A Weekend with Paul Bilokon: The Secrets of HFT

Please note that this event will take place IN PERSON on Saturday, 1 August, 2026 and Sunday, 2 August, 2026 in London from 9am London time until 5pm London time on each of the two days.

In collaboration with Imperial College!

Full title: A Weekend with Paul Bilokon in London: The Secrets of HFT

Speaker: Paul Bilokon

Training Agenda:

This workshop will go through the technicalities of setting up HFT businesses, constructing HFT strategies, and writing low-latency code.

We will cover:

- The history of HFT
- The HFT business landscape
- The taxonomy of HFT strategies
- The hardware of HFT
- The networking of HFT
- Event-driven programming
- Low-latency programming
- The business aspects of HFT
- Lots of practical examples and exercises

Pre-requisites for workshop:

- Attendance at the talk: https://www.meetup.com/thalesians/events/315719564/
- Ability to program in Python and C++
- A laptop with Python and C++ compilers installed

Venue: Blackett LT2, Blackett Laboratory, Imperial College London, 180 Queen's Gate, South Kensington, London SW7 2BW

Biography: Paul Bilokon is Head of Market Making at MFT Energy, CEO at Thalesians Ltd, and Visiting Professor at Imperial College London. He is also a board member at Thalesians Marine and Turnleaf Analytics.
He has worked at major financial institutions such as Morgan Stanley, Lehman Brothers, Nomura, Citigroup, Deutsche Bank, BNP Paribas, qSpark and many others, focusing on electronic trading, market making, and high-frequency trading. In particular, he was a pioneer of electronic trading in fixed income and credit.
Paul has co-authored (with Matthew Dixon and Igor Halperin) Machine Learning in Finance: From Theory to Practice (2020, Springer), and (with Jack Jacquier, Ewan Mackie, and Aitor Muguruza) An Introduction to Python for Quantitative Finance: From Scratch to Productivity (2026, World Scientific).
He holds MSci and PhD degrees from Imperial College and MSc from the University of Oxford, where he came top of his class. His papers have been published in Journal of Applied Probability, Journal of Financial Data Science, Journal of FinTech, Journal of Parallel and Distributed Computing, Logic in Computer Science, Theoretical Computer Science, and Wilmott.
Paul is an expert developer in kdb+/q, SQL, C++, C#, Java, Python, and is now learning Rust.

Links:

Paul's academic page: https://profiles.imperial.ac.uk/paul.bilokon01