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Stormy Waters, Safe Passage with the Semi-Automated Trader

Published in Automated Trader Magazine Issue 23 Q4 2011

Dealing Hong Kong stocks under conditions of extreme volatility is the trader's equivalent of steering a ship in a South China Sea typhoon. Bid/offer spreads blow out and sudden, spectacular price movements are a constant threat. But you can trade successfully while the storm is raging, using opportunistic algorithms and relying on sophisticated risk management tools - which have become indispensable since the "flash crash". Murat Atamer, Head of AES Product for Asia Pacific, Credit Suisse Hong Kong, shows how to achieve better performance and safer trading in a sea of uncertainty.

Murat Atamer

Murat Atamer

The Scenario: It is after market hours on 3rd October 2011 and a Hong Kong based manager is concluding a review of the portfolio of a small/mid cap fund for which he is responsible. The fund acquired a stake of 400,000 shares in China Resources Gas Group in early March.

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