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Quant Invest& HFT APAC Summit 2012

Event : Quant Invest& HFT APAC Summit 2012

Mon, 19/11/2012  
Conducted by : PTP International
Contact : Sona Song

 The conference contains half a day's pre-conference seminar and two day's exciting content,

Pre-Conference Seminar (2012-11-19)
-Program trading advantages and application field
-Application of mature foreign trading strategy in the futures program trading
-Program trading model performance evaluation and modeling method
-Program trading strategies
-The key details of program trading operation process
-Showcase:Application of program trading in different asset management
-Application of program trading in stocks and showcase
-Application of program trading in FX and showcase
Conference Day One (2012-11-20)
-Quantitative investment strategies of European and US mainstream hedge funds
-Quant Investment & HFT Trends in Major Asia Countries
-Combining quant and traditional strategies
-Case Study: Application of Quant Investment& High Frequency Trading in Futures and other -Asset Classes
-Constructing & managing a quant portfolio
-Generating alpha returns systematically: Opening the black box of quant trading
Conference Day Two (2012-11-21)
-Quant model programming software solution
-How to improve the performance of HFT through hardware solution
-What types of competitive advantage can FPGA and other silicon chip technologies deliver?
-Exchanges Panel: Where can provide a better trading platform for quantitative investor and High Frequency Traders in Asia?
-CTA quantitative trading strategies
-Quantitative trading strategies of Commod-ity futures for CTAs
-How to navigate risk controls and prevent significant breaches of your fiduciary duties
-How can asset managers in China utilizing overseas market to realize quantitative in-vestment and risk hedging

Special report
US Hedge Fund Services 2015

US Hedge Fund Services 2015

Wed, 30/09/2015 - 11:21

A rising tide of regulation is threatening to swamp US hedge funds with significant trading, distribution and reporting issues.This Hedgeweek Special Report unravels these issues, guides managers through the solutions currently available to them, and examines the challenges of running activist hedge funds, where assets have grown to USD120 billion over the past decade... »

Special report
The TYVIX Index: Navigating through interest rate volatility

With interest rates set to rise, this Hedgeweek Special Report examines the the latest tools available to fixed income investors and traders in the form of the CBOE/CBOT 10-year US Treasury Note Volatility Index (The TYVIX Index) and TYVIX futures, which give traders an effective way to hedge, gain exposure to, or trade interest rate volatility.... »

Index options & futures

John Angelos, CBOE

Interest rate volatility is like a storm cloud building on the horizon. The US Federal Reserve has kept rates stable for nigh on a decade, but global asset managers are now preparing for their fixed income portfolios to feel the impact of a rate rise later this year.  ... »

Cybersecurity update

Thomas Deinet, HFSB

Cybersecurity has become a focus of the hedge fund industry lately and regulators are taking an increasing interest in assessing the resilience of firms to cyber attacks. The problem that hedge fund managers face, when starting to do such an assessment, is trying to find the right level of response; no easy task given the plethora of reports, commentaries on this subject. ... »

Alt assets research

Magnifying glass

In this excerpt from Preqin Investor Outlook: Alternative Assets, H2 2015, we take a closer look at how investors source and select new investment opportunities, based on the results of our interviews with over 100 investors in hedge funds. ... »

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