Market Microstructure, Quantitative Trading, High Frequency Data and Large Data
April 30-May 2, 2020
Jointly organized by Roger Lee and Per Mykland
This highly-regarded annual conference brings together professionals and academic researchers to explore new approaches and exchange ideas related to market microstructure and high-frequency data. The 2020 meeting will be the eighth edition of the Stevanovich Center conference on Market Microstructure and High Frequency Data. The event is co-sponsored by the University of Chicago’s Master for Financial Mathematics program.
The program will be posted when available
Abstracts will be posted when available