Matt Lu, PhD (Partner of a Trading firm)

Abstract

In this talk, we will introduce basics of market microstructure and high frequency trading (HFT). Market microstructure refers to the process by which securities are traded in financial markets, including the rules and mechanisms for matching buyers and sellers, as well as the characteristics of the market participants and the securities themselves. We will then discuss the role of statistical methodologies in analyzing HFT data and identifying patterns that can inform trading strategies. 

Bio

Dr. Matt Lu has over a decade of experience in both pharmaceutical companies and proprietary trading firms. He earned his PhD in statistics from the University of Wisconsin in 2006, and went on to apply his expertise to the development of statistical models for drug research and development. In 2016, he transitioned to the world of prop shop trading, utilizing his knowledge of statistical methodologies to analyze high frequency trading data and develop trading strategies.