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Quantitative algorithmic trading & modern market structures

Please join the UTSC Library Finance & Trading Lab for an engaging talk on the effects of technology on modern financial markets.

Students, staff & faculty interested in financial markets, trading, programming or mathematics are encouraged to attend.

When: Wednesday, March 27, 2013. 5 pm – 6:30 pm (including Q&A)

Where: IC 220

Register on the Intranet.

Modern market structure: The effects of technology on financial markets

In recent years, the financial industry has seen an explosion in the use of computers, coupled with a dramatic decrease in the cost of computing power. Financial exchanges are now seeing trades executed by algorithmic programs in a fraction of a second. This talk will address the implications of these technological developments, the strategies traders are using to capitalize on them, and the new regulations meant to govern them.

Guest speaker: Madaliso Mulaisho

Madaliso Mulaisho began his career in finance as a quantitative analyst in Emerging Markets, Fixed Income (RBC Capital Markets) and later as an algorithmic & systematic trading strategist and risk management analyst (GMP Investment Management). He was most recently the VP of Quantitative Research at a mid-sized hedge fund (Heaps Capital), which he recently left to start his own consultancy firm. In his spare time, Madaliso studies philosophy and does stand-up comedy. Madaliso holds a Bachelor of Commerce (University of Toronto) and a joint Masters in Pure Mathematics and Financial Mathematics (Schulich School of Business, York University).

 




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