CitiFX to Host Systematic Trading Seminar in London - September 12 2012
Sept. 12 seminar designed to improve approach to automated trading
London – CitiFX Margin Trading is hosting a special event in London for FX traders interested in enhancing their approach to building and deploying automated trading systems. The seminar, to be held on September 12, will explore topics ranging from building an effective workflow for developing and testing automated strategies to the issues affecting high frequency systematic trading .
The event is part of a series of seminars for professional traders and midsized institutions trading margin FX.
17.00 - Registration 17.30 - Ilya Gorelik, Deltix, "Opportunities for creating and deploying systematic FX strategies" 18.15 - Dr. John Loizides, Citi, "High Frequency Systematic Trading" 19.00 - Break 19.15 - Panel discussion & Q&A with Stephane Coquillaud, Alacrity FX; Dr. John Loizides, Citi; Ilya Gorelik, Deltix; Philippe Bonnefoy, Newscape Capital 20.00 - Refreshments
Ilya Gorelik is the founder and CEO of Deltix, Inc. The Deltix product suite encompasses all stages of creating, testing, optimizing and deploying quantitative trading strategies, across equities, futures, options and FX. Deltix has a global client base of quantitative buyside firms. Gorelik has more than 15 years of experience managing large-scale software projects and teams. He has a Ph.D. in Computational Mechanics from Moscow Technical University as well as received a master’s in Mechanical Engineering from Minsk Technical University.
Dr. John Loidizes is a vice president for Citi who joined the company in 2010 to work on high -frequency systematic FX trading. He previously worked at a hedge fund and an investment bank building out similar systems. Before this, Loidizes served as a researcher in physics, and has a Ph.D. in experimental high-energy particle physics, where he worked on particle accelerators and detectors in Hamburg, Germany, measuring some the smallest particles that we believe exist in our universe.
Stephane Coquillaud of Alacrity FX has held a variety of senior positions in the trading and risk management of FX at major institutions. Previous roles include head of Exotic Risk at Barclays Capital, head of Exotic Options Trading at Calyon and, most recently, TD Securities. He graduated from ESSEC, the leading French business school, and from ISUP, the Paris Institute of Statistics. He is a Fellow of the French Society of Actuaries and also holds a master’s degree in Computational Finance from Carnegie Mellon University in Pittsburgh.
Phillippe Bonnefoy, chairman and CEO of Newscape Capital Group, a London-based specialist investment advisory business. He is also the founder of Eleuthera Capital AG, a Swiss-based systematic currency trading firm. Bonnefoy has been in the investment advisory business for more than 25 years and has invested across all asset classes. He founded the Cedar Fund and the Cedar Diversified Macro Fund which he sold in 2007. He was also the external investment advisor to Commerzbank for alternative investments for five years.
Citi, the leading global bank, has approximately 200 million customer accounts and does business in more than 160 countries and jurisdictions. Citi provides consumers, corporations, governments and institutions with a broad range of financial products and services, including consumer banking and credit, corporate and investment banking, securities brokerage, transaction services, and wealth management.