Quant Insider

ABOUT THE SPEAKER

Dr. Bilokon has been honored with the title of "Quant of the Year", recognizing his innovations, thought leadership, and significant contributions to quantitative finance. He holds a PhD from Oxford and Imperial College London and is a Visiting Professor at Imperial College.

Dr. Paul Bilokon has held senior roles in leading financial institutions, contributing to quantitative research, algorithmic trading, and risk management.

• Deutsche Bank – Worked as a Quantitative Researcher, focusing on derivatives pricing models and risk analytics.
• Citi – Led efforts in algorithmic trading and electronic market-making, optimizing execution strategies and market microstructure analysis.
• Nomura – Played a key role in developing systematic trading strategies, leveraging machine learning and statistical arbitrage.
• Thalesians Ltd. – Co-founded the firm, promoting cutting-edge research in quantitative finance, AI, and trading strategies.

His expertise in C++, Python, and KDB/Q has made him a key figure in high-frequency trading and low-latency programming, shaping modern quantitative finance and trading technology.

Webinar Agenda: Low-Latency Programming & HFT

1. Introduction – Importance of speed in financial markets.
2. Microsecond in HFT – Real-world examples & significance.
3. Colocation & Market Infrastructure – Role of colocation & regulations.
4. Kernel Bypass – Overcoming Linux kernel limitations.
5. Branch Prediction – Optimizing CPU performance for low latency.
6. CRTP in C++ – Improving execution speed with template patterns.
7. Benchmarking & Performance – Measuring & optimizing trading systems.
8. Cache Warming – Reducing latency using CPU cache techniques.
9. Multithreading – Efficient parallel processing for HFT.
10. The Disruptor – Lock-free programming for ultra-low latency.
11. Conclusion & Q&A – Key takeaways and audience questions.

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