Stochastic control in FX e-Trading

WHERE:

MR5 - Centre for Mathematical Sciences
Cambridge, United Kingdom
WHEN:

Tuesday, 24 October 2017
from 17:00 to 18:00
SPEAKERS:

N/A
SPEAKERS

Jason Ricci and Yana Afanasyeva
Morgan Stanley

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: technology and trading. You will get a chance to hear about our use of stochastic control and advanced mathematical models in our in-house FX electronic trading engine.