Integrating Your Strategies into an Enterprise Algorithmic Trading Engine

Integrating Your Strategies into an Enterprise Algorithmic Trading Engine

Algorithmic trading is expected to compromise as much as 90% of trading volume by 2010. Overlooking this powerful approach to expressing your trading strategies may be needed.

This course targets both investment managers who are considering deploying algorithmic trading strategies to augment returns and automate the mechanics of their existing trading models, as well as sell-side brokers who understand they must offer and support algorithmic capabilities or risk losing business. Investment managers know they need new sources of returns that are not correlated with their existing investment strategy to enhance overall investment performance. Accordingly, the buy-side is likely to migrate to those broker-dealers who understand and provide robust algorithmic trading solutions.

Compelling Topics Include:

  • A top-down methodology to deploy trading strategies in terms of their algorithmic modules.
  • Devising universal deployment templates for algorithms.
  • Arbitrage algorithms, market making algorithms, benchmarking algorithms, long-short alpha exploitation algorithms.
  • Strategic, functional and operational features of algorithmic trading systems.
  • Project management guidelines for launching algorithmic trading operations.
  • Criteria and cost-benefit analyses for deploying algorithms from scratch or for licensing existing algorithms from suppliers
  • Strategies for scaling up a day trader operation to a powerhouse for algorithmic trading.

Class Size: Registration is intentionally limited to approximately 15 participants to promote student participation and interaction.

Level: Intermediate/Expert

Cost: $1,200 early-bird ends 4 weeks prior to course date; $1,300 standard registration.
In order ensure maximum classroom time for this course, a complimentary lunch plus morning and afternoon refreshment breaks are provided.

Location:
Chicago
Transportation map

New York
New York Mercantile Exchange (NYMEX)
1 North End Avenue
New York NY Transportation map

To Register

http://www.theifm.org

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