Machine learning and AI have become the most fashionable buzzwords in the industry, although unbeknownst to many, algorithm-directed trading strategies have long planted their roots within the financial industry. Michael Lewis once recounted in his book Flash Boys how traders harvested millisecond advantages using algorithms in black boxes to front-run the rest of the market. In our next event, we offer a peak into those mysterious black boxes.

Experienced practitioners will join us to explain what algorithmic trading really is. They will shed light on some of the well-established strategies at sell-side firms. We will discuss how the field has evolved with technology and regulation, as well as exploring the challenges and opportunities ahead.

Agenda

18:00 Arrival, registration and welcome drinks
18:30 Presentations and Q&A
19:45 Networking over drinks and light snacks
20:30 Event close

The Panel:

Shuo Wu, Executive Director, Head of Global STIRT and EMEA Rates eTrading at JPM

Shuo Wu is head of electronic trading business across STIRT and EMEA Rates at JPM. He is responsible for strategy development and the expansion of ecommerce business across multiple macro asset classes. Before joining JPM in 2011, Shuo worked at Citi and MS, leading development of electronic trading strategies for FX spot, FX Forward/Swaps and US Treasuries. He studied Finance at Tsinghua University and graduated from Cornell’s MFE program in 2008.

Sergio Alvarez Teleña

Sergio is an Honorary Senior Research Associate @UCL's CS, where he pioneers different ways for industry algorithmification. He is also Senior Advisor @Oliver Wyman, setting out the strategic steps needed to optimally onboard digitization at a corporate level. Furthermore, he is Co-Founder @SciTheWorld, where he ultimately provides the A.I. infrastructure to make the above real. Being the former Global Head of Systematic Strategies at BBVA, most of his approach naturally inherits from Algorithmic Trading - where he accounts for several honours and awards across both industry and academia.

Zhenhai Li

Zhenhai is Head of medium-term strategies and a member of the investment committee at an Oxford based asset management firm. Zhenhai is passionate about developing equity market neutral strategies, including Chinese market strategies. Prior to this he worked as a quant researcher in a London based quant fund. Zhenhai holds a PhD in Control Engineering from Imperial College London and a BEng in Automation from Shanghai Jiao Tong University. He is a CFA charter holder.

You are welcome to bring a guest, but both your details and your guest's name and details must be registered in advance to guarantee entry. A member of the Warwick Business School Corporate Relations team will welcome you at The Shard on the evening. Please be prepared to be asked for photo ID.

If you have any questions about this event, please email business@wbs.ac.uk

Demystifying Algorithmic Trading - a Warwick Finance Network event at The Shard