New Trading Places

The Transformation Of Modern Financial Markets

Financial markets have undergone transformational changes induced by the declining costs of technology and regulatory evolution over the past two decades. For example, leading to the proliferation of trading venues (i.e., new electronic alternatives to traditional stock exchanges or securities exchanges) and a rise in algorithmic trading in Europe. This course provides an advanced level microstructure analysis of modern financial markets.

Start Date

August 3rd, 2021

Duration

8 Hours

Cost

1 credit

Language

English

How well financial markets perform their key functions allowing us to direct resources to their best uses within the global economy, affects every individual’s financial well-being. Job growth, incomes and our standard of living depend on corporate investment, the financing of which in turn depends on well-functioning financial markets. 

Gbenga Ibikunle, Faculty

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Key Takeaways

Develop

a sense of the nature of modern financial markets and how prices are formed within them.

Gain

critical understanding of  tech and policy in the evolution of financial market microstructure.

Assess

specific financial market policies and their impact on named financial markets.

Grow

an in-depth appreciation for the role of financial markets within the global economy.

This course is right for you if…

You have a vested interest in the nature of global financial market trends. This programme is relevant to participants across industries and academic backgrounds. 

More Information

This course consists of four two-hour sessions taking place on: 

  • August 3rd, 17:00 - 19:00 CEST

  • August 5th, 17:00 - 19:00 CEST

  • August 10th, 17:00 - 19:00 CEST

  • August 12th, 17:00 - 19:00 CEST

Applications are open until July 20th, 2021.

To follow this course, you should have an introductory understanding of how trading occurs in financial markets and a working knowledge of basic statistical/econometric methods (e.g. measures of central tendency, statistical distributions and the classical linear regression model).

Gbenga Ibikunle

Gbenga is a Professor of Finance at The University of Edinburgh, the Director for Industry, Economy and Society at the Edinburgh Futures Institute, the Deputy Scientific Director at the Fondazione European Capital Markets Cooperative Research Centre in Pescara and a Research Fellow at Australia’s Rozetta Institute.

 

His work on the microstructure of high-tech financial markets has been of much interest to both practitioners and policy makers, leading to regular speaking engagements and collaborations with financial services organisations and market regulators, including the UK’s Financial Conduct Authority. Gbenga’s research has been covered by The Economist, Financial Times and Forbes Global.

 

For further enquiries, contact Gbenga at gbenga.ibikunle@ed.ac.uk.

Note that this course will take place once a minimum of 8 participants is reached.

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