| 9:30〜10:00 Registration |
10:00〜
10:50 |
Key Note Presentation 1:
Strategic Use of IT for Financial Institutions-the “Must have’s” and your “ROI” (TBC)
Mr. Susumu Ikehara,
Managing Director and CIO,
Nikko Citigroup Limited |
11:00〜
11:40 |
Key Note Presentation 2:
Buyside Prospective: Paradigm Shift in the Global Economy and Recent Trends in the Asset Management Industry in the Era of Japan’s “Financial Instruments Exchange Law” (TBC)
Mr. Akiyoshi Oba,
Managing Executive Officer,
Mizuho Trust & Banking Co., Ltd. |
| 11:40〜12:50 Lunch Break |
12:50〜
13:35 |
 |
| Workshops: Session A |
Workshops: Session B |
A1
The Industry Leading Algorithmic Trading Platform in Futures Market
Nobuyuki Hata,
Senior Sales Consultant,
Sonic Software Japan Ltd.
“Apama” provides a platform to enable next-generation Algorithmic Trading, giving trading groups within financial institutions full control over composing, deploying, and managing algorithmic trading strategies, such as VWAP, Spread Trading and Index Arbitrage. Apama enables both sell-side and buy-side firms to exploit algorithmic trading. Sell-side brokers can use Apama's flexibility to empower traders within their own proprietary trading operations to rapidly deploy unique trading scenarios.
|
B1
The case study of “Algorithmic Trading” in online securities trading in US and its proliferation path into Japanese retail trading systems.
Toshiyuki Matsushima,
President,
Fitech Laboratories, Inc.
This session reviews the Automated(Algorithmic) Trading used in US retail online trade systems and its proliferation path into Japanese retail securities firms. Also, we describe the system requirements and the architecture of a sophisticated automated ordering system.
|
13:45〜
14:30 |
A2
Eco Friendly Technologies for Trading Operations
Anne M. Ambrose,
WW Director Brokerage,
Trading & Investment Management,
Hewlett-Packard Environmentally friendly technologies make economic sense in trading operations. Cost savings and operational efficiencies, such as: latency mitigation; virtualization; and computing capacity optimization, can be achieved in socially responsible ways as power space and cooling limitations drive financial services institutions to do more with less for trading rooms and data centers. |
B2
Risk Analysis with XBRL
Taiki Sakata,
Sr. System Architect,
Hitachi, Ltd.
Finally, XBRL will be adapted by numerous regulators all over the world next year include SEC of the USA, Japanese FSA and Tokyo Stock Exchange. This workshop will show you how XBRL change risk management world with some demonstration. |
| 14:30〜14:50 Coffee Break |
14:50〜
15:35 |
A3
The True Merits of Introducting DMA into the FX Market
Michael Ross/Noriaki Kanda,
Business Director/Sales Director,
GL TRADE Japan KK
FX trading is becoming more sophisticated. Efficient management of trades, and portfolio management systems that can handle very large numbers of complex transactions are required by Financial Institutions. A Single Screen to access multiple liquidity pools such as HotSpotFX, FXMarketSpace, Baxter and FXCM is critical. We will introduce a front to back integrated solution that handles the rapid increase in, and complexity of trades, including various derivative products. |
B3
Electronic/Algorithmic Trading : the Need for Speed and performance
Ken Mizugami,
Consulting Sales Specialist, Industry Solution BU No4. Financial Services Sector,
IBM Japan, Ltd.
Satoshi Ueda,
Thought Leader - Financial Markets, IBM Institute for Business Value (IBV), Financial Services Sector,
IBM Japan, Ltd.
With rapid growth in market data volumes - existing infrastructures are struggling to cope with improving their latency and throughput for handling market data.
Ability to gain access to direct market data while handling increasing volumes with extremely low latency to avoid missing profitable trade opportunities
"WebSphere® Front Office for Financial Markets" is a market data distribution platform that is highly optimized for the very high-volume, low-latency requirements from financial services firms in Japan. |
15:45〜
16:30 |
A4
Achievement of a PDCA cycle for the algorithm trading
Takahiro Tanaka,
Senior Researcher, I-STAR System Services Department,
Nomura Research Institute, Ltd. Algorithm trading has become full-scale in Japan.
Among Japanese securities companies, algorithm trading is spreading out from major companies to second tier companies, and foreign companies are studying the possibility of switching from their global systems to specialized Japanese systems.
On the other hand, algorithm trading requires more than just introducing a system.
A PDCA cycle, Plan→Do→Check→Act, for the algorithm is indispensable.
This lecture will introduce the PDCA cycle that is applied to NRI's algorithm trading system. |
B4
The latest trading technology - What is happening with the buy side and sell side globally?
Richard Jones,
CEO,
Fidessa LatentZero
Hiroshi Matsubara,
Head of Marketing,
Fidessa kk
Shuji Yamada,
Sales Director,
Fidessa kk
With the acquisition of LatentZero (now called Fidessa LatentZero), Fidessa provides front-office solutions to both the buy & sell side. This session covers the latest issues with technology in the trading community.
- “The latest trends in buy side trading from the US and Europe”
- An analysis into the situations and trends of buy side trading and technology adopted in the US and Europe.
- “Minimising execution latency at the sell side”
- Technology issues that brokers are facing today, given the penetration of DMA and algorithmic trading and coming implementations of new generation trading systems by the Japanese exchanges.
- Fidessa solutions for the broker community in Japan.
. |
| 16:30〜16:50 Coffee Break |
16:50〜
18:10 |
Panel Discussion:
Will PTS, Crossing Networks and Broker Dark Pool Penetrate the Japanese Market? What are the buyside views?
Panelist:
Mr. Richard Odoi, Head of Trading, Barclays Global Investors Japan Limited
Mr. Tomoatsu Yamamuro, Head of Dealing, Blackrock Japan Co., Ltd.
Mr. Tomohiko Hamada, Director, Head of Program Trading, Equity Execution, Credit Suisse Securities (Japan) Limited
Mr. Christian Chan, Head of Proprietary Trading Systems, Instinet Japan Limited
Mr. Eisuke Hattori, Managing Director, Liquidnet Japan Inc.
Mr. Takahiro Tanaka, Senior Researcher, I-STAR System Services Department, Nomura Research Institute, Ltd.
Ms. Michi Mochizuki, Head of Trading, Schroder Investment Management (Japan) Ltd.
Moderator:
Mr. Hiroshi Matsubara, Co-chair, Japan FIX Committee
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*(TBC) Speakers are invited and subject to change. *Lunch buffet will be served.
*(TBC) Speakers are invited and subject to change. *Lunch buffet will be served.
