Mastering Market Microstructure: Advanced Analytics for Algorithmic Trading and Best Execution

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Mastering Market Microstructure: Advanced Analytics for Algorithmic Trading and Best Execution

Join Jianwen Luo and Maria Belianina from OneTick at our New York Society Meeting. This event will be a fantastic opportunity to meet and network with other quant finance professionals in New York.

Jianwen Luo, 1 more
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Thu 13 Nov 2025
23:00 - 01:30 GMT
New York, USA

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Event description

This session will delve into the critical role of granular market data and advanced analytical techniques for optimizing algorithmic trading strategies and ensuring best execution. It will touch upon the relevance of these concepts in traditional and emerging markets.

Speakers

Jianwen Luo

Jianwen joined OneTick in 2013, and supports presales and professional service activities for company customers.

Jianwen co-developed the initial OneTick HFT surveillance solution and wrote the initial spoofing algorithm in C++. He also supported and expanded the flextrader TCA solution; wrote initial PCAP decoder and different collectors of several data feeds in C++; and wrote python code and otq to generate data for CME option liquidity comparison dashboard. Finally, Jianwen is experienced in calculating real time ETF implied correlations from option data.

Prior to his work at OneMarketData, Jianwen served as a Senior Quant System Analyst at AllianceBernstein, and as AVP Quant Analytics at Barclays Capital. Jianwen holds a Masters of Science in Finance from Illinois Institute of Technology and a Masters of Engineering in Computer Science from Zhejiang University.

Dr. Maria Belianina

Maria Belianina joined OneMarketData in 2009 and is responsible for Global Pre-Sales Engineering and Professional Services.

Maria brings over fifteen years of financial technology and client service experience and is an expert on data management technologies and market data processing, data analysis, visualization and reporting.

Prior to joining OneMarketData Maria led various large scale Financial Technology projects for Deloitte & Touche Capital Markets as a Senior Manager. The projects included Google Treasury technology, NYSE Regulatory reporting and many more. Prior to that Maria designed and implemented multiple information delivery and data analysis projects for Goldman Sachs, Zurich Financial Services and other financial firms.

Prior to joining the financial industry Maria held an Assistant Professor position teaching Computer Science and Mathematics Undergraduate and Graduate courses. Maria holds Ph.D. in Mathematics from CUNY Graduate Center, New York NY.