Webinar: Algorithmic Trading in China: Advanced Execution Trends, Traders, and Technology

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14 December 2011


Algorithmic trading will account for about 0.6% of securities trading in China in 2011, and this figure is expected to reach 2.5% in 2013. Celent expects that the growth of algorithmic trading in the futures market, especially in equities index futures, will exceed that of the equities market itself. Hua Zhang, Analyst with Celent’s Asian Financial Services group, examines the market size, investor segments, regulations, software providers, and market data vendors supporting advanced execution in China. Algorithms used in Europe and the US cannot be directly applied to China. Learn about the modifications and localization required for the Chinese market, including differences in order speed, market data speed, and China’s T+1 trading system..

This presentation draws on material from the Celent report Algorithmic Trading in China: Advanced Execution, Trends, Traders, and Technology.

For more information or a copy of the presentation, in North America, please contact Andrew Renzella at +1.617.262.3124 or In Asia, please contact Marie Aquino at +65 6510 9784 or