Post-conference event: May 16

Risk Management Live: Making a Market Call in the Real Time Simulation

May 16th 2019: Risk Management Live: Making a Market Call in the Real Time Simulation

Objective:

  • Energy and commodities risk professionals and analysts interact with traders on a daily basis and rarely have the opportunity to experience what trading practically entails . This session aims at providing first hand insights on the trading process, from market analytics to form a market view, assessing how to monetize it, risk appetite and execution.
  • Introduce a hands-on data science approach to market analysis, making a trading plan and perform risk and reward analysis and backtesting trades prior to execution.

Audience:

  • Risk Managers
  • Trading Analyst
  • Traders
  • Compliance Managers
  • IT Professionals

Format:

  • Hands-on interactive session. Delivered through the mix interactive lecture and workshop 

Led by:

Nima Safaian, Head of Trading Analytics, CENOVUS ENERGY

08:30

REGISTRATION & REFRESHMENTS 

09:00

I. Introduction to Trading

High level overview of different styles of energy and commodities trading. Differences between Physical and Financial Trading and speculative trading vs. optimization.

II. Using Data Science Tools

Using data science tools to source, wrangle data, visual and develop simple models

11:00

MORNING BREAK

11:30

Making a Market Call

Process of performing market analysis, risk/reward, and plan to capture the market call. Develop a rule based trading plan and back testing strategy.

12:30

LUNCH & OPPORTUNITY TO NETWORK

2:00

Energy Trading Optimization Game

Trade execution in a 30min trading game where participants execute either a flat price or spread physical trade.

3:00

AFTERNOON BREAK

3:15

Evaluating Performance and Wrap-up

Post Trade wrap-up. Discussion on the elements of effective market call and what are the attributes of a good traders and how they can be developed.

4.00
END OF THE SEMINAR