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.
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].