Last April 30 to May 1, Associate Professor Paul Lajbcygier and Senior Lecturer Huu Nhan Duong from the Monash Business School organised a Financial Markets Workshop at Monash Caulfield Campus, bringing in a number of prominent Australian and international market microstructure researchers as well as high-profile high frequency traders and regulators from the US. The workshop covered several research topics such as “market design and quality”; “high frequency trading”; “volatility and liquidity modelling”; “short selling”; “stock market crashes”; “cryptocurrencies”; and the real effect of financial markets on corporate decisions. The R@CMon team has worked with Paul’s group for several years now, supporting their “big data analysis” workflows on the research cloud. Enabling them to crunch more data, which contributed in several high-impact publications, ARC grant submissions and attainment of a major SEED funding. The international financial workshop event marks the culmination of Paul’s groups accomplishments in high frequency trading research over the years and serves as foundation for future critical mass of research in financial markets. The R@CMon team will continue to support Paul’s group and the Department of Banking and Finance as they work on more high-impact research and in tackling various computational challenges that they may encounter along the journey.