High-Assurance Algorithmic Trading

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• Dr. Hasan Amjad, Cantab Capital Partners
• Wednesday 27 February 2013, 14:15-15:15
• Lecture Theatre 1, Computer Laboratory.

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

Algorithmic trading is the computerised buying and selling of assets on electronic markets. Recent widely reported bugs in high-frequency trading algorithms, that cost companies hundreds of millions of dollars in a matter of minutes, have focused attention on the risks of machine-driven trading. We describe an on-going attempt at using formal verification techniques to create a high-assurance algorithmic trading platform, the challenges we faced, and possible directions for research.

Speaker bio: Hasan got his PhD at the Automated Reasoning Group at the Computer Laboratory in 2004, continuing as a post-doctoral researcher. He joined Cantab Capital Partners, a systematic hedge fund based in Cambridge, in 2008.

This talk is part of the Wednesday Seminars - Department of Computer Science and Technology series.

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