ICR240: Irene Aldridge, Flash Crashes & High Frequency Trading

Hello and welcome to Informed Choice Radio. My guest for this episode is Irene Aldridge, author of the new book Real-Time Risk: What Investors Should Know About Fintech, High-Frequency Trading, and Flash Crashes.

Irene is managing director and quantitative portfolio manager at ABLE Alpha Trading and president of ABLE Markets.

She's a frequent speaker at top industry events and a contributor to academic, practitioner, and mainstream media publications, including the Journal of Trading, Futures magazine, Reuters HedgeWorld, Advanced Trading, FX Week, Dealing With Technology, and Huffington Post.

Real-Time Risk is the first book to show regular, institutional, and quantitative investors how to navigate intraday threats and stay on-course.

The FinTech revolution has brought massive changes to the way investing is done. Trading happens in microsecond time frames, and while risks are emerging faster and in greater volume than ever before, traditional risk management approaches are too slow to be relevant.

The book describes market microstructure and modern risks, and presents a new way of thinking about risk management in today's high-speed world.

The discussion dissects FinTech innovation to highlight the ongoing disruption, and to establish a toolkit of approaches for analyzing flash crashes, aggressive high frequency trading, and other specific aspects of the market.

Please take a moment to say thank you to Irene on Twitter, and let her know you heard her right here on Informed Choice Radio. You can find Irene on Twitter @irenealdridge. Mention me too, @martinbamford. You can find the show notes for this episode at icradio.co.uk/flashcrash. There's useful links and you can also download the full episode transcript. That's all at icradio.co.uk/flashcrash. Here's my conversation with Irene Aldridge, in episode 240 of Informed Choice Radio.