Forgot password?
Join us
High-Frequency Trading Leaders Forum 2011 Hong Kong

High-Frequency Trading Experts Workshop DVD Video Package



High-Frequency Trading Leaders Forum 2010High-Frequency Trading Leaders Forum 2010High-Frequency Trading Leaders Forum 2010High-Frequency Trading Leaders Forum 2010
High-Frequency Trading Leaders Forum 2010High-Frequency Trading Leaders Forum 2010High-Frequency Trading Leaders Forum 2010High-Frequency Trading Leaders Forum 2010

Speaker Profiles

  Adam Afshar is Hyde Park Global’s President and Chief Executive Officer. He has over two decades of financial industry experience including 12 years at Bear Stearns where he was a Managing Director, overseeing long/short multi asset portfolios for both onshore and offshore clients.
Hyde Park Global Investments is a 100% robotic investment and trading firm based on Artificial Intelligence (AI). The system is built primarily on Genetic Algorithms (GA) and other Evolutionary models to identify mispricings, arbitrage and patterns in electronic financial markets. Additionally, Hyde Park Global Investments has developed programs applying natural language processing and sentiment analytics to trade equities based on machine readable news. Hyde Park Global employs no analysts, portfolio managers or traders, ONLY scientists and engineers.
Mr. Afshar, featured in The Speed Traders, has a BA in Economics from Wofford College and received his MBA from the University of Chicago, Booth School of Business.
  Edgar Perez is Author of "The Speed Traders: An Insider’s Look at the New High-Frequency Trading Phenomenon That is Transforming the Investing World", published in May 2011, by McGraw-Hill Inc. Mr. Perez is widely regarded as the pre-eminent networker in the specialized area of high-frequency trading.
Mr. Perez has been featured on CNBC Cash Flow with Oriel Morrison, BNN Business Day with Kim Parlee, with Gregg Greenberg, Channel NewsAsia Cent & Sensibilities with Lin Xue Ling, The Wall Street Journal, The New York Times, The Dallas Morning News, Los Angeles Times, iMoney Hong Kong, Hedge Fund Brief, Oriental Daily News Hong Kong, and more. He has been engaged as speaker at Harvard Business School’s 17th Annual Venture Capital & Private Equity Conference, High-Frequency Trading Leaders Forum 2011 (New York, Chicago, Hong Kong, Sao Paulo, Singapore), CFA Singapore, Hong Kong Securities Institute, Courant Institute of Mathematical Sciences at New York University (New York), Global Growth Markets Forum (London), Technical Analysis Society (Singapore), Middle East Hedge Funds Investors Summit 2012 (Riyadh, Saudi Arabia), among other global forums.
Mr. Perez was a vice president at Citibank, a senior consultant at IBM, and a consultant at McKinsey & Co. in New York City. Mr. Perez has an undergraduate degree from Universidad Nacional de Ingeniería, Lima, Peru (1994), a Master of Administration from Universidad ESAN, Lima, Peru (1997) and a Master of Business Administration from Columbia Business School, with a dual major in Finance and Management (2002). He is a member of the Beta Gamma Sigma honor society. Mr. Perez resides in the New York City area and is an accomplished salsa and hustle dancer.
  Iosif Ziman was most recently Nomura Principal Investments Hong Kong’s head of technology since 2008. He has spent the past 15 years in Asia as a technology professional with a wide range of expertise across trading systems areas including order execution, risk management, operations and control areas across equities and fixed income. Mr. Ziman joined Lehman Brothers Japan in 2004 where he lead equity derivatives trading technology teams most notably implementing the suite of the company’s next generation’s equity derivatives structured products risk management systems.
From 2000 he joined Dresdner Kleinwort Japan, where he has been responsible for cash and portfolio trading technology and implemented the firm’s warrant market making platform for Japan. Before 2000 he spent 3.5 years with Fusion Systems where he has been the lead for the FOX (Fusion Order eXecution) system which has been implemented by more than 15 major investment banks in Japan and Asia region (including Goldman Sachs, Morgan Stanley, JPMorgan and others) to the extent that in the early 2000’s about 30% of the Tokyo Stock Exchange volumes went through the system’s various implementations.
Mr. Ziman holds a B.S. (1994) and a M.Sc. (1995) in Computer Science from the Technical University of Cluj-Napoca, Romania.
  Jay Cao is Assistant Professor at the Department of Finance, the Chinese University of Hong Kong. Professor Cao received his Ph.D. in Finance (2009) and M.S. in Finance (2007) from the University of Texas at Austin (2009). He has a B.A. in Economics from Peking University (2002) and has taken his Ph.D. course work in Economics at Rice University (2002-2004). While at the University of Texas he was awarded the University Preemptive Fellowship and Business School Dean’s Fellowship.
Professor Cao's research and teaching interests are in the areas of behavioral finance and empirical asset pricing: stock market anomalies, volatility, and derivative pricing. One of his research articles is revised and resubmitted to the Journal of Financial Economics. His papers have been selected to be presented at the American Finance Association (AFA) Annual Meeting 2012, Financial Intermediation Research Society (FIRS) Conference 2011, Annual Conference on Advances in the Analysis of Hedge Fund Strategies 2009, and many other conferences. Professor Cao teaches “Investments” (undergrad) and “Empirical Methods in Asset Pricing” (PhD). He is the recipient of several research grants, best paper awards, and teaching awards.
  Jonathan Brogaard is Professor of Finance at the University of Washington's Foster School of Business. He obtained a joint JD - PhD in Finance from the Northwestern University School of Law / Kellogg School of Management.
His current research interests involve understanding the activities of high frequency traders and their impact on financial markets. Outside of academia, Dr. Brogaard consults for quantitative-based hedge funds.
  Louis Mak is Founder and Chief Executive Officer, I-Access Group, the parent company of I-Access Investors, which is the first local discount broker in Hong Kong. Mr. Mak was the chief designer of the trading system providing online investment services for concurrent usage by thousands of clients. The retail network was originated from the high frequency trading system used by I-Access for quoting for options and algorithm trading in index futures. I-Access is now one of the largest derivatives brokers in Hong Kong, sharing over 2% of market turnover.
Mr. Mak holds a BA in Business Studies from the University of Cambridge, a law degree from the Manchester Metropolitan University, and LLM from the University of Hong Kong. He is a committee member of the Membership Committee and e-Committee of Hong Kong Securities Institute.
  Marvin Kelly is Chief Executive Officer and Portfolio Manager of Quaternion Capital Management, firm focused on quantitative money management in Hong Kong. Mr. Kelly has led the firm in all aspects of research, portfolio management, technology, and business development.
With over 10 years of experience, Mr. Kelly has extensive knowledge in developing quantitative strategies and tools such as statistical arbitrage, directional futures, and market analysis.
Mr. Kelly received his Bachelor’s degree in Mathematics from the University of Michigan and his Masters in Operations Research at Columbia University.
  Peter Wiesing is Founder and CEO Global Arbitrage Group. Mr. Wiesing holds a MSc in theoretical physics from TU Berlin. As part of his MSc, he studied the behavior of dynamical systems at the Salk Institute, La Jolla, USA. For 3 years, he worked towards a PhD in theoretical neuroscience at the Massachusetts Institute of Technology (MIT), USA. At MIT, he studied the learning behavior of artificial neural networks. He finished this PhD at TU Berlin (magna cum laude) and published his work in Nature.
Mr. Wiesing also worked on a second PhD in financial engineering, which he received from Witten/Herdecke University (UWH), Germany (magna cum laude). At UWH, he developed a quantitative event-driven trading strategy for the prediction of Mergers & Acquisitions.
Mr. Wiesing founded the Global Arbitrage Group (GAG) in 2005. GAG offers specialized asset management services and develops custom-tailored investment solutions for portfolios of institutional investors and holders of large private assets. GAG creates added value in the areas of Global Tactical Asset Allocation, Absolute Return / CTA and Risk Management. Mr. Wiesing is a regular speaker at financial conferences.
  Philip York is Chief Executive Officer of the Empyreal Investments Group. In 1992, Mr York commenced trading Managed Accounts. In 1996 Mr York formed his first hedge fund and sold this business to the Empyreal Investments Group in 2003. In 2008 Mr York took over the Empyreal Investments Group.
In these roles Mr. York has been involved in the research, development and implementation of a diverse range of trading strategies in the global equities and derivatives markets including futures, swaps and other OTC products. This along with Mr York’s background in accounting, regulation and international finance have been significant in him being called to consult in projects as diverse as training proprietary traders and fund managers to developing and restructuring dealing and banking businesses.
  Roop Betala is Chief Executive Officer of Volvie Capital Management, where he joined in 1995. Volvie Capital has offices in Mumbai, Singapore and New York. Mr. Betala focuses on capital raising, acquisition /strategy and JV partnership for large infrastructure projects. Mr. Betala has over twenty five years of experience in the Indian capital markets with knowledge of foreign listings and capital raising.
Mr. Betala is a regular speaker in various conference across the world on Private Equity & Venture Capital, Infrastructure and Development, Exchange Traded Fund and Technology Trading. He has done his MFM in Madras University and has PEVC education from Harvard Business School and London Business School. Mr. Betala has authored a book on the depository system in India called “Business as Usual”. He has also co-authored the comprehensive textbook Option: Pricing, Hedging and Trading.
  Tobias Hekster is Senior Strategist with Algorithmic Trading Group. Mr. Hekster has been actively trading for the past 14 years in various different roles in several markets across the globe. Starting at IMC as a pit trader in Amsterdam, Mr. Hekster has established the off-floor arbitrage desk, headed the Chicago office in the transition from floor trading to electronic trading and set up the Asian volatility arbitrage desk in Hong Kong.
At present, Mr. Hekster is Managing Director at True Partner Education and a Senior Strategist at Algorithmic Trading Group of Hong Kong. Mr. Hekster also teaches at the Chinese University of Hong Kong and National Taiwan University.
  Victor Lebreton is Managing Director with Quant Hedge. Mr. Lebreton manages the strategies and the electronic trading platform for Quant Hedge, a proprietary trading company. He has a background in IT management and consulting firm. Since 2005 he has developed automated strategies for his own and in 2008 he moved to electronic trading to deploy its trading strategies based on cutting edge approach.
Today, Mr. Lebreton is also a teacher for electronic markets for ECE, a major engineer school in Paris. His investment research is based on FX/Future/Index systematic trading and algorithmic trading. He shares a passion for contemporary art and cultural asset investment for which he has published an article "The Online art selling / La vente en ligne d’oeuvres d’arts. Paris : 2008". He is also working on an Art fund project.


High-Frequency Trading Leaders Forum 2010

GoldenNetworking: the premier networking community for businessmen, entrepreneurs, professionals and diplomats