概要

Algo trading is a contemporary financial trading approach which executes trade orders using pre-determined and automated trading instructions accounting for variables such as price, volume, time and pattern.

This course will cover the history, development, implementation and risk management of algo trading in Hong Kong. The speaker will highlight the associated risks and demonstrate how to mitigate the risks with back testing, forward testing and stress testing. On the regulatory front, the circulars / guidelines issued by local regulators and the enforcement cases on algo trading will be addressed.

內容

• History of algo trading
• Advantages and limitations of algo trading
• Life cycle of algo trading
• Algo trading in Hong Kong
• Risk management: back testing, forward testing and stress testing
• Regulatory requirements and compliance practices

對象

• Compliance, risk management and legal professionals
• Hedge fund managers
• Quantitative traders
• IT professionals supporting the operations of algo trading

資產財富管理業先導計劃 - 專業培訓資助計劃

本課程已被審批為「提升資產財富管理業人才培訓先導計劃」（以下簡稱「資產財富管理業先導計劃」 其下之「專業培訓資助計劃」（以下簡稱「本計劃」）。本計劃旨在提升資產財富管理業在職從業員的專業能力水準及協助金融服務業內其他從業員學習所需的知識和技能，使他們能投身資產財富管理業。合資格之申請人按香港證券及投資學會之要求完成課程後將可獲香港特區政府資助80%學費，上限為HK$15,000。 香港證券及投資學會為資產財富管理業先導計劃之執行機構，有關申請要求之細則及手續，請參閱專為資產財富管理業先導計劃而設之網站(https://www.wamtalent.org.hk/)。