How are trading algorithms designed to operate in microseconds? What fundamental signals shape market movements — and how does the structure of exchange data enable traders to anticipate and react to those changes? In our continued journey through the world of quantitative finance, the Beta Sigma Club invites you to an in-depth session on market microstructure and the building blocks of exchange market data, hosted in collaboration with Optiver. Our guest speaker, Daniel Neeteson, a distinguished Optiver alumnus and former trader, will explore how exchange data is structured and how these foundations can be used to design elementary high-frequency trading strategies.

As always, a Beta Sigma Club event is not only about learning but also about connecting with sharp minds in a relaxed environment. Expect great discussions and a welcoming atmosphere. Drinks and exclusive Optiver merch are on us.

Application deadline 23:59 15.11.2025

Optiver may use this information for recruitment purposes. Optiver's privacy policy applies to this processing.