The main event in Market Microstructure (with academics and practitioners) is the biennial “Market Microstructure: confronting many viewpoints” ; Marcos Carreira has blog posts about the 2014 conference and the 2016 conference (Part 1 and Part 2). Links for the programs of past events since 2010 can be found on the event’s website.
An important and influential event, the QuantMinds International (formerly known as Global Derivatives Trading and Risk Management) conference attracts both academics and practitioners. Mathieu Rosenbaum and Marcos Carreira have presented there.
Upcoming events:
University of Iceland – September 5th 2019 to September 6th 2019
Past events:
Paris – December 5th 2018 to December 7th 2018
École Polytechnique – Palaiseau – Monday, June 11, 2018
27-31 August, Ecole Polytechnique and ENSAE.
Application deadline: April 30th.