 |
st
W New
York – Union Square
Afternoon conference followed by cocktails
4:30 PM – 9:30 PM |
|
5.00pm
- Welcome Remarks
Philippe
Buhannic, Chairman & CEO, TradingScreen |
|
5.05pm
- Keynote Address
Robert
Kay, Managing Director, GSCS Information Services |
|
|
Robert
Kay will present the results of a ground-breaking
study analyzing the relative performance of
over 100 algorithms. Kay was given unique
access to TradingScreen’s cache of trading
data and the study reflects the trading activity
of more than 200 hedge funds and other asset
managers. On the basis of the study, Kay,
in association with TradingScreen, will deliver
practical guidance on how these findings can
be applied to improve trading strategies. |
|
5.20pm
- Panel Discussion I
Electronic Equities Trading in an Ever More
Complex Environment
Introduced
by Brian Gallagher, Morgan Stanley |
|
|
|
- Algos laid bare: the sell-side
responds to Robert Kay’s findings
- Can the next generation
of liquidity-seeking algos live up to the hype?
- Do algos and dark pools
help or hinder in volatile markets?
- Are quant funds the ultimate
dark pools?
|
|
6.05pm
- Panel Discussion II
The Future of Multi-Asset Trading
Introduced
by Guy Cirillo, Global Channel Sales Manager –
AES, Credit Suisse |
|
- It’s all about algos:
first equities, now FX and futures … is
fixed income out there? Any other asset classes?
- Will the advent of FX
and futures algos lead to the slicing of futures
and FX orders to such an extent that we will
see the emergence of block-trading venues for
futures and FX, as we see in the equity market?
- Do the exchanges and brokers
have the infrastructure to cope with vastly
increased executions per order if fx and futures
algos follow the example of equities?
- Sell-siders have long
been customizing buy-siders’ equity algos;
can we expect to see the advent of sell-side
customized FX and futures algos?
- What are the brokers currently
bringing to the table for Futures and FX if
there is no fragmentation in the market place?
- If everything is traded
with an algo, will the portfolio manager eventually
just put an order in an algo? Is this the death
knell of the sell-side and buy-side trader?
|
|
6.50pm
- Closing Remarks
Michael
Chin, President, TradingScreen |
|
| 7.00pm
- Cocktail Reception |
|
| 9.00pm
- Conference Close |
|
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