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Daniel Livesley and Jason Ricci - Morgan Stanley 
Thursday 17 November 2016, 18:00-19:00
Application of Advanced Mathematical Topics to FX e-Trading
- 👤 Speaker: Daniel Livesley and Jason Ricci - Morgan Stanley
- 📅 Date & Time: Thursday 17 November 2016, 18:00 - 19:00
- 📍 Venue: Lecture Room 4, Cambridge University Engineering Department, Trumpington Street, Cambridge CB2 1PZ
Abstract
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: senior technology and trading. You will get a chance to hear about our use of advanced mathematical topics in our in-house FX electronic trading engine.
Bio: Daniel Livesley, FX Electronic Trading Technology, Developer – 12 years at Morgan Stanley FX. Currently holds position of global technology lead on low-latency FX trading engines and FX agency product for Morgan Stanley.
Jason Ricci, FX Electronic Trading – 2 years at Morgan Stanley FX. Currently responsible for real-time, systematic trading and risk management of spot FX in London.
Series This talk is part of the Cambridge University Algorithmic Trading Society list series.
Included in Lists
- Cambridge University Algorithmic Trading Society list
- Lecture Room 4, Cambridge University Engineering Department, Trumpington Street, Cambridge CB2 1PZ
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