Tag Archives: market microstructure

Cornell – Citi Financial Data Science Webinars

Cornell Engineering. Operations Research and Information Engineering. Financial Engineering Manhattan

You and your colleagues are invited to attend the Cornell – Citi Financial Data Science Webinars. Through the online talks this semester, we are excited to collaborate with Citi in highlighting machine learning applications in finance.

All webinars are from 5:00 pm to 6:00 pm EST.

This webinar is free and open to all guests. Registration is required (RSVP). You will receive the webinar link and dial-in info upon registration (the confirmation email will come from
no-reply@zoom.us)

Date: Tuesday, Nov. 17th, 2020
Time: 5:00 pm – 6:00 pm EST
Speaker: Paul Besson | Euronext
Title: “European Liquidity and Trading Flows During the COVID-19 Crisis: Insights from Euronext Data”

Abstract
Part 1: Liquidity Overview

Part 2: How Orderbooks Reacted to COVID-19

Part 3: How Brokers, Liquidity Providers, and Retail Reacted to COVID-19

Speaker Bio
Paul heads Euronext’s Quantitative Research department. His main area of research is Market Microstructure and Behavioural Finance on Flows Analysis. Prior to this, he held the same position for seven years at Kepler Cheuvreux, the largest independent European broker. Paul has twelve years’ previous experience as a fund manager in quantitative arbitrage, both for hedge funds and long-only funds. Paul regularly presents papers at academic conferences and has authored various publications on Market Microstructure in applied journals.

He has been a lecturer for a number of institutions, and still gives lectures for Paris Dauphine University. Paul graduated from ENSAE Paris.

We hope to see you online!

The Cornell-Citi Team

**Please excuse any duplication of this announcement

Previous CFEM Events

Sep. 1st, 2020
Speaker: Michael Rabadi (Balyasny Asset Management)

Oct. 6th, 2020
Speaker: Rama Cont (Oxford University) and Francesco Capponi (BlackRock)