NES Professor Anna Obizhaeva took part in the ACI Russia 2018 Summit

Professor Obizhaeva participated in the discussion dedicated to the Ideal Matching Platform for FX market

On November 20, NES Professor Anna Obizhaeva with other participants of the event discussed issues related to foreign exchange markets, such as:

  • Continuous matching vs. discrete auctions.
  • Latency arbitrage and HFT arms race – how does it affect the market?
  • Randomization, latency floor.
  • Distribution of the market data.
  • The optimal tick size?
  • Incentives for market-makers?

The ACI Russia e-FX Summit brought together about 200 leading FX professionals from currency managers and systematic traders, hedge funds, international and regional banks (Global Heads of Trading, Heads of FX Trading, Senior Traders, Heads of Dealing, Heads of Execution, Senior Portfolio Managers, Managing Directors, CIOs and CEOs).

Download the presentation here.


Fri, 23 November 2018
Анна Обижаева, ACI Russia
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