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IIROC/ Capital Markets Institute High Frequency Trading Forum

October 19, 2015

HFT Market Making Panel (moderated by: Edward Iacobucci, Faculty of Law, University of Toronto) 
High Frequency Market Making to Large Institutional Trades, Dermot Murphy, University of Illinois (co-author Robert Korajczyk, Kellogg School of Management) 
Liquidity Provision and Market Making by HFTs, Andreas Park, University of Toronto (co-author Katya Malinova, University of Toronto)

HFT Intermediation Panel (moderated by: Wendy Rudd, Senior Vice-President, Member Regulation and Strategic Initiatives, IIROC) 
Price Discovery without Trading: Evidence from Limit Orders, Ryan Riordan, Queens School of Business (co-authors Jonathon Brogaard, University of Washington & Terrence Hendershott, University of California Berkley)

HFT Trading Behaviour in Dark Marketplaces Panel (moderated by: Stephen Bain, Managing Director & Head - Canadian Electronic Trading, RBC Capital Markets)
The Impact of the Dark Trading Rules , Katya Malinova, University of Toronto (co-authors Carole Comerton-Forde, University of Melbourne and Andreas Park, University of Toronto) 
Impact of the Dark Rule Amendments, Baiju Devani, Director of Analytics, Investment Industry Regulatory Organization of Canada

HFT and Canadian Venture Markets (moderated by: Kevin McCoy, Acting Vice-President, Market Regulation Policy, IIROC) 
Research on HFTs in the Canadian Venture Market, Michael Brady, Manager, Derivatives, BC Securities Commission  

Watch a Video of the Event