algo-trading innovation hubfield report from an intraday trader • experiences gained with the...

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