Liam Welsh: Intro to Optimal Execution

Welcome to our casual research seminar organized in the Department of Statistical Sciences at the University of Toronto. Our aim is to explore the diverse research conducted by our faculty, students, and postdocs. Talks usually last 30 to 45 minutes, followed by discussions. We cover current research, overviews of emerging topics, and more. Some pizza and soda will be offered before the seminar around 12:20pm.

On October 7, join Liam Welsh for a talk on Intro to Optimal Execution. The seminar will discuss a broad and approachable introduction to limit-order books and trade execution in financial markets, based off this paper.

Seminar organizers: Christopher Blier-Wong & Biprateep Dey & Dehan Kong & Kathleen Miao & Chao Wang.