Cutler Group, LP Info Session (In-person)
Speakers: Jon Hill - CEO and Nils Gura heads the low-latency hardware group
Date: October 4, 2021
Time: 6:3pm - 7:30pm
Location: Allen Building, room 101x
Ike's Sandwiches will be served!
Please RSVP in Handshake and be prepared to have Stanford ID card swiped and show Green health badge
Abstract of the talk:
Speed and Scale – Unique Engineering Challenges in Options Trading
Quantitative trading presents an intellectual challenge across a wide range of disciplines - from economics and game theory, to advanced statistics, and to ultra-low-latency computer engineering. When trading options and derivatives, all of these challenges must be met efficiently and concurrently across hundreds of thousands of markets. This introduces a problem of scale into a high-speed competition, and presents unique engineering challenges that cross the intersection of systems development, parallel computing, and custom hardware development. In this talk we'll survey some of these challenges from the point of view of a market-maker trading equity options. We'll also give a high-level introduction to the market making industry - what it means on an economic and theoretical level, and how we can make an impact as engineers.
Jon Hill is a Stanford alumnus and the CEO of Cutler Group, LP. He has over 15 years of experience in quantitative trading and low-latency software development, having worked on the build-out of a large scale trading system. Jon enjoys exploring the intersection of finance and technology, and tackling challenges with a team of engineers who share a competitive drive.
Nils Gura heads the low-latency hardware group at Cutler Group, LP. His career spans 20 years of R&D in advanced network and cryptographic hardware at research labs including Sun Microsystems and Oracle where he authored numerous papers and patents. Nils also worked on several startup projects and enjoys bringing the agility and innovation from this experience to the trading space.
He holds an MS CS from theUniversity of Ulm, Germany.