The Speed Traders, The Newest High-Frequency Trading Book by Edgar Perez

How Traders Profit With Computers Set at High Speed at The Speed Traders Workshop 2012 Sao Paulo, February 8th

Posted on January 18, 2012. Filed under: Event Announcements, Exchanges, Flash Crash, Strategies, Technology | Tags: 17th Annual Venture Capital & Private Equity Conference, 2nd Private Equity Convention Russia, algorithmic trading, Argentina, BM&FBOVESPA, Bogota, Buenos Aires, Caracas, CFA Singapore, Chicago, Chile, China, CIS, CNBC, Colombia, Columbia Business School, Courant Institute of Mathematical Sciences, Dubai, Edgar Perez, Eurasia, Flash Crash, Global Growth Markets Forum, Harvard Business School, high frequency trading workshop, high speed traders, high speed trading, High-Frequency Trading, High-Frequency Trading Book, High-Frequency Trading Leaders Forum 2011, High-Frequency Trading Seminar, Hong Kong, Hong Kong Securities Institute, How Traders Profit With Computers Set at High Speed, Indonesia, Infinium Capital Management, Jakarta, Kiev, Kuala Lumpur, Lima, London, Malaysia, McKinsey, Mexico, Mexico City, Moscow, Nasdaq, new york, New York University, Oriel Morrison, Peru, Poland, proprietary trading, Russia, Santiago, Sao Paulo, Securities and Exchanges Comission, Seoul, Shanghai, singapore, South Korea, Speed Trader, Speed Traders, Speed Trading, Standard & Poor’s (S&P) E-Mini futures contracts, Technical Analysis Society, The Speed Traders, The Speed Traders Workshop, The Speed Traders Workshop 2012 Sao Paulo, TradeTech Asia FIXGlobal Face2Face, Tradeworx, UAE, Ukraine, Venezuela, Warsaw |

Edgar Perez, Adjunct Professor at the Polytechnic Institute of New York University, will provide an Understanding of High Frequency Trading in Equities and other Asset Classes at The Speed Traders Workshop 2012 Sao Paulo: How High Frequency Traders Leverage Profitable Strategies to Find Alpha in Equities, Options, Futures and FX, February 8^th, BM&FBovespa. Among other topics, Mr. Perez will discuss:

·         The need for speed and sophisticated computer programs in generating, routing, and executing orders

·         Co-location and individual data feeds to minimize latency

·         Time-frames for establishing and closing highly-liquid positions

·         Review of the most important strategies: market making, trend following, value arbitrage and others

The Speed Traders Workshop 2012 Sao Paulo will reveal how high-frequency trading players are succeeding in the global markets and driving the development of algorithmic trading at breakneck speeds from the U.S. and Europe to India, Singapore and Brazil. The Speed Traders Workshop 2012 Sao Paulo kicks off a series of presentations in the world’s most important financial centers: Dubai, January 25; Seoul, South Korea, March 28; Kuala Lumpur, Malaysia, April 11; Warsaw, Poland, May 11; Kiev, Ukraine, May 18; Singapore, May 26; Shanghai, China, June 6; Jakarta, Indonesia, June 13; Mexico City, Mexico, July 27; Hong Kong, August 4, and Moscow, Russia, August 10.

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