Programme

Programme - Thursday 1 December 2011

2:00pm

Opening remarks

Horace Chow, Vice President & General Manager, North Asia region, SYBASE

2:10pm

Keynote address: Are the wheels falling off in the race to zero? HKEx's view on the road ahead

Julian Ragless, Senior Vice President, Platform Development & Strategy, HONG KONG EXCHANGES & CLEARING

2:50pm

Presentation: Asian Capital Markets Evolution and Complex Event Processing

This presentation will study the Asian capital market structure and analyze recent trends. It will assess market conditions and the evolving need for CEP in APAC, specifically Hong Kong, discuss the core challenges and the relevant issues for market participants, and look at the various possible uses of CEP in Hong Kong's rapidly maturing market.

Anshuman Jaswal, Senior Analyst, Securities & Investments, CELENT

3:30pm

Networking Break

3:50pm

Presentation: Low latency use cases in financial services

This presentation examines the use cases for low latency architectures in competitive capital market situations, including risk analytics, pre-trade analytics, and trading strategy development. In addition, the architecture of the low latency analytics solution is examined, and its role and placement within existing risk and trading systems.

Neil McGovern, Senior Director of Product Marketing, SYBASE

4:20pm

Panel discussion: Risk management with algorithmic trading and direct market access (DMA)

  • Utilizing algos to mitigate risk
  • Algorithmic Trading in light of May 6 "Flash Crash"
  • Anti Gaming Logic strategies and best practices
  • Utilizing Transaction Cost Analysis (TCA) to curb Execution Risk
  • Better algorithms to provide price and volume checks

Moderator:
Kevin Rideout
, Head of Wholesale Execution Services Asia, CITI

Panellists:
Murat Atamer
, Head of AES Product, Asia Pacific, CREDIT SUISSE
Gabriel Butler, Director, Asia Execution Sales, Global Markets, BANK OF AMERICA MERRILL LYNCH
Greg Lee
, Head of Autobahn Equity Asia, DEUTSCHE BANK
Joseph Sarcona, Head of Electronic Trading, Asia-Pacific, MORGAN STANLEY

5:10pm

Closing remarks

Horace Chow, Vice President & General Manager, North Asia region, SYBASE

5:20pm

Cocktail reception