High-Frequency Trading Experts Workshop 2011,Practical Implementation of High-Frequency Trading Strategies - Mumbai, India

High-Frequency Trading Experts Workshop 2011,Practical Implementation of High-Frequency Trading Strategies - Mumbai, India

 

  • General Registration

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    INR 171700
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  • General Registration (3 or 4 Delegates)

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    INR 152600
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  • General Registration (5 or More Delegates)

    Sale Date Ended

    INR 135900
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About The Event

High-Frequency Trading has changed the electronic trading landscape for all participants in the market, exhibiting extraordinary interest and growth. What has been made publicly  available however, is only a limited subset of what others have been doing for years and a limited insight into what is actually possible


Delegates attending this course will:

  • Learn how to classify high-frequency trading by strategy and algorithm
  • Understand requirements to design and develop sophisticated high-frequency trading platforms
  • Have a hands-on understanding of high-frequency trading in practice
  • Exploit market microstructure with high-frequency trading
  • Leverage alternative and new high-frequency strategies, including arbitrage, news and social networking based

High-Frequency Trading Experts Workshop 2011

The course will be extremely helpful for all delegates who are working in finance and investments, from Financial Institutions, Investment Banks, Hedge Funds, Pension Funds, Broker Dealers, Consultancy Groups, Prime Brokers, Solution Providers and Exchanges, who wish to gain a thorough understanding and practical knowledge of high-frequency trading:

  • Automated Trading / Market Makers / Retail Products Trading
  • Data Monitoring / Analysis
  • Electronic Execution / DMA Analysts
  • Equity / Fixed Income / Currencies /  Derivatives Trading
  • Hedge fund Investors / Traders / Managers
  • High-Frequency / Algorithmic / Proprietary / Arbitrage Trading
  • Operations / IT / Infrastructure Managers
  • Portfolio Trading / Management / Strategy
  • Portfolio / Basket / Block / Dark Pools Trading
  • Quantitative Analysis/Strategy
  • Risk Management / Analysis / Control
  • Structured Products Hedging / Distribution

    Speaker : 

 

 

Peter Van Kleef is Chief Executive Officer, Lakeview Arbitrage and Partner, Lakeview Capital Market Services. Priorly, Mr. Van Kleef managed significant hedge fund type investment portfolios and quantitative trading departments for, among others, Cooper Neff, Salomon Brothers, HypoVereinsbank and Credit Lyonnais. He has over 15 years of experience in the development and running of sophisticated automated trading operations 
Mr. Van Kleef holds an MBA degree from the Owen Graduate School at Vanderbilt University, Nashville, USA. He is a frequent speaker on complex arbitrage strategies with a focus on volatility arbitrage and high frequency algorithmic trading. He is also a well known consultant to the investment community with regards to trading, risk management, operational and strategic issues

 

Course Program day 1


0830 - 0900 Registration and continental breakfast

0900 - 1030 HISTORY AND RECENT DEVELOPMENTS

  • Evolution of high-frequency trading
  • Scope of high-frequency trading today
  • Current and future changes in the marketplace
  • Regulatory and infrastructure aspects

1030 - 1100 Morning break

1100 - 1230 HIGH-FREQUENCY TRADING PLATFORM DEVELOPMENT

  • Core system requirements and competencies
  • Off-the-shelf vs. in-house-built choices
  • Public vs. private APIs and protocols
  • Life cycle management from prototype to profitable system
  • Navigating the tradeoff between time to market and flexibility/performance
  • Management and security issues

1230 - 1330 Lunch

1330 - 1500 HIGH-FREQUENCY STRATEGY CLASSIFICATIONS

  • Regulatory driven
  • Operational efficiency and demand driven
  • Quantitative information processing advantage driven
  • Qualitative information processing advantage driven
  • Relative value and arbitrage strategies

1500 - 1530 Afternoon break

1530 - 1700 HIGH-FREQUENCY ALGORITHM CLASSIFICATIONS

  • Low frequency vs. high frequency vs. ultra high frequency
  • Speed critical vs. intelligence critical
  • Static vs. dynamic strategies
  • Repetitive vs. adaptive/evolutionary
  • Informative vs. active


Course Program day 2

0830 - 0900 Registration and continental breakfast

0900 - 1030 SYSTEM DESIGN IN PRACTICE

  • Possible set-up for rapid deployment
  • Safety concerns and testing
  • Interface specification and design
  • Component and other architectures
  • Off-the-shelf and custom made algorithms with possible integration at both

1030 - 1100 Morning break

1100 - 1230 BUILDING PROFITABLE SYSTEMS

  • Management of the investment systems
  • Continuous system improvement
  • Process control and risk attributes

1230 - 1330 Lunch

1330 - 1500 HIGH-FREQUENCY TRADING IN PRACTICE

  • Proprietary trading
  • Market making and flow trading
  • Portfolio and structured products management
  • DMA, customer trading and advanced order types
  • Investment management and hedge funds
  • Product creation and distribution

1500 - 1530 Afternoon break

1530 - 1700EXPLOITING MARKET MICROSTRUCTURE WITH HIGH-FREQUENCY TRADING

  • The order book and the information it holds
  • Human brain/nature vs. creative algorithm
  • Hiding your tracks vs. showing your hands in algorithmic trading
  • Using perception and deception


     Sponsored By:

UltraHighFrequencyTrading.com

 

 

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