Recent Presentations

  1. Feb-Mar 2015
    Stat 244, Department of Statistics, Stanford University
    “4 Lectures in Algorithmic Trading”
  2. Feb 2015
    UC Berkeley (230X / 290R High Frequency Finance / Topics in Risk Theory)
    “Algorithmic Trading”
  3. Jun 2014
    Center for Research in Econometric Theory and Applications, Taiwan University
    “Algorithmic Trading: Data Analytics and Dynamic Optimization”
  4. Dec 2013
    Shanghai Advanced Institute of Finance, Shanghai Jiao Tong University
    “Tutorial Session on Algorithmic Trading: Analytics, Informatics, and Risk Management (joint with Prof. T. L. Lai at Stanford)”
  5. Aug 2013
    The 59th World Statistics Congress (WSC) in Hong Kong.
    “A Practitioner’s Perspective on Bid-Ask Bounce”
  6. Feb 2013
    Department of Mathmatics, Hong Kong University of Science & Technology
    “Algorithmic Trading – Mathematics, Technology, Finance and Regulation”
  7. Jun 2012
    Institute of Mathematical Sciences, National University of Singapore
    “Algorithmic Trading – Mathematics, Technology, Finance and Regulation”