3rd Annual European Equity Markets Microstructure Workshop, 2009
Teaching Trading and Microstructure in Business Schools
Thursday 04 June 2009
- Saturday 06 June 2009
-
Event key details
Date: Thursday 04 June 2009 - Saturday 06 June 2009
Time: 18:30 - 14:00
Location: London Business School
Sussex Place
London
NW1 4SA
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An innovative academic workshop focused on bringing market microstructure theory and practice into business school education
The conference commences with an informal evening reception on Thursday 4th June. Formal sessions take place on the Friday 5th and Saturday 6th June, scheduled to finish on 14:00 on the 6th.
Workshop Sponsors:
BT Radianz
UCL Financial Computing Centre
Institute of Technology, London Business School
The workshop examines the principles of trading and market structure, and will be a catalyst for introducing course materials into graduate finance and business programs. By the end of the seminar, participants will be able to incorporate a one or two session course module on microstructure and equities trading in a capital markets course, or have the foundation materials for a half semester or a full semester trading and microstructure course. Topics include:
- Computer simulated trading exercises that give users hands on experience with the subject
- Discussion of issues concerning the meaning, importance, and provision of liquidity
- Discussion of the latest technology developments in equity trading
An equity market simulation, TraderEx (www.etraderex.com), will be used extensively in the trading seminar. It is an interactive simulation model originally developed by Schwartz and Weber, and is designed for broader use in business and finance courses. It enables participants to enter orders into a computer-driven market that generates order flow, and that responds directly to participants' orders. Participants see their results in real-time, and can analyze their decisions after a simulation run. Continuous order driven and quote driven markets are simulated, along with call auctions, a block trading facility and hybrid combinations.
Participants will gain experience by competing with each other in a networked environment, and assessing trading performance afterward. The second day will include a practitioner panel with market professionals speaking on the business and IT challenges in trading today.
Organisers: Bruce Weber, Bob Schwartz, Peter Gomber, Greg Sipress
| Contact | Esther Welch Tel: +44 (0) 20 7000 8821 Email: ewelch@london.edu |
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