Bloomberg: Derivatives Trading Algorithms
- 13:00 29th October 2015 ( week 3, Michaelmas Term 2015 )Lecture Theatre A
Financial derivatives have been called weapons of mass destruction.
We will take a second take at derivatives with a case study in Foreign Exchange linked asset classes like forwards, swaps, options, and the role they play within the financial markets.
We will cover speculative, hedging and covering trades and their role for risk taking or risk reduction. We will also look at algorithmic strategies for these. We will look at how regulation is driving technology and vice-versa in this segment.
Liberal use of the Bloomberg terminal will be made. Jubin will be available for an offline discussion after the talk on the basic mathematics behind derivative instruments is there is interest.
Free pizza will be available in the social area from 12.30pm.
Speaker bio
Jubin Chheda leads the R&D AIM Derivatives Trading team and focuses on enterprise-wide trading applications that span the entire trade life-cycle: origination, execution, clearing and settlement. He is also involved with implementing and scaling Continuous Delivery, Agile and Extreme Programming practices across various teams and is an active member of various industry groups on these topics. His interests include mathematical modeling for derivative instruments and applying machine learning to trading.Share this:
