algo-trading innovation hubfield report from an intraday trader • experiences gained with the...
TRANSCRIPT
ALGO-TRADING INNOVATION HUBNew opportunities in intraday energy trading
JUNE 7-8, 2018 IN FRANKFURT / MAIN
09:30
Breakfast and Registration
10:00
Automated Trading - Past, Present and Future
• Developmentoffinancemarkets,thedifferenceswithenergytradingandwhywe‘reatthebeginningofalongjourney
• SystematicTrading,AlgorithmicTradingortrulyAutomatedTrading?
• Onwhichpowerandgasmarketsisalgorithmictradingpossibleandhowdoyougetaccesstothesemarkets?
• WhichtopicsareEurope‘smostinnovativetradinghousesembracing?
• Overviewofvariousalgorithmtypes
Market study “standard software for automated energy trading”
• Procedureandstructureofthestudy• Classificationandoverviewofthefunctional
requirementsofautomatedtradingsoftware• Segmentationandkeycharacteristicsofthe
vendorscovered• Detailedcomparisonofselectedfunctionalities
(marketcoverage,methodology,degreeofautomation,...)
• Outlookonplanneddevelopments
DAY 1
Jürgen MayerhoferManagingDirector,VisoTech
Sami MadaniManager,TheAdvisoryHouse
Algorithmic trading - make or buy?
• Whichfactorsmustbeconsideredinthemake-or-buydecision
• Whatitmeanstodevelopyourownplatformforautomatedtrading
• Evaluationoftheadvantagesanddisadvantagesofbothoptions
12:00
Lunch Break
13:00
Disruptive Potential in the German Electricity System – an Economic Perspective on Blockchain
• UsingBlockchaintechnologyforpeer-to-peertrading
• Isitadisruptivetechnologyforelectricitytrading?
• Thechangingperceptionforelectricpowerasacommodityandwhythatmatters
Field Report from an Intraday Trader
• ExperiencesgainedwiththeautoTRADER• Impactonworkflow&processes• Tipsforimplementingalgo-trading
Wolfgang EichbergerCo-Founder,VisoTech
Dr. Christian TodeManager,ewiER&S
Special GuestsN-Ergie,STEAG,SWM
Artificial Intelligence-Driven Testing of Trading Algorithms
• Thechallengeoftestingtradingalgorithmswithoutmakinglivetrades
• Howasuitableneuralnetworkcanbecreated• Howitcanbetrainedtolearnthebehaviorofa
realenergyexchange• Howitcangeneratemarketactivitiesemulating
theexchange
XBID from a service provider perspective
• Introduction–whatXBIDmeansformarketparticipants
• Complexityofcross-bordertradinginlocalmarkets(determiningthelocalview,orderexecution)
• ImpactsofXBIDoncross-bordertrading(localproductsvs.XBIDproducts,post-tradeproces-sing,reporting)
15:00
Coffee Break
15:30
Use Cases of Automated Trading
• Directmarketingontheintradaymarket• Avoidingbalancingenergy(positionclosing)• Marketingflexibilitiesontheintradaymarket• Marketingassetsontheintradaymarket• Cross-borderarbitrageontheintradaymarket• Marketinggasstorageontheintradaymarket
17:00-20:00
Get-Together
Marc PourninTechn.KAMData&API,EPEXSPOT
Henrik HansenMarketManager,NordPool
09:00
Introduction to Algorithm Development
Algo-Coding in groups
10:30
Coffee Break
11:00
Algo-Coding in groups
12:30
Lunch Break
13:30
Algo-Coding in groups
16:00
Workshop ends
Patrick FodorSoftwareEngineer,VisoTech
Dr. Egon GemmelVPEnergyResearch,DeutscheBörse
Johannes PüllerCo-Founder,VisoTech
DAY 2
Wolfgang EichbergerCo-Founder,VisoTech
Wolfgang, Larisa, Patrick, Markus SoftwareEngineers,VisoTech
Wolfgang, Larisa, Patrick, Markus SoftwareEngineers,VisoTech
Wolfgang, Larisa, Patrick, Markus SoftwareEngineers,VisoTech
Event LocationWiesenhüttenplatz25,Frankurt/Main