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
Xiang Ran Hui
57 Xin Dian Road
Pudong, Shanghai, China
Attire: Business casual recommended
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
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.
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.
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