Frontier Discussion and Comparison of Quantitative Trading in China-US futures market
Organizer：Chinese Trading & Investment Association (CTIA)，Yong An FUTURES CO., LTD., Shanghai Xiang Ran Hui
Date/Time: 15:30 PM - 18:15 PM, Friday, July 26, 2019
Venue:
Xiang Ran Hui
57 Xin Dian Road
Pudong, Shanghai, China
Attire: Business casual recommended
Agenda
15:00~15:30 Registration
15:30~16:30 Comparison of China and US Futures Trading
16:30~16:45 Coffee Break
16:45~17:45 Market Microstructure factors-based strategy in China Futures Markets
17:45~18:00 Introduction to NovStar Incubator Platform
18:00 – 18:15 Q&A
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.
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.
Organizers
Chinese Trading & Investment Association （“CTIA”） is a non-profit, non-political professional financial organization dedicated to Chinese professionals in the trading and investment business around the world. CTIA's main goals are to facilitate professionalism among its members, enhance their career development and promote growth of China's financial markets.
永安期货创办于1992年9月，是一家国有控股的专业期货公司，注册资本人民币13.1亿元，并于2015年10月28日在新三板挂牌上市，证券代码833840。公司实际控制人为浙江省财政厅，持有公司股权主要股东有：财通证券股份有限公司、浙江省产业基金有限公司、浙江东方金融控股集团、浙江省经济建设投资有限公司、浙江省协作大厦有限公司。业务范围：商品期货经纪、金融期货经纪、期货投资咨询、资产管理、基金销售；公司积极创新拓展混业经营、风险管理、财富管理、互联网化、全球配置五大业务领域，致力于成为国际一流的衍生品综合服务商。
Online Registration
Registration: Register Online