[纽约]中国期货市场交易的挑战与机遇
主题介绍
中国期货交易市场在多个维度都具有鲜明的中国特色，例如市场准入、交易规则、交易所和经纪人的角色、收费结构、参与者要求、价格动态、以及与国际市场的接轨。
CTIA邀请到了经验丰富的行业专家，为大家解读中国特色的期货市场交易。2019年1月25日我们在纽约诚邀您的光临！
活动信息
主办方：华人交易与投资协会（CTIA）
时间：1月25日（周五）：6:00 PM - 9:00 PM
地点：Fashion Garment Room (M Floor), TRYP By Wyndham
345 W 35th St, New York, NY 10001
着装：商务休闲
活动议程
6:00 PM - 6:15 PM: 签到 & 交流
6:15 PM - 6:30 PM: 欢迎致辞
6:30 PM - 7:10 PM: 中美期货交易对比 by 许西桥（Steve Xu）
7:10 PM - 7:20 PM: Q&A
7:20 PM - 7:30 PM: 万得信息 介绍
7:30 PM - 8:10 PM: 中国期货市场高频交易的微观结构特征及实例by龚东赓博士
8:10 PM - 8:20 PM: Q&A
8:20 PM - 8:30 PM: CTIA孵化器简介
8:30 PM - 9:00 PM: 自由交流
赞助商
万得信息技术股份有限公司
http://www.wind.com.cn/NewSite/wft.html
万得信息技术股份有限公司（下称：Wind）是中国大陆领先的金融数据、信息和软件服务企业，总部位于上海陆家嘴金融中心。 在国内市场，Wind的客户包括中国绝大多数的证券公司、基金管理公司、保险公司、银行和投资公司等金融企业；在国际市场，已经被中国证监会批准的合格境外机构投资者（QFII）中的众多机构是Wind的客户。同时国内多数知名的金融学术研究机构和权威的监管机构也是我们的客户，大量中英文媒体、研究报告、学术论文等经常引用Wind提供的数据。
嘉宾介绍
许西桥
许西桥(Steve Xu) 是Hehmeyer Trading and Investment LLC，ScienceVessel Lab LLC以及上海砥拓投资合伙公司的创始合伙人，也是华人交易与投资协会会长。他拥有13年期货交易的经验。 2005年，他作为交易员在Jump Trading开启了职业生涯。 2009年，他以合伙人身份加入了HTG Capital Partners LLC（后来更名为“Hehmeyer Trading and Investment LLC”）并建立了一个高频交易组。 西桥之后成为上海砥拓投资合伙公司的创始合伙人，ScienceVessel Lab LLC交易技术和策略研发系统公司的创始合伙人。西桥同时也是华人交易俱乐部的创始人，俱乐部2016年与华人衍生品协会合并并改名为华人交易与投资协会。
讲座主题
中美期货交易对比
内容简介
围绕主题，许先生将阐述中美期货交易的主要异同。
龚东赓博士
龚博士曾在三家国际银行（法国兴业银行飞马集团，荷兰银行和美国美林银行），两家对冲基金和股票期权交易公司工作, 担任多个领导职位，包括首席量化分析师，第一副总裁，量化资深副总裁，金融工程部总监，自动化做市商部门总监兼量化负责人，对冲基金首席执行官。他撰写了超过89篇关于模型和策略的文件和论文，并且是中国两所财经大学的客座教授和兼职导师。在过去的五年里，他还担任上海MQT投资的董事会主席，负责中国期货的高频交易。
龚博士经验遍及: 1）纯数学研究，包括在芝加哥大学任教和两个著名数学研究所（美国国家数学科学研究所；德国波恩的马克斯普朗克数学研究所）从事的著名诺维科夫猜想; 2）股票分析和投资策略; 3）期货和期权交易系统和风险控制的开发; 4）利率和抵押衍生品以及股票和外汇奇异期权的数学模型和交易策略; 5）期货和股票期权的高频交易。
讲座主题
中国期货市场高频交易的微观结构特征及实例
内容简介
围绕主题，龚博士会首先为大家介绍当前中国期货市场的高频交易情况，然后展开讨论微观结构特征（这些特征对于通过参数或机器学习方法预测期货价格至关重要），还将介绍一些高频交易战略示例。
报名方式
请点击报名链接填写报名信息： Register and Pay Online
费用
CTIA会员 ：$25
非会员 : $35
现场报名： $50
Overview
Chinese futures markets are interesting and unique in many ways such as market access, rules and regulations, role of exchanges and brokers, fee structure, participants, price dynamics, relation to international markets, etc. These unique and important features will be illustrated in details by seasoned industry experts.
Event Details
Organizer：Chinese Trading & Investment Association (CTIA)
Date/Time: 6:00 PM - 9:00 PM, Friday, January 25, 2019
Venue: Fashion Garment Room (M Floor), TRYP By Wyndham
345 W 35th St, New York, NY 10001
Attire: Business casual recommended
Agenda
6:00 PM - 6:15 PM: Registration
6:15 PM - 6:30 PM: Open remarks
6:30 PM - 7:10 PM: Futures Trading in China vs. in the US by Steve Xu
7:10 PM - 7:20 PM: Q&A
7:20 PM - 7:30 PM: Talk by Wind Information
7:30 PM - 8:10 PM: Microstructure Features and Examples of High Frequency Trading in Chinese Futures Markets by Dr. Donggeng Gong
8:10 PM - 8:20 PM: Q&A
8:20 PM - 8:30 PM: Introduction of CTIA Incubator
8:30 PM - 9:00 PM: Networking
Sponsor
Wind Information Co., Ltd.
Headquartered in Shanghai Lujiazui, Wind Information is the leader in China’s financial services industry. We are committed to providing accurate and real-time information as well as sophisticated communication platforms for financial professionals.
Featured Speakers
Steve Xu
Steve Xu, partner of Hehmeyer Trading and Investment LLC, ScienceVessel Lab LLC, Shanghai Dituo Investment LLP and president of the CTIA, has 13 years experience in futures trading. In 2005 he started his career in Jump Trading as a trader. In 2009, he joined HTG Capital Partners LLC (later renamed to “Hehmeyer Trading and Investment LLC”) as a partner and built a HFT desk. In 2015, he founded Shanghai Dituo Investment LLP which provides trading technology solutions to traders, hedge funds and brokerage firms in China. In 2017 he founded ScienceVessel Lab LLC which develops cutting-edge trading technologies. In 2008, he founded the Chinese Trading Club which became the Chinese Trading and Investment Association after merging with the Chinese Derivatives Association in 2016.
Topic
Futures Trading in China vs. in the US
Abstract
In this talk, Mr. Xu will illustrate major similarities and differences in futures trading between China and the US.
Dr. Donggeng Gong
Dr. Gong took various leading positions including chief quantitative analyst, first vice president, senior vice president of modeling, director of financial engineering group, director and head quant of automated market making group, CEO of a cofound hedge fund. He wrote over 89 documents and papers about models and strategies, and he has been a guest professor and adjunct advisor of two Chinese financial universities. He has been also serving as the board chair of Shanghai MQT Investments in the last five years for conducting HF trading of Chinese futures.
Dr. Gong’s experience ranges from 1) pure math research including the famous Novikov conjecture conducted in the University of Chicago and two well-known math research institutes (Math Sci Research Inst., Berkeley, and Max-Planck Math Inst., Bonn); 2) stock analysis and investment strategies; 3) full development of futures and options trading systems and risk controls; 4) math models and trading strategies of interest rate and mortgage derivatives, and exotic equity and FX options; to 5) high frequency trading of futures and equity options, which were carried out in three international banks (Fimat, a subsidiary of Societe Generalle Group, ABN AMRO bank, and Bank of America Merrill Lynch) , two hedge funds, and an equity option trading firm.
Topic:
Microstructure Features and Examples of High Frequency Trading in Chinese Futures Markets
Abstract:
We first describe current HF trading situation of Chinese futures markets, and then mainly discuss microstructure features which are crucial for predicting futures prices by parametric or machine learning methods. Some HF strategy examples will be presented as well.
Online Registration
Registration: Register and Pay(please click the link below): Register and Pay Online
Participants: Open to CTIA members, Student and the General public are welcome.
Fee:
CTIA Member： $25
Non-member : $35
Walk-in: $50