Cat was featured on the agenda at STAC Summit Sydney at the ASX with a presentation on how to optimise execution with microstructure-aware analytics.
The stock exchange is a dynamic ecosystem shaped by order flow, liquidity provision, and venue-specific mechanics. Her presentation explored how a deeper understanding of market microstructure can reveal actionable insights for traders and quants looking to optimise execution strategies. She demonstrated how granular data can be transformed into metrics that capture behaviour, price impact, momentum, and liquidity shifts and shared practical techniques and technical approaches for building analytics that operate close to the data, reducing latency and enabling faster iteration on trading hypotheses.
