Developing High-Frequency Trading Systems

Martin Sewell comes from a multidisciplinary background. He holds a BSc (Hons) in Mathematics from the University of Bristol, an MSc in Computing Science from Birkbeck College, University of London and a PhD in the application of machine learning to financial time series analysis from the Department of Computer Science at UCL (University College London). At the University of Cambridge, he worked as a Senior Research Associate for the Department of Land Economy, a supervisor for the Faculty of Economics and a supervisor for the Computer Laboratory. He also worked for the Centre for Risk Studies at Judge Business School.

In industry, he worked in research and development for nChain, a blockchain technology company, in quantitative research and development for Crypton, a digital asset management company, and as a developer in the Applied Innovation team for Arqit, a cybersecurity company. He has also been working as an Instructor for Scholarly, providing research mentorship in data science, machine learning, statistics and cryptocurrencies. Sourav Ghosh has worked in several proprietary, high-frequency algorithmic trading firms over the last decade. He has built and deployed extremely low latency, high-throughput automated trading systems for trading exchanges around the world, across multiple asset classes. He specializes in statistical arbitrage market-making and pairs trading strategies with the most liquid global futures contracts. He is currently the vice president at an investment bank based in Sao Paulo, Brazil. He holds a master's in computer science from the University of Southern California. His areas of interest include computer architecture, FinTech, probability theory and stochastic processes, statistical learning and inference methods, and natural language processing. Romain Rossier brings 19+ years of experience mostly as a Software Architect in the financial industry, specializing in low latency, high performance java software design and development. He is currently the Chief Architect for the HCTech FX Proprietary Trading engine. He also built and led the software development team at HCTech, where he oversaw and developed the HFT platform architecture for FX, Futures and Fixed Income. Prior to HCTech, Romain was Director of the Currenex lab where he led the team responsible for the development of the Currenex Intelligent Pricing System. Romain holds a Master of Science in Communication Systems from the Swiss Federal Institute of Technology in Lausanne. Sebastien Donadio is the Chief Technology Officer at Tradair, responsible for leading the technology. He has a wide variety of professional experience, including being head of software engineering at HC Technologies, partner and technical director of a high-frequency FX firm, a quantitative trading strategy software developer at Sun Trading, working as project lead for the Department of Defense. He also has research experience with Bull SAS, and an IT Credit Risk Manager with Socit Gnrale while in France. He has taught various computer science courses for the past ten years in the University of Chicago, NYU and Columbia University. His main passion is technology but he is also a scuba diving instructor and an experienced rock-climber.