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Wall Street Computation 2014


Jonathan SandbergWall Street Computation 2014. Seems to know about DynaPie, but calls it NOLO trading. Maybe it’s time to crank out some patents? Plus first Pink I reference in a talk. Internet – yess.

•Market Microstructure
•ALGO/SOR  COLO Infrastructure
–ALGO Algorithmic Trading
–SOR Smart Order Routing
–COLO  Colocation w. Exchange Matching Engines
•Post Credit Crisis Regulation
–Extend REG NMS ideas to OTC Derivatives
•Multiple Asset NOLO Trading
–Optimal trading location varies w. time

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