Our focus is on the creation of an efficient and engaging space, where conference participants can communicate, share their experience and discuss the most challenging industry issues.

10:30 Welcome coffee and registration

11:00 Interview with Peter Kambolin, Chief Executive Officer and Chief Operating Officer of Systematic Alpha Management, LLC.

12:00 “Machine learning for algorithmic trading”. Bert Mouler, CEO & CIO Profluent Group

13:00 Session I: Legal & Regulation
1. Regulator Panel:
– Trends
– MIFID II Interim Results
– Case Studies & Recommendations

2. Algo Fund Sustainability & Life Cycle:
– What should investor expect from Algo HFT?
– Risks and what if scenarios (incl. risks of fund closure, legal & jurisdictions changes)
– HF Portfolio recommendations. Fund of funds approach

14:00 Session II: Big Data and Machine Learning
3. New Opportunities for Implementation of Algorithmic and High-Frequency Trading Strategies:
– Preconditions and analysis of key changes
– Influence on the market structure
– Implementation of required regulatory requirements

4. Trading Platforms:
– Aggregator to Client Platform
– Russia vs. Worldwide
– Case: Electronic Platform Integration in a Commercial Bank

15:00 Coffee-break and networking

15:30 Session III: Investment Strategy Talk
5. Global trends and global prospects of algo market:
– Low latency Risk Solutions
– Emerging markets for HFT
– The inefficiency of emerging markets and opportunities for HFT
– Crypto currencies and blockchain

6. ‘Wind of Changes’ Global Macro for Investment Pros:
– Turbulent Economy
– Trade Wars
– Politics
– Heavy State Debt
– Asset Correlation Shifts

16:30 Session IV: Short presentations of HFs focusing on allocation, AI, Big Data, risk management, quants & models, human vs. roboadvising

17:30 Cocktail

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