.DerivativesLeadersForum.com

•   High-Frequency Trading Leaders Forum 2010 DVD Video Package, "Innovating and Profiting from High-Frequency Trading in 2010 and Beyond", http://www.HFTLeadersForum.com

•   Hedge Funds Leaders Forum 2010 DVD Video Package, "Generating Alpha in Challenging Times", http://www.HedgeFundsLeadersForum.com

•   High-Frequency Trading Experts Forum 2010 DVD Video Package, "Starting and Running a High-Frequency Trading Operation", http://www.HFTExpertsForum.com

•   Distressed Investing Leaders Forum 2010 DVD Video Package, "Extraordinary Opportunities Investors Cannot Afford to Pass", http://www.DistressedInvestingLeadersForum.com

•   China Leaders Forum 2009 DVD Video Package, "Addressing the Challenges Posed by the Present Wave of Chinese Globalization", http://www.ChinaLeadersForum.com

•   Distressed Investing Leaders Forum 2009 DVD Video Package, "The Most Comprehensive Guide for Any Investor in Distressed Assets", http://www.DistressedInvestingLeadersForum.com

Panelists, speakers and sponsors are invited to contact Golden Networking by sending an email to info@goldennetworking.net. Golden Networking has been frequently featured in the press, including recent articles in The Wall Street Journal, "Happy Hour for High-Frequency Trading", The New York Times, "Golden Networking Helps Job Seekers Make Overseas Connections", Los Angeles Times, "Speed-addicted traders dominate today's stock market", Reuters, "Revamp looms as trading experts huddle at SEC" and Columbia Business School's Hermes Alumni Magazine, "10 Under 10".

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