How do trading algorithms manage to act within microseconds? What core signals drive market movements, and how does the structure of exchange data allow traders to predict and respond to them?

The Beta Sigma Club invites you to an in-depth session on market microstructure and the fundamentals of exchange market data, hosted in collaboration with Optiver.

Our guest speaker, Daniel Neeteson, a distinguished Optiver alumnus and former trader, will explain how exchange data is organized and how these building blocks can be used to design basic high-frequency trading strategies.

As always, Beta Sigma Club events combine learning with community. Expect thoughtful conversations, a relaxed atmosphere, drinks, and exclusive Optiver merchandise.

Registration is exclusive to Beta Sigma Club Munich Members.
Optiver may use this information for recruitment purposes. Optiver's privacy policy applies to this processing.

Registration Closed