Morgan Stanley: Algorithmic Trading

Abstract:

The Algorithmic Trading team provides automated, algorithmic and rules based services designed to assist trade execution through electronic and programmatic means. Supported features include benchmark trading, Statistical and Deterministic arbitrage and Inventory management. This team also manages the automated fulfilment of orders that can be directly filled on execution venues. This includes smart order routing, order placement, crossing engines and legging risk management.

The presentation will introduce some of the business problems that algorithmic trading solves. It will show how Morgan Stanley uses innovative technology to solve these problems at a large scale, in a reliable, fault-tolerant and performant way. It will also provide insight into what work is like in a global technology team.

Bio:

Michael Schubart is a lead developer in the Algorithmic Trading team.