MARKET MICROSTRUCTURE

THE CFM-IMPERIAL WORKSHOP

London, 14-15 December 2015

 

 

MARKETING MICROSTRUCTURE

THE CFM-IMPERIAL WORKSHOP 2015

In recent decades, the widespread uptake of electronic trading has facilitated the recording of high-quality data that describes the actions and interactions of market participants at the microscopic scale. Analysis of this data has revealed striking regularities that challenge many long-standing theories regarding financial markets.

“Market Microstructure: The CFM-Imperial Workshop” is a two-day event organised by the CFM-Imperial Institute of Quantitative Finance. The aim of the workshop is to bring together a wide range of academics and practitioners, to facilitate discussion of many different ideas that have blossomed during the past decade, and to provide an overview of the state-of-the-art research in the field.

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