University of Pittsburgh Department of Mathematics     

Minisymposium on High Frequency Trading

March 25-26th, 2017


  • The Minisymposium on High Frequency Trading will be held on March, 25-26, 2017 at University of Pittsburgh, PA, USA. In this two-day event, academic scholars and industry pofessionals will share their latest research and practical experience on high frequency trading, limited order book, microstructure and related fields.


  • Agostino Capponi (Columbia University)
  • Dobrislav Dobrev (Federal Reserve)
  • Sebastian Jaimungal (University of Toronto)
  • Dmitry Kramkov (CMU)
  • Kevin Li (Tower research Capital, New York)
  • Ciamac Moallemi (Columbia University)
  • Sergey Nadtochiy (University of Michigan)
  • Steven Shreve (CMU)
  • Sasha Stoikov (Cornell University)
  • Steve Xu (Hehmeyer LLC, Chicago)

Schedule and Programs:


  • There is no registration fee but all attendees must register prior to the event via this online form.

Local information


With questions, please contact LaVerne Kapucensko,, 412-624-8361

Organized by John Chadam ( and Song Yao (

Supported by the Department of Mathematics and the Mathematics Research Center (MRC) of the University of Pittsburgh.