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