Order Book Analytics.
Tuesday, September 16, 2014
6:00 PM
Bloomberg European HQ
39-45 Finsbury Square, City Gate House, EC2A 1PQ (map)
Order Book Analytics
Dear LST members, our next talk will be looking at Order Book Analytics and how these trading analytics, including level 2 market data, can be used to develop alpha generative trading models.
Don’t forget Barry Johnson’s Book!!
Our speaker for this event has substantial experience developing both buy side and sell side trading models gained throughout his career at numerous financial institutions including hedge funds, investment banks and financial software companies.
http://www.meetup.com/London-Systematic-Traders/events/200204472/?a=ea1_grp&rv=ea1&_af_eid=200204472&_af=event