After the very successful first edition in 2015, where topic related to Market Impact, Optimal Trading, Limiter Order Books and Prices Formation as well as High-Frequency Data were discussed throughout “Market Microstructure: The CFM-Imperial Workshop” is back for a two-day event on 11-12 December. The aim of the workshop is to bring together again a wide range of academics and practitioners, to facilitate discussion of the many different ideas that have blossomed in these communities during the past decade, and to provide an overview of the state-of-the-art research in market microstructure.
The workshop will be organized by the CFM-Imperial Institute for-Quantitative Finance, and will be hosted by J.P. Morgan in their Victoria Embankment offices, in City of London. The event will unite several of the world’s leading researchers in quantitative finance around specialized research talks and round-table discussions, and will also provide young researchers with the opportunity to present their work in poster sessions. Overall, we seek to provide an opportunity for diverse and stimulating intellectual exchange on a wide range of topics highly relevant to modern financial markets.