Videos & Conference Talks
Presentations on latency, HFT, and market microstructure.
Academic Talks
Eric Budish: The High-Frequency Trading Arms Race
Chicago Booth, 2015
The paper that changed how economists think about latency competition. Explains why speed races are wasteful and proposes frequent batch auctions.
Key insight: Competition for queue priority creates negative-sum game
Maureen O’Hara: Market Microstructure in Practice
Various conferences
Overview of how market structure affects price discovery and liquidity.
Industry Conferences
Trading Show Chicago
Annual conference with talks on trading infrastructure and latency.
QuantMinds
Quantitative finance conference including market microstructure sessions.
Technical Deep Dives
Building Low-Latency Systems
Various talks on system design, kernel bypass, FPGA trading, etc.
Crypto/DeFi
Flashbots: MEV and Latency in DeFi
Research on maximal extractable value and transaction ordering.
Paradigm Research: Market Microstructure in DeFi
Applying traditional market structure concepts to crypto.
To Add:
- CME Group technology presentations
- Nasdaq market tech talks
- Conference presentations from major quant conferences
- University lecture series on market microstructure
Suggest additions via [contact method].