Application of Advanced Mathematical Topics to FX e-Trading

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• Daniel Livesley and Jason Ricci - Morgan Stanley
• Thursday 17 November 2016, 18:00-19:00
• Lecture Room 4, Cambridge University Engineering Department, Trumpington Street, Cambridge CB2 1PZ.

If you have a question about this talk, please contact Marcin Wójcik.

Have you ever wanted to take a peek inside Morgan Stanley’s algorithmic trading engine? In our session, you will get to do just that, taking a look from two sides: senior technology and trading. You will get a chance to hear about our use of advanced mathematical topics in our in-house FX electronic trading engine.

Bio: Daniel Livesley, FX Electronic Trading Technology, Developer – 12 years at Morgan Stanley FX. Currently holds position of global technology lead on low-latency FX trading engines and FX agency product for Morgan Stanley.

Jason Ricci, FX Electronic Trading – 2 years at Morgan Stanley FX. Currently responsible for real-time, systematic trading and risk management of spot FX in London.

RSVP : www.cuats_event3.eventbrite.co.uk

This talk is part of the Cambridge University Algorithmic Trading Society list series.

This talk is included in these lists:

• Cambridge University Algorithmic Trading Society list
• Lecture Room 4, Cambridge University Engineering Department, Trumpington Street, Cambridge CB2 1PZ

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