Соорганизаторы:

MICEX
Платиновый спонсор:
Золотой спонсор:
При поддержке:

Program of the conference «Algorithmic trading in Russia»

11.00 – 12.30 The algorithmic market in Russia. Which direction in algo trading is more effective for Russian market and for Moscow Exchange?

Participants:

Taras Bondar, Vice President, Algorithmic Trading Global, Deutsche Bank AG

George Zarya, Head of the Sales Department for CIS and Asia, FG BCS

Stanislav Bublik, DMA Sales, Renaissance Capital

Moderator: Sergey Romanchuk, Head of FX&MM, Metallinvestbank, Moscow ; ACI Russia President

12.30 – 14.00 Algo trading at market-makers.

Participants:

Matthieu Ressencourt, Director, Equity Derivatives Trading VTB Capital

Andrey Dronin, Head of Structured Products, OLMA

Sergey Sedov, Market Maker, Eltra

Ekaterina Zaharova, Head of Market Makers Department Derivatives market

Nikita Masyukov, Private Trader

Sergey Romanchuk, Head of FX&MM, Metallinvestbank, Moscow; ACI Russia President

Moderator: Grigoriy Isaev, Private Trader

14.00-14.45 Coffee break

14.45-16.15 Risk management and the Options Models

Participants:

Vladimir Tvardovsky, CEO, IT Invest 

Dmytro Zhuravytsky, Executive Director, Quantitative Research, Equity Derivatives Group, JP Morgan

Luis Vicente, Managing Director at Risks and Clearing, Moscow Exchange

Maksim Poznyak, Deputy of General Director for Technology, Otkritie Brokerage House

Igor Sokol, Managing Director, Ak Bars Finans

Aram Gushchyan, Head of algorithmic trading department, Blackfield Capital

Moderator: Roman Sulzhyk, Managing Director of the Derivatives Market, Moscow Exchange

16.15-17.00 Coffee break

17.00-19.00 Masterclass of Haim Bodek – the author of the book «The problem of HFT», one of the heroes of the Scott Patterson’s book «Dark Pools».

Topics of the speech:

1.«HFT scalping strategy»

2. The American algotrading system: how to prevent the similar mistakes?

19.00-20.30 Buffet

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