Xinhu Futures

Time:2013-11-05 09:54

5th Derivatives Hedging and Arbitrage (International) Forum

TIME:November 2013 09: 00-17: 30  

VENUE:Intercontinental Shanghai Puxi (500 Hengfeng Road)


Special Supporter: China Financial Futures Exchange

SUPPORTING ORGANIZATION:  Shanghai Hedge Funds Club,

SPONSORS:  INTL FC Stone, RTS Realtime Systems

SUPPORTING, , Futures Daily, Shanghai Securities News,




Morning sessions

To examine international experiences and macro directions

9: 00-9: 10

Officials’ Remarks

                                 Keynote Speeches

9: 10-9: 40

Speech : International CTA’s business model and lesson learned for Chinese innovation business 

Speaker: Eugene Zheng/Managing Director, CBOE Holdings, INC  

9: 40-10: 10

Speech :CTA’s absolute return strategy models – maximizing the benefits of managed futures

Speaker: Ernest Jaffarian/CEO&CIO, Efficient Capital Management, LLC

10: 10-10: 40

Speech: The opportunities and outlook of exotic Beta and portable alpha in China’s asset management business

Speaker: Yanan Wu/Head of Quantitative Investment and Senior Fund Manager, CITIC-Prudential Fund Management Co Ltd

10: 40-10: 50

Refreshment break

10: 50-11: 20

Speech: FX – tools for risk hedging and alpha generation: potential in China

Speaker: Bernard Lock/Founding Partner, ADL Capital

11: 20-11: 50

Speech: Design of treasury hedging products

Speaker: Li Zhou/Chairman, Rational Stone Capital

11: 50-12: 10

Speech:Developments of international crude oil market

Speaker: Sebastian Lewis/Editorial Director of China, Platts 

12: 10-14: 00



Afternoon session

To focus on product and operation, adapting international practice to Chinese market


Panel1: Wealth Management

14: 00-14: 30

Speech 1:  International innovation in the derivatives market and risk management 

Speaker: Steven Michael/Founder, Stonehenge Asset Management LLC and East West Advisors

14: 30-15: 00

Speech 2: How can hedge funds meet the investment demand of institutional investors

Speaker: Tang Chunhua/Chairman,

15: 00-15: 30

Panel Discussion:

The development of the Chinese wealth management sector

- What are the latest developments in the Chinese wealth management


- What new legislation is coming and how can the market prepare?

- What is the expected growth of the wealth management sector in China?

- What are the potential co-operations between international CTAs and

 Chinese firms: tapping on opportunities, overcoming difficulties?

- Design of CTA products using financial futures and options


Natasha Xie/Partner, Jun He Law Offices    


- Steve Michael/Founder, Stonehenge Asset Management LLC and East West Advisors

- Tim Jacobs/President, Icarus Trading LLC and Chief Executive, Ironball Trading Inc

- W. Martin Aiken/Senior Advisor, Efficient Capital Management LLC

- Bob Olivar/President, PLOT Managed Futures and Managing Director, O&L Global Wealth Management

- Tang Chunhua/Chairman,

- Huang Ruiqing/ Deputy Director of Quantitative Investment, Bosera Funds

15: 30-15: 40

Refreshment break


Panel 2: Hedging and arbitrage

15: 40-16: 10

Speech1: Funds’ roles in metals pricing

Speaker: Frederick R. Demler/Executive Vice President, Global Head of  Metals and Institutional Futures, INTL FCStone

16: 10-16: 40

Speech 2: Introduction of Xinhu Futures’hedging and arbitrage product

Speaker : Zhu Langqiang/Investment Director, Asset Management Dept., Xinhu Futures Co Ltd

16: 40-17: 00

Speech 3: International quantitative hedging: development status and trends 

Speaker: Andy Woodhouse/Managing Director, Asia Pacific, RTS Realtime Systems

17: 00-17: 30

Panel Discussion:

The evolution of global hedging dynamics and trading strategies 

- How has extending trading hours impacted Chinese traders’ability to react to international price moves?

- Will the launch of evening trading in China affect commodities’ pricing benchmarks? 

- New developments of global spread trading modelsand technology

- Problems and prospects of hedging and arbitrage in China

- What are the key hedging strategies internationally?

- What trading strategies work for China?  

- Application of high frequency trading in financial futures


Lisa Xu/CTA, Faculty Member of New York Institute of Finance (NYIF)


-Frederick R. Demler/Executive Vice President, Global Head of Metals and Institutional Futures, INTL FCStone

- Andy Woodhouse/Managing Director, Asia Pacific, RTS Realtime Systems

- Paul Buethe/Porfolio Manager and Member of the Executive Team, Crabel Capital Management LLC  

- Chen Dongsheng/General Manager, Tongan Investment Management Ltd.

-Zhu Langqiang/Investment Director, Asset Management Dept., Xinhu Futures Co Ltd

17: 30

Close of the conference


             (The agenda is subject to change)


Application Form



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Check in-out time

InterContinental Shanghai Puxi

(500 Hengfeng Road)


 □King Size room

¥1100yuan/night (Inc, breakfast)



 □standard room

¥1250yuan/night(Inc, breakfast)



Courtyard by Marriott Shanghai Puxi

( 338 Hengfeng Road  )


□King size room

¥750Yuan/night(Inc, breakfast)



 □Standard room

¥750Yuan/night(Inc, breakfast)



Shanghai Post & Telecommunications Hotel

( 601 Hengfeng Road  )


□King size room

¥220Yuan/night(Inc, breakfast)



 □Standard room

¥250Yuan/night(Inc, breakfast)




Please fill in the application form before the deadline on 15st November

and send to the mailbox:,

or fax to 021-22155688,

contact: Mr. Wang Bing, Tel: 021-22155685