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