Chinese Trading And Investment Association

On Building a Close-to-Reality Trading Simulator for China Markets

October 19th (Thursday), 4:30 PM – 7:00 PM

Orange Blue Room

Illini Center

University of Illinois at Urbana-Champaign

200 S. Wacker Drive, 19th Floor | MC-200

Chicago, Illinois 60606 


Wealth in China has grown in a fast and steady pace in recently years. Non-real estate wealth management, especially quantitative investment, has drawn lots of attention lately.  

To trade in China, what are the Challenges and Opportunities? And for building a reliable strategy and have a better investment capacity estimation, how we can build up a reliable simulation system for China Market, and how we can apply these considerations into our quantitative investment processes? 

We are honored to have one of the Chinese top quantitative firms, MY Capital LLC. (茂源资本) to come to Chicago to share with us. The event will focus on the latest updates on the China's quantitative markets and quant / trader opportunities in MY Capital. 

MY Capital LLC., headquartered in Shenzhen, was established in 2007. The company was founded by a few trading experts in China and global market, it specializes in high frequency and quantitative trading.


4:30 PM - 5:15 PM    Sign-in & Networking

5:15 PM - 6.00 PM    On Building a Close-to-Reality Trading Simulator for China Markets by HongSong Chou 

6:00 PM - 6.45 PM    Trading China Market from Chicago - Challenges and Opportunities by Wen Dou

6:45 PM - 7:00 PM    Q&A

Featured Speaker

Mr. HongSong Chou

Director of Dept. of Research and Trading Platform / Partner of MY Capital

Adjunct professor at University of Chicago / HKUST

Mr. HongSong Chou is currently director of Department of Research and Trading Platform in MY Capital LLC., former Managing Director of Citic Securities and Deputy General Manager of Citics ITAQS. He also taught at the financial mathematics programs of the University of Chicago, and Hong Kong University of Science and Technology. Dr. Chou is an expert in global market microstructure, and has conducted research in liquid instrument trading signal analysis, microstructure price formation process, and algorithmic trading strategies across different global markets. Dr. Chou was the head of Equity Quantitative Analytics and Algorithms at Nomura International and Lehman Brothers, and holds a Ph.D. in Astrophysics from Harvard University.

Topic: On Building a Close-to-Reality Trading Simulator for China Markets

Abstract: Trading simulations are critical to both meaningful strategy back-testing/paper-trading and practical investment capacity estimation. We will cover a few key success factors in building a close-to-reality trading simulator; we will also discuss recent advances in market microstructure research in a global context that can help further our understanding of trading processes and how to simulate it. With experiences in trading the China liquid product markets and recent research in market microstructure on Chinese markets, we will discuss how we apply such considerations in quantitative investment processes to trading at both high-frequency signals and medium-to-low-frequency strategies in the China markets in recent years.

Mr. Wen Dou

Senior Manager of MY Capital, MBA, FRM

Wen Dou is a senior manager of MY Capital, focusing on building world class level trading strategies and platform, and improve research/trading efficiency. He earned his MBA in the University of Chicago, Booth School of Business, and has close to 10 years quantitative trading experience in US/China market. 

Topic: Trading China Market from Chicago - Challenges and Opportunities ( 从芝加哥交易中国市场 - 挑战与机遇 )

Abstract: With advancement in technology, talents returning back to China and growing public recognition, Quantitative Trading has grown very fast in China. But trading China Market abroad will face lots of challenges, such as asymmetric information, capital, connectivity, etc. This presentation will share our experience in MY Capital, and provide a solution to oversea quants/traders to trade China Market more efficiently.

Online Registration

Registration:  Register and Pay Online

Participants:  Open to CTIA members, Student and the General public are welcome.

Location of 10/19 Event: 

   Orange Blue Room

   200 S. Wacker Drive, 19th Floor | MC-200

   Chicago, Illinois 60606 

Attire:  Business casual recommended.

Food/drinks:  Food and drink will be provided.


  Participation of Single Event:

      Free for CTIA Chicago members!!!

      $20 for non-members 

To attend the event, please register online (Coming Soon) to help us properly prepare. Or pay by cash when come to event.  

Thank you and hope to see you in the event!


协会欢迎从事金融交易和投资领域工作的职业人士的加入。也非常期待和其他同业协会、 公司、交易所以及相关监管部门进行各种形式的合作和交流。

 登 陆   注 册