Соорганизаторы:
MICEX
Платиновый спонсор:
Золотой спонсор:

Cпонсор секции:



При поддержке:
MICEX

Program of the conference

Moscow Algo 2014

December 5

 

10.00 – 11.00 Internal and external risks of algorithmic trading.

Participants:

Konstantin Korishchenko, Chairman of the Supervisory Board, Guild of Investment and Financial Analysts

Andrey Leonidov, Leading Research Scientist of Theoretical Physics Department, Physical Institute of the Russian Academy of Sciences

Sergey Kharlamov, Adviser of the First Deputy Governor, Central Bank of Russia

Sergey Smirnov, Deputy Chairman of the Supervisory Board, Guild of Investment and Financial Analysts

Alexander Ignatov, Vice-President, Guild of Investment and Financial Analysts

Sergey Ivliev, Deputy Director General for Research , Head of Prognoz Risk Lab

Moderator:

Konstantin Korishchenko, Chairman of the Supervisory Board, Guild of Investment and Financial Analysts

Key issues:  

Ethical aspects of algorithmic trading.

How a quote influences the market at the microstructure level.

Regulation of algorithmic trading.

Risks of algorithmic trading for financial institutions and the market in general.

Usage of algorithmic trading by financial institutions.

 

11.00 – 11.30 Break

 

11.30 – 13.00   Big data and machine learning – “modern” weapons in the hands of an algo trader.

Participants:

Roman Sulzhyk, Derivatives Market Managing Director, Moscow Exchange

Sergey Polyakov, Managing Director for Information Technologies, Moscow Exchange

George Zarya, Sales Department Head in CIS and Asia, BCS Financial Group

Ovanes Oganisyan, Midlincoln Research

Nikita Bogoslavskiy, Head of MathWorks MATLAB Department

Claudia Quinonez, News Market Specialist, Bloomberg

Brennan Carley, Global Head of Platform and Analytics, Thomson Reuters

Stephane Leroy, Vice-President, Head of Global Real Time Solutions, Quanthouse

Moderator:

George Zarya, Sales Department Head in CIS and Asia, FG BCS

Key issues:

Big data – how to work with it, how to use it.

Challenges of data visualization.

Big data and machine learning – new tool of macroeconomic signals.

Big data application in risk management.

 

13.00 – 13.45 Coffee break

 

13.45 – 15.30 New tools – new opportunities of algorithmic trading.

Part 1. FX market.

Participants:

Sergey Romanchuk, Head of Dealing Centre, Metallinvestbank: President of ACI Russia

Vladimir Yarovoy, Director, FX Market, Moscow Exchange

Konstantin Gorokhov, Head of Electronic and Algorithmic Trading, Promsvyazbank

Vladimir Samokhvalov, Director of Foreign Exchange Market Operations, Alfa Bank

Darryl Hooker, EBS

Grigoriy Ivanov, Business development executive, FX Market, Thomson Reuters

Kirill Tsarfin, Senior ETG sales, Renaissance Capital

Anatoliy Knyazev, Co-founder , Executive Director, EXANTE

Moderator:

Sergey Romanchuk, Head of Metallinvestbank Dealing Centre, President of ACI Russia

Key issues:

Potential opportunities in trading local currencies.

DMA trading in local currencies

Peculiarities of algorithmic trading in local currencies

 

 

15.30 – 16.15 Coffee break

 

16.15 – 17.30 New tools & new opportunities for algorithmic traders.

Part 3. Bonds

Participants:

Vadim  Zakroyshchikov, Head of Business Solutions Department, Moscow Exchange

Nikita Tsaplin, Managing Partner of MAYTEN Investments Corp

Aleksey Skorodumov, Deputy Chairman of the Board , Head of the Department of the Treasury, JSCB «DERZHAVA»

Arman Sargsyan, fixed-income trader, Sberbank CIB

Moderator:

Vadim Zakroyshchikov, Head of Business Solutions Department, Moscow Exchange

 

17.30 – 20.00 Buffet

 

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Генеральный информационный партнер конференции Moscow ALGO - 2014



Информационные партнеры конференции Moscow ALGO - 2014