The Unusual Computing of Electronic and High-Frequency Trading (HFT)

The Unusual Computing of Electronic and High-Frequency Trading (HFT): The Quantitative Developer Certificate (QDC) by Paul Bilokon

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Meeting number (access code): 2375 165 8603

Meeting password: QDc1121

There's computing, then there's computing for algorithmic trading and HFT. Especially in the HFT world, where a microsecond is an eternity, the collective wisdom of everyday programming no longer applies and developers have to use completely different, often obscure, design patterns.

We need to "think low level, write high level", being mindful of every nanosecond.

If we leave the estoteric world of HFT, we still encounter oursevles in relatively uncharted waters. Perhaps the closest that we get to the computing of electronic trading is the world of computer games, where event-driven programming abounds.

The toolkit of an algorithmic trading developer is also unusual. We use tools such as kdb+/q, which are nothing like the conventional programming languages, and are just beginning to expand to other industries.

In brief, there's much to learn. In this talk we'll try and determine, what specifically.

The Quantitative Developer Certificate (QDC)

The objective of The Quantitative Developer Certificate (QDC) is to develop fundamental skills of quantitative developer role. The course is of an introductory level and does not require programming experience. The course is designed by practitioners from quantitative finance with experience in model development for derivative pricing and systematic trading. The primary coding languages of the course are Python and C++. As it is essential in finance to work with time series data we introduce database KDB and the language q, which are the leading solutions for storing the timeseries.

• Starts Thursday 27th January 2022
• 25% Early Bird Discount until Friday 3rd December 2021
• 22 lecture weeks live in London or globally online.
• 10-12 hours per week. 2 – 3 hours lectures.
• 5 Module Tests and Final Examination
• Throughout the course sample test questions from quant interviews will be provided.

The course consists of 5 Modules:

• PYTHON FOR FINANCE
• DATABASES IN FINANCE – KDB
• C++ FUNDAMENTALS AND USE CASES FROM QUANTITATIVE FINANCE
• DATA STRUCTURES AND ALGORITHMS IN C++
• DESIGNING ALGO-TRADING APPLICATIONS

Homepage: https://www.wbstraining.com/events/quantitative-developer-certificate/

Brochure: https://www.wbstraining.com/wp-content/uploads/2020/03/QDC-Brochure.pdf

Presenter:

Paul Bilokon: Founder, CEO, Thalesians & Head of QDC Faculty

Dr. Paul Bilokon is CEO and Founder of Thalesians Ltd and an expert in electronic and algorithmic trading across multiple asset classes, having helped build such businesses at Deutsche Bank and Citigroup. Before focussing on electronic trading, Paul worked on derivatives and has served in quantitative roles at Nomura, Lehman Brothers, and Morgan Stanley. Paul has been educated at Christ Church College, Oxford, and Imperial College. Apart from mathematical and computational finance, his academic interests include machine learning and mathematical logic.

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