On the afternoon of May 17, 2017, Ramazan Gen?ay, Professor of financial economics at Simon Fraser University in Simon, gave an academic report entitled "High Frequency Algorithmic Trading" in Main Building room 429.
In the report, Professor Gen?ay first pointed out that the importance of high-frequency transactions in the financial market is growing in recent years, but the current operation of high-frequency transactions are still little known to the public, which led to the public's understanding of the financial market falling behind the development of the market. Then Professor Gen?ay analyzes the micro-market structure from the perspective of transaction information transmission in the current financial market price formation in Western countries. On this basis, the principle of high-frequency trading based on algorithm and its advantages and current development bottleneck were discussed.
