19
April
15:00 — 18:00
Nordea, Hængeren
Strandgade 3

København K, 1401
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Algo Trading – er der likviditet i likviditeten på aktiemarkedet?

Algo Trading and Liquidity

Algo Trading has become a major part of securities market turnover. But what are the implications for liquidity, market efficiency, and the risk of market manipulation and flash crashes.

Programme

5:00
Registration

15:30
Welcome by The Danish Finance Society & CFA Society Denmark

15:35
Algo trading in a NASDAQ perspective
Bjørn Sibbern, President of NASDAQ Copenhagen and Global Head of NASDAQ Commodities

15:55
Algo Trading and Liquidity in Equity Markets
– Characteristics, Dynamics, and Implications for Market Quality
Sviatoslav Rosov, PhD, CFA, CFA Institute. Analyst, Capital Markets Policy, EMEA
The author of the report “Liquidity in Equity Markets: Characteristics, Dynamics, and Implications for Market Quality. Find the report here.

16:20
Report on Algo Trading on NASDAQ Copenhagen
Frederik Elm Ougaard, Analyst, Finanstilsynet – The Danish Financial Supervisory Authority
The author of the report ”Algoritmehandel på NASDAQ Copenhagen”, Frederik Elm Ougaard, will present the result of the study and illustrate the possibilities of surveying high frequency trading. Find the study here:
https://www.finanstilsynet.dk/~/media/Nyhedscenter/2016/Algoritmehandel%20på%20danske%20handelspladser.ashx

16:45
Algo Trading – Implications for a large market player
Per Møller, Team Head of Equity Trading, Nordea Investment Management

17:10
Questions and Discussion

Priser

 

Gratis for alle

CFA CE credit hours

 

CFA Society Denmark has determined that this program qualifies for 1.5 CE credit hours under the guidelines of the CFA Institute Continuing Education Program. If you are a CFA Institute member, CE credit for your participation in this program will be automatically recorded in your CE tracking tool.

Details

Date:
19. April 2016
Time:
15:00 - 18:00
Event Category: