Center for Innovative
Financial Technology

Resources for understanding modern trading and market data systems

Introduction to Financial Technology (Complete Technology Guides for Financial Services - This book does not discuss some of the newer technologies the firms are looking at (e.g., grid computing, complex event processing, etc.).
Thomson Reuters information on the trading cycle
Thomson Reuters Financial Trading Series. The books all date from 1999 so they are probably somewhat out of the date but a lot of the big picture aspects of how trading works is still the same (although the underlying technology has changed drastically).
THOMSON FINANCIAL REAL-TIME DATAFEEDS

Events

Swimming in Dark Pools, is it safe? The Advantages & Disadvantages of trading in dark pools

Tuesday, Nov. 10, 2009
5:30-6:30 pm, 330 Cheit Hall, Haas School

Roderick Burns, Director Western Region
Credit Suisse Advanced Execution Services

What's Wrong with Hedge Funds?

Tuesday, Nov. 17, 2009
5:30-6:30 pm, 330 Cheit Hall, Haas School

Lee Levy, Canid Asset Management

Past Events

Technology and the Great Mess of ’08

Wednesday, Sept. 23, 2009
6:00-7:30pm, Soda Hall 306

David Leinweber, Author of "Nerds on Wall Street"
Haas Fellow in Finance

Fourth Level BLAS for High Performance Pricing

Tuesday, Sept. 29, 2009
6:00-7:30pm, Soda Hall 306

Claudio Albanese, Visiting Professor of Mathematical Finance, LUISS University, Rome; Independent Consultant

CIFT Overview and Data Resources
Tues Apr 7, Haas - Anderson Auditorium, 5-7pm

The Center for Innovative Financial Technology is a new resource for students, staff and faculty. CIFT is sponsored by major financial data and technology firms. These firms have provided tools, services, and data that can be used for research, projects or any educational purpose.

This information session provides an overview of the Center by founding director David Leinweber, and a presentation on the resources provided by our largest sponsor, Thomson Reuters, the world's largest financial information company.

Evan Schulman, Mar 24, 9-11am, Haas Berkeley - S480, widely credited as the 'father of program trading', E. Schulman founded the company Tykhe, and will be discussing the introduction of Sales Certificates, a new security. See slides here

TradeTech USA, Equity Trading Summit, March 2-4, 2009

Bill Aronin, Thomson Reuters, Nov 13, 2-3, Berkeley, CA,

Money:Tech 2009, Feb 4-6, New York NY, John O'Brien and Dave Leinweber

Fidelity Investments, Applied Technology Center, Boston, July 8, 2008, "Artificial Intelligence and Intelligence Amplication in Investment Research", D. Leinweber

Research Board, Chicago, "Business Intelligence and Search 2.0", June 18, D. Leinweber

Google NY, May 5 "If you had everything computationally, where would you put it financially? Search 2.0 for Finance", D. Leinweber (Watch Google TechTalk Here)

SIFMA Market Structure Conference, NY; May 9, 2008.

The leading industry conference addressing the new regulatory, business and structural changes transforming the securities markets.

Money:Tech, NY; Feb 7, 2008, "If you had everything computationally, where would you put it, financially?"
David Leinweber
(See presentations)