Posted on July 26, 2012. Filed under: Conference, Event Announcements, Exchanges, Practitioners, Regulations, Strategies, Workshop | Tags: algorithms, An Insider's Look at the New High-Frequency Trading Phenomenon That is Transforming the Investing World, Bankier.pl, Beijing, Bloomberg Hedge Fund Brief, BMF 89.9, BNN Business Day, Business Times, Business Tonight, Caixin, CBN Newswire, CCTV China, Cents & Sensibilities, Channel NewsAsia, Chicago, China, China Financial Publishing House, Chinese Financial News, Citigroup, CNBC, CNBC Cash Flow, CNBC Squawk Box, Columbia Business School, Dalian Commodity Exchange, Dallas Morning News, Dark Pools, DCE, Dubai, Finance.QQ.com, Finance.Sina.com, FIXGlobal Trading, Futures and FX, Futures Daily, GPW Media, Harvard Business School, hexun.com, high frequency trading speaker, high frequency trading workshop, High-Frequency Trading Conference, High-Frequency Trading Expert, High-Frequency Trading Forum, High-Frequency Trading Seminar, High-Frequency Trading Training, High-Frequency Trading World, High-Frequency Trading World’s Capital, HKEx, Ho Chi Minh, Hong Kong, Hong Kong Stock Exchange, How Algorithmic and High Frequency Traders Leverage Profitable Strategies to Find Alpha in Equities, IBM, ifeng.com, iMoney Hong Kong, International Finance News, investment, Investment Management Conference, Jakarta, Kiev, Kuala Lumpur, Leaderonomics, London, McGraw-Hill Inc., McKinsey & Co. consultant, Mexico City, MIT Sloan, Moscow, new york, New York University Adjunct Professor, Options, Oriental Daily News, proprietary trading, quantitative, quants, Sao Paulo, Securities and Exchange Commission, Seoul, Shanghai, Shanghai Futures Exchange, Shanghai Stock Exchange, SHFE, singapore, SSE, The Korea Herald, The Korea Times, The New York Times, The Speed Traders, The Speed Traders Workshop, The Speed Traders Workshop 2012, The Speed Traders Workshop 2012 Hong Kong, The Speed Traders Workshop 2012 Shanghai, The Star, The Wall Street Journal, TheStreet.com, TODAY Online, Tradetech, Valor Econômico, Warsaw, Xinhua, ZCE, Zhengzhou Commodity Exchange |

2012国际高频交易高峰研讨会・上海
The high-frequency trading world’s capital is moving to China this August with Mr. Edgar Perez, author of The Speed Traders, and former McKinsey & Co. consultant and New York University Adjunct Professor, presenting The Speed Traders Workshop 2012: How Algorithmic and High Frequency Traders Leverage Profitable Strategies to Find Alpha in Equities, Options, Futures and FX, in Shanghai and Hong Kong.
Top securities firms and traders from China, Hong Kong and Singapore trading at Zhengzhou Commodity Exchange (ZCE), Shanghai Stock Exchange (SSE), Dalian Commodity Exchange (DCE), Shanghai Futures Exchange (SHFE), Hong Kong Stock Exchange (HKEx), and Singapore Stock Exchange (SGX), are joining these enlightening workshops, which display an agenda full of information and insights, as can be seen through the following sessions:
1. Understanding High Frequency Trading in Equities and other Asset Classes
- The need for speed and sophisticated computer programs in generating, routing, and executing orders
- Co-location and individual data feeds to minimize latency
- Time-frames for establishing and closing highly-liquid positions
- Review of the most important strategies: market making, trend following, value arbitrage and others
2. Key Enablers for High Frequency Trading
- Technological innovation: computing power, complex event processing, and low-latency bandwidth
- Shift to electronic trading and the rise of alternative trading systems
- In-depth look at strategies high frequency traders leverage to find alpha in equities, options, futures and FX
- The profitability of typical high frequency trading strategies and its evolution
3. Global Regulatory Overview: from the U.S. and Europe to China and Brazil
- Regulations in place before the “flash crash”
- Proposed regulatory initiatives after the “flash crash” in the U.S. and Europe, circuit breakers, limit up limit down and consolidated audit trail
- High frequency trading in Asia, from Japan, Singapore and India to Hong Kong and China
- Regulating speed trading to samba beats: Brazil and Mexico
4. The Future of High Frequency Trading
- Enhancing profitability: from equities to FX to cross-asset trading
- High frequency trading in the world: from the U.S. and Europe to China and Brazil
- Adding ammunition to the high frequency trader toolkit, FPGA, GPUs and enhanced technologies
- Turning the tables on high frequency trading: the transparency challenge for the buy-side
Mr. Perez has been interviewed on CNBC Cash Flow, CNBC Squawk Box, BNN Business Day, CCTV China, Bankier.pl, TheStreet.com, Leaderonomics, GPW Media, Channel NewsAsia Business Tonight and Cents & Sensibilities. In addition, Mr. Perez has been featured on Caixin, Futures Daily, Xinhua, CBN Newswire, Chinese Financial News, ifeng.com, International Finance News, hexun.com, Finance.QQ.com, Finance.Sina.com, The Korea Times, The Korea Herald, The Star, BMF 89.9, iMoney Hong Kong, CNBC, Bloomberg Hedge Fund Brief, The Wall Street Journal, The New York Times, Dallas Morning News, Valor Econômico, FIXGlobal Trading, TODAY Online, Oriental Daily News and Business Times.
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Posted on January 24, 2012. Filed under: Exchanges, Flash Crash, Practitioners, Strategies, Technology | Tags: Argentina, Bloomberg, BM&FBOVESPA, Bogota, Brazilian tax break boosts ultra fast traders, Buenos Aires, Caracas, CFA Singapore, Chicago, Chile, China, CIS, CNBC, Colombia, Columbia Business School, Courant Institute of Mathematical Sciences, Dow Jones, Dubai, Edgar Perez, Eurasia, Event Announcements | Tags: 17th Annual Venture Capital & Private Equity Conference, exchanges, Facebook, Financial Crisis, Flash Crash, Global Growth Markets Forum, Harvard Business School, High Frequency Trading Brazil, High Frequency Trading in Brazil, High Frequency Trading in Latin America, High Frequency Trading Review, High Frequency Trading Review Brazil, high frequency trading workshop, high speed traders, high speed trading, High Speed Trading in Brazil, High Speed Trading in Latin America, High-Frequency Trading, High-Frequency Trading Book, High-Frequency Trading Emerges in Brazil, High-Frequency Trading Leaders Forum 2011, High-Frequency Trading Seminar, High-frequency trading’s frontier, Hong Kong, Hong Kong Securities Institute, How Traders Profit With Computers Set at High Speed, Indonesia, Infinium Capital Management, Jakarta, Kiev, Kuala Lumpur, Lima, London, Malaysia, McKinsey, Mexico, Mexico City, Mirage or Miracle, Moscow, Nasdaq, new york, New York University, Oriel Morrison, Peru, Poland, Postcard from Brazil, product evaluation sites, proprietary trading, Russia, Santiago, Sao Paulo, search engines, Securities and Exchanges Comission, Seoul, Shanghai, singapore, social media, social networking, social networks, South Korea, Speed Trader, Speed Traders, Speed Trading, Speed Trading in Brazil, Speed Trading in Latin America, Standard & Poor’s (S&P) E-Mini futures contracts, Strategies, Technical Analysis Society, technology, The Speed Traders, The Speed Traders in Brazil, The Speed Traders in Latin America, The Speed Traders Workshop, The Speed Traders Workshop 2012 Sao Paulo, Thomson Reuters, TradeTech Asia FIXGlobal Face2Face, Tradeworx, Trading on Tweets, Twitter, Twitter and Facebook, UAE, Ukraine, Venezuela, Warsaw |

Edgar Perez, Adjunct Professor at the Polytechnic Institute of New York University
Edgar Perez, Adjunct Professor at the Polytechnic Institute of New York University and presenter at The Speed Traders Workshop 2012 Sao Paulo: How High Frequency Traders Leverage Profitable Strategies to Find Alpha in Equities, Options, Futures and FX, February 8th, BM&FBovespa, was quoted by CNBC.com on the note “Can ‘Trading on Tweets’ Really Make Money?“.
CNBC’s Antonya Allen pointed out that social media websites like Twitter and Facebook have become increasingly important to high frequency traders looking to anticipate market moves before they happen; however, she asked, could they eventually become as significant as traditional business news providers in the world of high speed trading?
Edgar Perez, author of The Speed Traders: An Insider’s Look at the New High-Frequency Trading Phenomenon That Is Transforming the Investing World, said he has not come across a trader who had made money from information supplied on social networking sites. In his book, Edgar Perez follows six high speed traders and examines how ultra fast trading could develop in the future.
“I would be very interested in seeing cases where people actually made money using information from Twitter. Remember there’s a lag there of time and with high frequency trading you want to make sure you connect directly and don’t have any third party providers for information,” Perez explained.
Mr. Perez is widely regarded as the preeminent speaker and networker in the specialized area of high-frequency trading. He has been featured on CNBC Cash Flow (with Oriel Morrison), CNBC Squawk Box (with Geoff Cutmore), BNN Business Day (with Kim Parlee), TheStreet.com (with Gregg Greenberg), Channel NewsAsia Asia Business Tonight and Cents & Sensibilities (with Lin Xue Ling), NHK World, iMoney Hong Kong, Hedge Fund Brief, The Wall Street Journal, The New York Times, Dallas Morning News, Los Angeles Times, TODAY Online, Oriental Daily News and Business Times. He has been engaged as speaker at Harvard Business School’s 17th Annual Venture Capital & Private Equity Conference, High-Frequency Trading Leaders Forum 2011 (New York, Chicago, Hong Kong, Sao Paulo, Singapore), CFA Singapore, Hong Kong Securities Institute, Courant Institute of Mathematical Sciences at New York University (New York), Global Growth Markets Forum (London), Technical Analysis Society (Singapore), TradeTech Asia (Singapore), FIXGlobal Face2Face (Seoul), and 2nd Private Equity Convention Russia, CIS & Eurasia (London), among other global forums.
The Speed Traders Workshop 2012 Sao Paulo will reveal how high-frequency trading players are succeeding in the global markets and driving the development of algorithmic trading at breakneck speeds from the U.S. and Europe to India, Singapore and Brazil. The Speed Traders Workshop 2012 Sao Paulo kicks off a series of presentations in the world’s most important financial centers: Dubai, January 25; Seoul, South Korea, March 28; Kuala Lumpur, Malaysia, April 11; Warsaw, Poland, May 11; Kiev, Ukraine, May 18; Singapore, May 26; Shanghai, China, June 6; Jakarta, Indonesia, June 13; Mexico City, Mexico, July 27; Hong Kong, August 4, and Moscow, Russia, August 10.
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Posted on January 20, 2012. Filed under: Event Announcements, Exchanges, Flash Crash, Practitioners, Strategies, Technology | Tags: 2nd Private Equity Convention Russia, algorithmic trading, Argentina, BM&FBOVESPA, Bogota, Brazilian tax break boosts ultra fast traders, Buenos Aires, Caracas, CFA Singapore, Chicago, Chile, China, CIS, CNBC, Colombia, Columbia Business School, Courant Institute of Mathematical Sciences, Dubai, Edgar Perez, Eurasia, Event Announcements | Tags: 17th Annual Venture Capital & Private Equity Conference, exchanges, Financial Crisis, Flash Crash, Global Growth Markets Forum, Harvard Business School, High Frequency Trading Brazil, High Frequency Trading in Brazil, High Frequency Trading in Latin America, High Frequency Trading Review, High Frequency Trading Review Brazil, high frequency trading workshop, high speed traders, high speed trading, High Speed Trading in Brazil, High Speed Trading in Latin America, High-Frequency Trading, High-Frequency Trading Book, High-Frequency Trading Emerges in Brazil, High-Frequency Trading Leaders Forum 2011, High-Frequency Trading Seminar, High-frequency trading’s frontier, Hong Kong, Hong Kong Securities Institute, How Traders Profit With Computers Set at High Speed, Indonesia, Infinium Capital Management, Jakarta, Kiev, Kuala Lumpur, Lima, London, Malaysia, McKinsey, Mexico, Mexico City, Mirage or Miracle, Moscow, Nasdaq, new york, New York University, Oriel Morrison, Peru, Poland, Postcard from Brazil, proprietary trading, Russia, Santiago, Sao Paulo, Securities and Exchanges Comission, Seoul, Shanghai, singapore, South Korea, Speed Trader, Speed Traders, Speed Trading, Speed Trading in Brazil, Speed Trading in Latin America, Standard & Poor’s (S&P) E-Mini futures contracts, Strategies, Technical Analysis Society, technology, The Speed Traders, The Speed Traders in Brazil, The Speed Traders in Latin America, The Speed Traders Workshop, The Speed Traders Workshop 2012 Sao Paulo, TradeTech Asia FIXGlobal Face2Face, Tradeworx, UAE, Ukraine, Venezuela, Warsaw |

The Speed Traders Workshop 2012 Sao Paulo
Christian Zimmer, Head of Quantitative Trading and Research, and Hellinton Hatsuo Takada, Quantitative Trader, of Itaú Asset Management, compare the term high-frequency trading (HFT) to ‘Cleopatra’– sexy and mysterious and everyone is keen to know more about it. But the term HFT speaks for itself, so is it wasting time to go over it again? Probably not for the attendees to The Speed Traders Workshop 2012 Sao Paulo: How High Frequency Traders Leverage Profitable Strategies to Find Alpha in Equities, Options, Futures and FX, February 8th, BM&FBovespa, to be led by Mr. Edgar Perez, Adjunct Professor at the Polytechnic Institute of New York University.
Zimmer and Hatsuo suggest at FIX GLOBAL TRADING to look at the underlying trading strategies. The incentives an exchange should create to attract flow must be adjusted to the strategies that are really needed. Each strategy deserves a different set of policies and this will help the diversification of the traders’ strategies.
A trader using a market maker strategy can live with exchange fees as long as the bid-ask spread is sufficiently high. If the spread narrows, the costs become crucial and the exchange must lower the fees in order to keep this client in the market. On the other hand, a directional trader has different issues; if the fees are high, a trader must wait longer for a relevant price move so that they can capitalize on their position. Contrary to the market maker, the directional trader loves to see narrow bid-ask spreads. There would be no need to lower fees when the spread is close. The same is true for the statistical arbitrage traders.
When looking at the third party analyses of HFT in the international markets, Zimmer and Hatsuo see that the most common strategy is the market maker approach. This fact is strongly influenced by market fragmentation, which they do not have in Brazil. Fragmentation creates new intermarket trades, which could qualify as arbitrage trades, but not necessarily as market maker trades. Fragmentation also makes exchanges and other venues compete for the customers that provide liquidity and, as a result, give incentives to market makers. As mentioned above, Brazil does not have a fragmented market and BM&FBOVESPA does not see it necessary to ask for more liquidity. At least not as long as international capital flows are strong and increasing. Liquidity is needed in second tier shares and below.
The Speed Traders Workshop 2012 Sao Paulo, led by Edgar Perez, author, The Speed Traders, will reveal how high-frequency trading players are succeeding in the global markets and driving the development of algorithmic trading at breakneck speeds from the U.S. and Europe to India, Singapore and Brazil. The Speed Traders Workshop 2012 Sao Paulo kicks off a series of presentations in the world’s most important financial centers: Dubai, January 25; Seoul, South Korea, March 28; Kuala Lumpur, Malaysia, April 11; Warsaw, Poland, May 11; Kiev, Ukraine, May 18; Singapore, May 26; Shanghai, China, June 6; Jakarta, Indonesia, June 13; Mexico City, Mexico, July 27; Hong Kong, August 4, and Moscow, Russia, August 10.
Mr. Perez is one of the great business networkers and motivators on the lecture circuit; he is available worldwide for the following speaking engagements: Present and Future of High-Frequency Trading, The Real Story behind the “Flash Crash”, Networking for Financial Executives, and Business Networking for Success.
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Posted on January 18, 2012. Filed under: Event Announcements, Exchanges, Financial Crisis, Flash Crash, Strategies, Technology | Tags: 17th Annual Venture Capital & Private Equity Conference, 2nd Private Equity Convention Russia, algorithmic trading, Argentina, BM&FBOVESPA, Bogota, Buenos Aires, Caracas, CFA Singapore, Chicago, Chile, China, CIS, CNBC, Colombia, Columbia Business School, Courant Institute of Mathematical Sciences, Dubai, Edgar Perez, Eurasia, Flash Crash, Global Growth Markets Forum, Harvard Business School, high frequency trading workshop, high speed traders, high speed trading, High-Frequency Trading, High-Frequency Trading Book, High-Frequency Trading Leaders Forum 2011, High-Frequency Trading Seminar, Hong Kong, Hong Kong Securities Institute, How Traders Profit With Computers Set at High Speed, Indonesia, Infinium Capital Management, Jakarta, Kiev, Kuala Lumpur, Lima, London, Malaysia, McKinsey, Mexico, Mexico City, Moscow, Nasdaq, new york, New York University, Oriel Morrison, Peru, Poland, proprietary trading, Russia, Santiago, Sao Paulo, Securities and Exchanges Comission, Seoul, Shanghai, singapore, South Korea, Speed Trader, Speed Traders, Speed Trading, Standard & Poor’s (S&P) E-Mini futures contracts, Technical Analysis Society, The Speed Traders, The Speed Traders Workshop, The Speed Traders Workshop 2012 Sao Paulo, TradeTech Asia FIXGlobal Face2Face, Tradeworx, UAE, Ukraine, Venezuela, Warsaw |

The Speed Traders Workshop 2012 Sao Paulo at BM&FBovespa
Emerging markets are an inviting target for high-frequency traders going forward, proclaims Advanced Trading’s Justin Grant. He contrasted it to a suggestion by Utah Senator Orrin Hatch to institute a tax on high-frequency trading. One of these key markets is Brazil, where Mr. Edgar Perez, Adjunct Professor at the Polytechnic Institute of New York University, will lead The Speed Traders Workshop 2012 Sao Paulo: How High Frequency Traders Leverage Profitable Strategies to Find Alpha in Equities, Options, Futures and FX, February 8th, BM&FBovespa.
Earlier this year, the note continues, India’s Bombay Stock Exchange predicted computer based-trading in its $1.5 trillion stock market will double over the next three years. Meanwhile the Association of South East Asian Nations (ASEAN) is planning to debut the ASEAN Trading Link next year, which would electronically link exchanges in Thailand, Singapore and Malaysia. Vietnam, the Philippines, and Indonesia are also slated to link their exchanges to ASEAN Trading Link in 2012. Liquidity in those markets will undoubtedly surge as they mature, making them an enticing target for high-frequency trading firms.
Brazil probably represents the best opportunity for high-frequency traders over the near term. Earlier this month it lifted a financial transaction tax of its own for foreign investors and the BM&FBovespa has been aggressive in its efforts to boost trading volumes and attract liquidity.
So even as lawmakers in the U.S. and Europe weigh the merits of a Tobin Tax, a world of opportunity awaits high-frequency traders overseas. Perhaps the CBO is wrong in its assessment. The U.S. doesn’t need a tax to diminish its role as the premier market. Seems that’s happening anyway.
The Speed Traders Workshop 2012 Sao Paulo will reveal how high-frequency trading players are succeeding in the global markets and driving the development of algorithmic trading at breakneck speeds from the U.S. and Europe to India, Singapore and Brazil. The Speed Traders Workshop 2012 Sao Paulo kicks off a series of presentations in the world’s most important financial centers: Dubai, January 25; Seoul, South Korea, March 28; Kuala Lumpur, Malaysia, April 11; Warsaw, Poland, May 11; Kiev, Ukraine, May 18; Singapore, May 26; Shanghai, China, June 6; Jakarta, Indonesia, June 13; Mexico City, Mexico, July 27; Hong Kong, August 4, and Moscow, Russia, August 10.
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Posted on January 18, 2012. Filed under: Event Announcements, Exchanges, Flash Crash, Strategies, Technology | Tags: 17th Annual Venture Capital & Private Equity Conference, 2nd Private Equity Convention Russia, algorithmic trading, Argentina, BM&FBOVESPA, Bogota, Buenos Aires, Caracas, CFA Singapore, Chicago, Chile, China, CIS, CNBC, Colombia, Columbia Business School, Courant Institute of Mathematical Sciences, Dubai, Edgar Perez, Eurasia, Flash Crash, Global Growth Markets Forum, Harvard Business School, high frequency trading workshop, high speed traders, high speed trading, High-Frequency Trading, High-Frequency Trading Book, High-Frequency Trading Leaders Forum 2011, High-Frequency Trading Seminar, Hong Kong, Hong Kong Securities Institute, How Traders Profit With Computers Set at High Speed, Indonesia, Infinium Capital Management, Jakarta, Kiev, Kuala Lumpur, Lima, London, Malaysia, McKinsey, Mexico, Mexico City, Moscow, Nasdaq, new york, New York University, Oriel Morrison, Peru, Poland, proprietary trading, Russia, Santiago, Sao Paulo, Securities and Exchanges Comission, Seoul, Shanghai, singapore, South Korea, Speed Trader, Speed Traders, Speed Trading, Standard & Poor’s (S&P) E-Mini futures contracts, Technical Analysis Society, The Speed Traders, The Speed Traders Workshop, The Speed Traders Workshop 2012 Sao Paulo, TradeTech Asia FIXGlobal Face2Face, Tradeworx, UAE, Ukraine, Venezuela, Warsaw |

Edgar Perez, The Speed Traders
Edgar Perez, Adjunct Professor at the Polytechnic Institute of New York University, will provide an Understanding of High Frequency Trading in Equities and other Asset Classes at The Speed Traders Workshop 2012 Sao Paulo: How High Frequency Traders Leverage Profitable Strategies to Find Alpha in Equities, Options, Futures and FX, February 8th, BM&FBovespa. Among other topics, Mr. Perez will discuss:
· The need for speed and sophisticated computer programs in generating, routing, and executing orders
· Co-location and individual data feeds to minimize latency
· Time-frames for establishing and closing highly-liquid positions
· Review of the most important strategies: market making, trend following, value arbitrage and others
The Speed Traders Workshop 2012 Sao Paulo will reveal how high-frequency trading players are succeeding in the global markets and driving the development of algorithmic trading at breakneck speeds from the U.S. and Europe to India, Singapore and Brazil. The Speed Traders Workshop 2012 Sao Paulo kicks off a series of presentations in the world’s most important financial centers: Dubai, January 25; Seoul, South Korea, March 28; Kuala Lumpur, Malaysia, April 11; Warsaw, Poland, May 11; Kiev, Ukraine, May 18; Singapore, May 26; Shanghai, China, June 6; Jakarta, Indonesia, June 13; Mexico City, Mexico, July 27; Hong Kong, August 4, and Moscow, Russia, August 10.
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