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Call for Papers: High Frequency Trading Conference

On November 2-3, 2015, in Chicago, IIT Stuart School of Business and Algorithmic Finance in conjunction with the Securities Technology Analysis Center (STAC) will be holding a joint academic/industry conference on high frequency trading. This call seeks papers for presentation on topics relating to high frequency trading. Papers from various disciplines and interdisciplinary papers are encouraged.

The organizing committee welcomes papers for consideration on topics that include, but are not limited to:

  • Algorithmic and/or high frequency trading strategies
  • Technologies related to implementation of algorithmic and/or high frequency trading systems
  • Quantitative techniques related to research and design of algorithmic and/or high frequency trading and risk management systems
  • Techniques related to management and analysis of structured and unstructured financial data used in algorithmic and/or high frequency trading
  • Legal and regulatory issues relating to algorithmic and/or high frequency trading
  • Management of trading organizations and R&D projects
  • Ethics of and in algorithmic and/or high frequency trading
  • Performance measurement and attribution in algorithmic and/or high frequency trading

Authors of accepted papers will be invited to present their work at the Conference. In addition, the papers will be considered for publication in a special issue of Algorithmic Finance. Both academics and industry participants are invited to submit papers.

Call Timetable

Timely submission of the papers is critical to the success of the conference. The procedures and timetable enumerated below apply.

  1. Deadline for Submission | By June 30, 2015, authors should submit completed manuscripts. Proposals and incomplete papers will also be considered. Such submissions should include title, abstract, preliminary research/results. All submissions should be emailed to bvanvliet@stuart.iit.edu. Please include the name of the call for papers in the subject line.
  2. Acceptance of Proposals | By August 30, 2015, the Committee will make a decision on all papers/proposals. The number of accepted proposals will be limited. The Committee will contact authors regarding their paper/proposals.

Learn more about trading and technology at IIT Stuart School of Business.

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