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From the Archives: Measuring the 15-Microsecond Dash with Professor Eric “Batch” Budish

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Manage episode 366619460 series 2570074
Content provided by Ronan Ryan, John Ramsay, Ronan Ryan, and John Ramsay. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Ronan Ryan, John Ramsay, Ronan Ryan, and John Ramsay or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://player.fm/legal.

We’re dipping into our archives for this episode of Boxes and Lines and revisiting our episode with Eric “Batch” Budish (nickname bestowed by us), the Paul G. McDermott Professor of Economics and Entrepreneurship at the University of Chicago Booth School of Business, whose groundbreaking paper, “The High Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response” has helped shape exchange design proposals in stock markets and futures markets. Featuring an updated intro from Ronan and JR. Original episode recorded July 28, 2021.

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100 episodes

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Manage episode 366619460 series 2570074
Content provided by Ronan Ryan, John Ramsay, Ronan Ryan, and John Ramsay. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Ronan Ryan, John Ramsay, Ronan Ryan, and John Ramsay or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://player.fm/legal.

We’re dipping into our archives for this episode of Boxes and Lines and revisiting our episode with Eric “Batch” Budish (nickname bestowed by us), the Paul G. McDermott Professor of Economics and Entrepreneurship at the University of Chicago Booth School of Business, whose groundbreaking paper, “The High Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response” has helped shape exchange design proposals in stock markets and futures markets. Featuring an updated intro from Ronan and JR. Original episode recorded July 28, 2021.

  continue reading

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