Edgar
Perez, Author, The Speed Traders, Speaker at The Speed Traders
Workshop 2012 Shanghai (August 1) and Hong Kong (August 4): How
Algorithmic and High Frequency Traders Leverage Profitable Strategies
to Find Alpha in Equities, Options, Futures and FX (Hong Kong, Sao
Paulo, Seoul, Kuala Lumpur, Warsaw, Kiev, New York, Singapore,
Beijing, Shanghai, Jakarta, London, Mexico City, Moscow, Ho Chi Minh,
New York, Dubai and Chicago).
New
York City, NY, USA (July 26, 2012) -- The high-frequency trading
world’s capital is moving to China this August with Mr. Edgar
Perez, author of The
Speed Traders, and former McKinsey & Co.
consultant and New York University Adjunct Professor, presenting The
Speed Traders Workshop 2012: How Algorithmic and High Frequency
Traders Leverage Profitable Strategies to Find Alpha in Equities,
Options, Futures and FX (http://www.TheSpeedTradersWorkshop.com),
in Shanghai
and Hong Kong.
As
Mr. Perez will cover, high-frequency trading is the use of
sophisticated technological tools to trade securities like stocks or
options, and is typically characterized by several distinguishing
features:
-
Highly quantitative, employing computerized algorithms to analyze
incoming market data and implement proprietary trading strategies.
-
Investment positions are held only for very brief periods of time,
from seconds to hours, and rapidly traded into and out, sometimes
thousands or tens of thousands of times a day.
-
No net investment position at the end of a trading day.
-
Mostly employed by proprietary firms or proprietary trading desks in
hedge funds and banks.
-
Very sensitive to the processing speed of markets and of their own
access to the market.
Top
securities firms and traders from China, Hong Kong and Singapore
trading at Zhengzhou Commodity Exchange (ZCE), Shanghai Stock
Exchange (SSE), Dalian Commodity Exchange (DCE), Shanghai Futures
Exchange (SHFE), Hong Kong Stock Exchange (HKEx), and Singapore Stock
Exchange (SGX), are joining these enlightening workshops, which
display an agenda full of information and insights, as can be seen
through the following sessions:
1.
Understanding High Frequency Trading in Equities and other Asset
Classes
-
The need for speed and sophisticated computer programs in generating,
routing, and executing orders
-
Co-location and individual data feeds to minimize latency
-
Time-frames for establishing and closing highly-liquid positions
-
Review of the most important strategies: market making, trend
following, value arbitrage and others
2.
Key Enablers for High Frequency Trading
-
Technological innovation: computing power, complex event processing,
and low-latency bandwidth
-
Shift to electronic trading and the rise of alternative trading
systems
-
In-depth look at strategies high frequency traders leverage to find
alpha in equities, options, futures and FX
-
The profitability of typical high frequency trading strategies and
its evolution
3.
Global Regulatory Overview: from the U.S. and Europe to China and
Brazil
-
Regulations in place before the "flash crash"
-
Proposed regulatory initiatives after the "flash crash" in
the U.S. and Europe, circuit breakers, limit up limit down and
consolidated audit trail
-
High frequency trading in Asia, from Japan, Singapore and India to
Hong Kong and China
-
Regulating speed trading to samba beats: Brazil and Mexico
4.
The Future of High Frequency Trading
-
Enhancing profitability: from equities to FX to cross-asset trading
-
High frequency trading in the world: from the U.S. and Europe to
China and Brazil
-
Adding ammunition to the high frequency trader toolkit, FPGA, GPUs
and enhanced technologies
-
Turning the tables on high frequency trading: the transparency
challenge for the buy-side
Mr.
Perez is widely regarded as the preeminent global expert in the
specialized area of high-frequency trading. He is author of The Speed
Traders, An Insider’s Look at the New High-Frequency Trading
Phenomenon That is Transforming the Investing World, published in
English by McGraw-Hill Inc. (2011), in Mandarin by China Financial
Publishing House (2012) and currently being translated into Bahasa
Indonesia and Portuguese. He is course director of The Speed Traders
Workshop 2012, How High Frequency Traders Leverage Profitable
Strategies to Find Alpha in Equities, Options, Futures and FX (Hong
Kong, Sao Paulo, Seoul, Kuala Lumpur, Warsaw, Kiev, New York,
Singapore, Beijing, Shanghai, Jakarta, London, Mexico City, Moscow,
Ho Chi Minh, New York, Dubai and Chicago), and was Adjunct Professor
at the Polytechnic Institute of New York University, where he taught
Algorithmic Trading and High-Frequency Finance. He contributes
regularly to China’s International Finance News.
Mr.
Perez has been interviewed on CNBC Cash Flow, CNBC Squawk Box, BNN
Business Day, CCTV China, Bankier.pl, TheStreet.com, Leaderonomics,
GPW Media, Channel NewsAsia Business Tonight and Cents &
Sensibilities. In addition, Mr. Perez has been featured on Caixin,
Futures Daily, Xinhua, CBN Newswire, Chinese Financial News,
ifeng.com, International Finance News, hexun.com, Finance.QQ.com,
Finance.Sina.com, The Korea Times, The Korea Herald, The Star, BMF
89.9, iMoney Hong Kong, CNBC, Bloomberg Hedge Fund Brief, The Wall
Street Journal, The New York Times, Dallas Morning News, Valor
Econômico, FIXGlobal Trading, TODAY Online, Oriental Daily News and
Business Times.
Mr.
Perez has been engaged to present to the U.S. Securities and Exchange
Commission (Washington DC), CFA Singapore, Hong Kong Securities
Institute, Courant Institute of Mathematical Sciences at New York
University, University of International Business and Economics
(Beijing), Hult International Business School (Shanghai) and Pace
University (New York), among other public and private institutions.
In addition, Mr. Perez has spoken at a number of global conferences,
including Harvard Business School’s Venture Capital & Private
Equity Conference (Boston), High-Frequency Trading Leaders Forum (New
York, Chicago), MIT Sloan Investment Management Conference
(Cambridge), Institutional Investor’s Global Growth Markets Forum
(London), Technical Analysis Society (Singapore), TradeTech Asia
(Singapore), FIXGlobal Face2Face (Seoul) and Private Equity
Convention Russia, CIS & Eurasia (London).
Mr.
Perez was a vice president at Citigroup, a senior consultant at IBM,
and a strategy consultant at McKinsey & Co. in New York City. Mr.
Perez has an undergraduate degree from Universidad Nacional de
IngenierÃa, Lima, Peru (1994), a Master of Administration from
Universidad ESAN, Lima, Peru (1997) and a Master of Business
Administration from Columbia Business School, New York, with a dual
major in Finance and Management (2002). He belongs to the Beta Gamma
Sigma honor society. Mr. Perez resides in the New York City area and
is an accomplished salsa and hustle dancer.
Media
Contact:
Julia
Ye
Media
Relations Coordinator
The
Speed Traders
516-761-4712
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