Montreal Traders June Meetup: Trading the Market Micro-Structure

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With the recent bump in market volatility having a good understanding of market structure and order execution is more important than ever.

In this month’s Meetup, we will look into when, why and how you might want to worry about the bid/ask spread, the order book, and all of the related market micro-structure details. How can we trade to minimize the cost of (or even profit from) a significant spread? We will address a wide range of topics such as dark vs lit order books, the advantages and disadvantages of different exchanges, shaving tactics, pairs trading, etc.

As always there will be plenty of time to grab a bite to eat and drink and to learn and socialize with other traders.

Look forward to seeing you on June 26th at this month’s Meetup!

Agenda – Wednesday, June 26 –

• 700-715PM: Meet and Greet
• 715-845PM: Presentation: Trading the Market Micro-Structure
• 900PM: Off-Premises: Moxies Grillades Bar: Open Discussion and Social

Presenter Bio:

Simon Ouellette is a quantitative trader, currently spearheading the AI trading initiative at Pointus Partners. Starting his career as a computer scientist about 15 years ago, he increasingly gravitated towards data science-related roles, culminating in his current position. He also creates content about topics such as stochastic modeling, reinforcement learning, and quantitative trading via his blog at

Montreal Traders June Meetup: Trading the Market Micro-Structure

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