Issues on Algo Trading

Date April 19, 2017 (Wednesday)
Time 1200pm - 1345pm (light lunch will be served before 1230pm)
Venue EY Hong Kong Office, 22/F CITIC Tower, 1 Tim Mei Avenue, Central, Hong Kong [ Map ]
Scope

Issues on Algo Trading
Latest technologies on High Frequency Trading

Host Dr. Michael C S Wong, Associate Professor of Finance & Director of Financial Computing Laboratory of City University of Hong Kong
Speaker

Dr. Zhong Zhang
Assistant Professor of Finance, City University of Hong Kong

Dr. Zhang’s research focuses on financial market structure and frictions, and their impacts on asset pricing and quantitative investment. His work has been presented in academic and industry conferences in New York and Shanghai.

He teaches Algorithmic Trading and Options Pricing courses at CityU, and advises CityU’s trading team at Rotman International Trading Competition.

Dr. Zhang joined CityU in 2014, after receiving his PhD in Finance from Indiana University Kelley School of Business in the U.S.

Discussants

Dr. Alfred Ma
Managing Director, CASH Algo Finance Group

Dr. Ma joined the CASH Group in 2013, responsible for algo trading development. With extensive experience in financial engineering, he holds his PhD degree in Operations Research with specialism in financial engineering from Columbia University, and both his Master degree and Bachelor degree in Mathematics from Chinese University of Hong Kong. Dr. Ma’s research papers appear on Journal of Computational Finance, the Journal of Asset Management and Journal of Risk Finance. His team in CASH Group has close collaboration with university professors.

 

Dr. Chenghui Cai
Co-founder, Shenzhen Qianhai Jinxin Big Data Finance

Dr. Chenghui Cai got his Bachelor's and Master's degrees from Tsinghua University, Beijing and his Ph.D. in mechanical engineering with specialism in intelligent system and machine learning from Duke University. He was a postdoctoral researcher at the Department of Electrical and Computer Engineering of Duke University. Then he joined Department of High Frequency Trading of Cantor Fitzgerald, one of the largest primary dealers in Wall Street. He later worked as an Analytics Manager (or a Senior Scientist) at Department of Global Market of Opera Solutions. This company is a global leader in big data, machine learning, and advanced analytics, listed by Gartner as "Cool Vendor". He cofounded MQT Investments and Shenzhen Qianhai Jinxin Big Data Finance, developing algorithmic trading platforms and trading strategies.