FISD Beijing

Date: September 7, 2017
Location: Thomson Reuters Office, Central Tower F2 Chemsunny World Trade Centre, No. 28 Fuxingmennei St, Xicheng District,Beijing, China, 100031

We will address insights into quant trading: using aggregated data feeds managed by a distribution platform to power quant programs that generate orders to electronic trading platforms.

In addition to discussing the applications and interfaces that consume data and drive quant trading, representatives from various trading organisations will discuss the use of their trading data with order management applications providers to identify key structural issues necessary to build robust closed systems.  We will also discuss regulatory and surveillance considerations for electronic trading environments.

Employees of member firms attend for free / non-members attend for $250. Not sure if you are an FISD member? Click here to confirm.

Thursday, September 7

1:30 p.m. - 2:00 p.m.

Registration & Networking

2:00 p.m. - 2:05 p.m.

FISD Introduction

Facilitator:

Scott Cooper, FIA, FISD Asia-Pac Regional Representative & Partner, Saquish Partners

2:05 p.m. - 2:10 p.m.

Host Welcome from Thomson Reuters

Host:

Nicholas Pintart, Global Head of Technology, FPG, Thomson Reuters

2:10 p.m. - 2:30 p.m.

Man Plus Machine - How Systematic Tools can Enhance a Fundamental Strategy

Presenter:

Richard Goldman, TR North Asia Market Development Manager, Thomson Reuters

2:30 p.m. - 2:50 p.m.

Quant Trading Execution Techniques

Presenter:

Dr. Eric Liu, Founder & CEO, Quant 360

2:50 p.m. - 3:30 p.m.

Quant trading, venue connectivity and data

Financial institutions use platforms to process a consolidated feed of tradable prices from IDBs, trading platforms and other sources. The feed and platform do a lot of the lifting to normalise information for quantitative processing.  Our panel will discuss:

  • How are the various trading messages flagged and time stamped on a consolidated feed to identify latency?
  • What is the most efficient method of processing price messages, interfacing to an OMS and EMS to execute with minimal latency?
  • How do institutions with multiple execution venues and/or smart order routing systems configure their networks to optimise execution and reduce slippage?
  • Organisation of order book information
  • Trading condition flags

Moderator:

Geroge Zhu, Content Services Manager, Thomson Reuters

Panelists:

Virginie Barbot, Head of Business Development Asia Data Services, Deutsche Boerse AG

Danny Lee, Director, Asia-Pacific, Financial Market Networks, IPC Systems, Inc.

Frank Piasecki, President, Activ Financial

Joe Rothermich, CFA, Head of Labs, Americas, Refinitiv

Rain Tian, Business Development Manager, Mainland China & Taiwan, Tullett Prebon Information

3:30 p.m. - 3:45 p.m.

Break

3:45 p.m. - 4:05 p.m.

FISD's Professional Certification program - education and knowledge for our industry.

FISD runs a global professional certification program for the data industry. At the heart of this program is the Level 1 foundational FIA (Financial Information Associate) certification – comprising syllabus, training and an exam. Broken down into four sections. 

  • MARKETS – market participants and assets classes they work with.
  • DATA – different types of data and different types of data provider.
  • TECHNOLOGY –systems that underpin the delivery, analysis and display of data
  • ISSUES & TRENDS – The wider economic and political context that affects us.

FISD provides a set of structured services to our industry which help improve the knowledge and skills of ourselves, our colleagues and our staff. We work in a highly complex, constantly evolving and at times a frankly confusing industry; FISD’s professional certification is not a panacea but it is a positive and well-respected step in the right direction. In this briefing David Anderson, global program director for FISD’s professional certification program, will outline progress to date and also share some of the forthcoming initiatives, either at the planning stage or due for imminent release.

Facilitator:

David Anderson, FIA, Program Director, FISD/Atradia

4:05 p.m. - 4:25 p.m.

Quant Index and Asset Allocation

Presenter:

Zheng Ming, Fund of Funds Investment Director, TechSharpe

4:25 p.m. - 5:05 p.m.

What's Unique About the Development of Quant Trading in China

Moderator:

Xiang Feng Liu, Founder & CEO, Quant Data

Panelists:

Dr. Eric Liu, Founder & CEO, Quant 360

Zheng Ming, Fund of Funds Investment Director, TechSharpe

James Qu, Chief Operating Officer, Genus-finance

5:05 p.m. - 5:10 p.m.

Closing remarks

Facilitator:

Scott Cooper, FIA, FISD Asia-Pac Regional Representative & Partner, Saquish Partners

5:10 p.m. - 6:30 p.m.

Networking Reception