Causal Inference and Model Selection in Econometrics


The registration of Shanghai Fortune Quantitative Trading Training starts!

Presenter

Dr. Yu Fuxiang

ETF trading and other stock trading strategy experts

He has been engaged in investment trading on Wall Street for more than ten years. He was a senior strategist and chief ETF expert in Cavalry Group's electronic trading department. He also served as a quantitative director in the block trading department; he is currently working in a US hedge fund. He was the No. 1 in the Mathematical Sciences of Sichuan Province, the undergraduate department of the University of Science and Technology of China (Guo Moruo scholarship winner), the master of the University of Tokyo, and the doctoral degree in theoretical computer at the State University of New York at Shixi.

Teaching time

 

January 20-January 21, 2018

8:00 – 11:30 am; 

14:00 - 16:30 pm

Teaching location

 

Shanghai University of Finance and Economics

The lecture hall (room 102) on the first floor of the School of Information Management and Engineering

No. 100 Wudong Road, Yangpu District, Shanghai

Course Introduction

On Quantitative Trading: Taking ETF trading as an example

This course will focus on all aspects of quantitative trading, talking about the strategies involved in high-frequency trading, low-frequency trading, and bulk trading. This course will spend more time discussing ETF trading, talking about ETF pricing schemes, and general strategies for ETF trading. ETF volatility, etc., and briefly discuss the similarities and differences between ETF trading and general stock trading. This course will focus on interaction, and strive to enable students of relevant majors to increase their understanding of quantitative trading, especially ETF trading, and to communicate in depth with their counterparts in the investment community.

1. Quantify the history, current status and future outlook of the transaction.

2. Introduction to ETF: Pricing methods, two markets, history, current status and future.

3. The complexity of ETF transactions.

4. Introduction to high-frequency trading strategies.

5. Introduction to low-frequency trading strategies.

6. Various arbitrage strategies: general strategies and several strategies on ETFs.

7. Market making, average return: intraday trading or long-term.

8. Momentum strategy, news strategy: over-reacted or under-reacted.

9. Low latency strategy.

10. Block trade: As a dealer or other.

11. Risk model, transaction disaster and prevention.

12. Market regulation, types of ETFs and related risks and regulatory issues.

13. Discussion: Application of AI in trading.

14. Discussion: Similarities and differences between the Chinese and American markets.

15. Discussion: How to combine quantitative and fundamental analysis?

Review of previous courses

Places are tight

In 2016, Mr. Yu's high-frequency trading course in our college attracted a large number of guests from the industry and academia, as well as teachers and students of our school. Since the opening of the registration, it has attracted a lot of attention. The quota for the lectures is quickly booked and the course is full during the course.

Enthusiastic feedback

The two-day course made all the students feel unsatisfied. The students seized every opportunity to communicate with Dr. Yu. Especially the students from the industry, based on their work experience, combined with classroom knowledge, heated discussions, and actively collide with the spark of ideas.

Registration and payment instructions

Registration instructions:

1, please (including) January 10, 2018 the end of the two-dimensional code before scanning the text submitted registration form , and by way of the following payment fees, and transfer successful information capture sent to the mailbox rcmsia@msg.shufe.edu.cn due The number of places is limited, we will determine the final list of participants according to the payment time and the order of submitting payment screenshots, and the final list of participants will be sent to you to notify you of the registration success! Conference registration fee: 3,000 yuan/person; on-site payment: 4,000 yuan/person; can provide conference registration fee invoice and attendance certificate (on-site payment guests' invoices will be postponed from the payment date to a working day);

2. The official card payment can be swiped to the venue 30 minutes in advance, but you need to submit the registration information in advance and note: the official card is swiped. Payment can be made at a preferential price (the invoices issued by guests paying for official cards will be postponed one working day from the date of payment);

3. The registration fee includes lunch for 2 days during the meeting, other accommodation, and transportation;

4, this course will Shanghaicaida my school teachers and students and alumni fuses provide 30 places for students free lectures, according to the registration order admission, please turn off note follow-up e-mail notification. Participants who enjoy the free quota must be sure to participate in the course on time, otherwise they have no right to participate in any follow-up courses held by our college.


Payment method :

Bank Transfer:

Account opening bank: Bank of China Shanghai Wujiaochang Sub-branch

Account name: Shanghai University of Finance and Economics

Account Number: 4546 7363 9249

Please note: riis-your name

Tips: 

Because it is a school account, Alipay and WeChat transfers are not supported at this time. Please use mobile banking or counter to transfer money

Contact email: rcmsia@msg.sufe.edu.cn

Inquiries: 021-65901160

 

Application deadline

 
 

Jan.

10

 

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