Order-Flow Modelling for Liquidity and Quoting in Event Time
Mr. Aditya Nittur Anantha
Presenter
Mr. Aditya Nittur Anantha
PhD Research Scholar
Department of Management Studies, IISc
Date
25 May 2026
11:30
Venue
Online (MS Teams)
Research Supervisor
Prof. Shashi Jain, Associate Professor, Dept. of Management Studies, IISc
Abstract
This thesis investigates topics in high-frequency trading. Models and methods are presented for order flow dynamics, liquidity measurement, and quoting policy through the lens of modern market microstructure. The thesis develops event-driven models and frameworks that improve both the measurement of liquidity and the design of quoting policy suited to high-frequency markets..
About the Presenter
PhD research scholar working on Quantitative Finance · Algoquant.
Additional Information
Conducted online via MS Teams. All are welcome to attend.
Online open oral presentation on Order-Flow Modelling for Liquidity and Quoting in Event Time.
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