Algorithmic trading, also know as automated trading, has been around for about 30 years, and is widely used by institutional investors in the US and European markets. But in the Asian markets, including China, the trading method is still in its infancy relative to US and Europe.

Portfolios of arbitrage that made by quantitative strategy are booming, which require more and more algorithmic and progress trading. In China Algorithmic trading has already developed very well these days, starting from scratch to 1.5% in Y2011, and expected to 6% in Y2013. It applies very well to the stock index futures and other derivative products. In the mean time, comparing with other developed countries, over 50% fund managers manage their investments by algorithmic trading, so there is still enormous room for growth in China. Until now, the proportion of Algorithmic Trading In A-shares is still low, and the proportion of Algorithmic Trading in B-shares being active in stock index futures is a little high.

Due to the feature of China securities market, we cannot mechanically transplant the algorithmic trading of European and American Market to China Market. It requires us to do modification and localization. The market differences include: the speed of placing order, the speed of market date, trading system of T+1, etc. In this context, 3^rd Equity Trading China 2012 will take place on Feb 9 2012 in Shanghai. Over 200+ participants including Trading, IT, Investment team of Funds and Securities gather to network and exchange solutions for China Market, and discuss how to stay ahead of the competiton by maintaining best execution.