Center for Analytical Finance workshop looks at high-frequency trading

The chief economist of the Commodity Futures Trading Commission will open a daylong workshop and conference on high-frequency trading, Friday, May 15 at UC Santa Cruz.

The conference, “Market Design: High-Frequency Trading,” organized by the Center for Analytical Finance at UC Santa Cruz, features opening remarks by Sayee Srinivasan, who has served as chief economist since December 2013. Joining him will be economists and market experts from UC Santa Cruz and other universities to discuss volatility in financial markets.

The conference takes place from 10 a.m. to 5:45 p.m. in Room 499 of the Engineering 2 building on the UC Santa Cruz campus.

Last August, UC Santa Cruz professors Eric Aldrich in economics and Greg Laughlin, astronomy and astrophysics, along with physics undergraduate student Indra Heckenbach, published a paper, “The Random Walk of High-Frequency Trading,” that looked at high-speed trading and the limits of time.