Stochastic control in FX e-Trading

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• Jason Ricci and Yana Afanasyeva, Morgan Stanley
• Tuesday 24 October 2017, 17:00-18:00
• MR5.

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

Industrial Seminar

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: technology and trading. You will get a chance to hear about our use of stochastic control and advanced mathematical models in our in-house FX electronic trading engine.

This talk is part of the Cambridge Centre for Analysis talks series.

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