High-Frequency Trading World’s Capital Moving to China with The Speed Traders Workshop 2012 Shanghai and Hong Kong

Posted on July 26, 2012. Filed under: Conference, Event Announcements, Exchanges, Practitioners, Regulations, Strategies, Workshop | Tags: , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , |

2012国际高频交易高峰研讨会・上海 - The Speed Traders Workshop 2012 Shanghai, China: How High Frequency Traders Leverage Profitable Strategies to Find Alpha in Equities, Options, Futures and FX, with author Mr. Edgar Perez

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.comThe 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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Market Expert Speak: High-Frequency Trading Should be Regulated, Not Stopped

Posted on August 30, 2011. Filed under: Exchanges, Financial Crisis, Flash Crash, Practitioners | Tags: , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , |

The Speed Traders Workshop 2011: The Present and Future of High-Frequency Trading

The Speed Traders Workshop 2011

High-frequency trading should continue to be regulated and not stopped, indicated Edgar Perez, The Speed Traders Workshop 2011: The Present and Future of High-Frequency Trading (http://www.thespeedtradersworkshop.com), on an interview with Hong Kong’s Oriental Daily News, for its column Market Expert Speak (http://orientaldaily.on.cc/cnt/finance/20110830/00275_001.html). Perez, author of The Speed Traders, An Insider’s Look at the New High-Frequency Trading Phenomenon That is Transforming the Investing World (http://www.thespeedtraders.com), noted that high-frequency trading in particular is a development that was born out of the evolution of the regulatory environment, certainly facilitated by technology; therefore, it would be against its roots to oppose regulation per se.

As Ben van Vliet, Adjunct Professor at the Illinois Institute of Technology, says in The Speed Traders, “We all want to race fast but safe. It doesn’t do any good if someone crashes into the innocent crowd and kills people. There are external people that may be affected when things crash. What we want the government to do is to create a safe track for us to race fast.” Perez noted that regulators in the U.S. have adopted circuit breakers in May 2010 for 404 NYSE listed S&P 500 stocks and widened in September for Russell 1000 stocks to halt or slow down trades of a particular stock if the price moves 10% or more in a five-minute period; lately, they have proposed limit up, limit down rules, which would require that trades in all listed stocks be executed within a range tied to the recent prices for that security and impose a five-minute pause if trading is unable to occur within the price band for more than 15 seconds; those are measures that fall into the category of improvements to the race tracks for high-frequency trading. Additionally, they are implementing a consolidated audit trail that would help the SEC track information about trading orders so it can better understand the fast-paced markets. Ultimately, a flexible regulatory environment that can incorporate input from participants will be the optimal setting for the development of the industry.

Market Expert Speak: High-Frequency Trading Should be Regulated, Not Stopped

High-Frequency Trading Should be Regulated, Not Stopped

The Speed Traders Workshop 2011, led by Edgar Perez, 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. Highlights of The Speed Traders Workshop 2011 include:

  • The first and most comprehensive initiation to the world of high-frequency trading
  • Study materials provided by Edgar Perez, the author of the latest book on the subject of speed trading, and a well-known presenter in America, Europe and Asia
  • Latest update on high-frequency trading in the world and current regulatory initiatives
  • Techniques to detect high-frequency trading in the markets
  • Key enablers of high-frequency trading in the U.S., Europe and Asia
  • Proposed regulatory initiatives after the “flash crash”
  • Up-to-date review of the future of high-frequency trading

The Speed Traders, published by McGraw-Hill Inc., is the most comprehensive, revealing work available on the most important development in trading in generations. High-frequency trading will no doubt play an ever larger role as computer technology advances and the global exchanges embrace fast electronic access. The Speed Traders explains everything there is to know about how today’s high-frequency traders make millions—one cent at a time. In this new title, The Speed Traders, Mr. Perez opens the door to the secretive world of high-frequency trading. Inside, prominent figures drop their guard and speak with unprecedented candidness about their trade. For more about The Speed Traders, readers can visit its Facebook and Twitter pages, as well as the most popular online retailers, including Amazon, Barnes & Noble and Borders, among others.

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