Richard Olsen, speaking at High Frequency Trading 2011

Richard Olsen,
CEO
Olsen Ltd, Switzerland

Richard Olsen has a degree in economics from Oxford University and a Ph.D. in Law. He is an internationally renowned economic researcher in the area of high-frequency finance. An overview of some of his contributions can be found in his book An Introduction to High-Frequency Finance. He founded Olsen Associates, which spun off a number of companies in addition to OANDA, including Olsen Financial Technology and Olsen Invest.

Appearing:

DAY TWO – Wednesday 2nd November 2011

11.30

Panel Debate: how can sophisticated, data-sensitive models produce more reliable results and improve your trading performance?

What is the best way to ensure a better quality and format of data provision?
How cost-effective is raw market data and what are the potential benefits to your system latency?
How realistic is a data feed that can match the speed of your complex algorithms?
How can you ensure a quick implementation of your limit order book in order to accommodate a high speed data rate?
What other elements of your infrastructure should be optimised to accommodate high speed data?

Dr Tobias Preis,

Founder and Managing Director,
Artemis Capital Asset Management, Germany

Richard Olsen,

CEO,
Olsen Ltd, Switzerland

12.10

How to prepare your trading systems for microbursts and avoid trading network saturation

Exploring the technology required to identify microbursts in your trading performance
Establishing how to analyse a much greater volume and throughput of data in a much smaller amount of time
Arming your model with bigger buffers, extra processing capacity and more advanced chip technology in order to avoid order delays

Richard Olsen,

CEO,
Olsen Ltd, Switzerland

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