Speed

Conference Day One

last modified: 05 June '11
Conference Day One
8.20am

Registration

8.50am

Chairman’s opening remarks

›  Mr Bob Giffords,
Banking and Technology Analyst, Analysts
 

HFT EVOLUTION AND ITS EFFECT ON MARKET STRUCTURE

9am

Keynote Regulator Address: policy buffets - plating up efficient and effective financial markets

Commissioner, CFTC
9.30am

Keynote Trader Address: HFT and the dynamics of a crowded market place

  • Strategies that can benefit the long term health of the markets
  • A changing landscape – assessing competition from within the HFT community and from the outside
  • Speed and technology – increasing investments versus diminishing returns
  • Coping with low volumes and low volatility regimes (and why HFT helps create them
  • Discussing the shelf life of HFT and some current controversies
Partner, Tradeworx, Inc.
10am

Keynote Panel Debate: how can we combat the perception of HFT as a predatory strategy that takes advantage of unfair practices?

  • Do momentum ignition and footstep detection strategies give HF traders an unfair advantage?
  • Have these advantages always existed even in the preautomated world?
  • Does HFT carry any systematic risk and is there a danger of the market collapsing as collateral damage?
President, Citadel Investment Group
Partner, Tradeworx, Inc.
›  Mr Duncan McInnes,
CEO, Xenfin
›  Mr Ken Yeadon,
Managing Partner, Thematic Capital
10.40am

Speed Networking

11.20am

Morning refreshments and networking

 

POST FLASH-CRASH REGULATION AND COMPLIANCE

11.50am

Panel Debate: what are the specific fears of the regulators? Discussing micro-prudential and macro-prudential risks

  • Understanding how regulators view operational risks in HFT
  • Should we be wary of macro-prudential risk to the wider community?
  • How can data analytics and academic research help the regulators gain a better understanding of HFT?
  • Is data provision currently too costly and secretive?
›  Mr Laurent Grillet-Aubert,
Senior Economist, Autorite des Marches Financiers
›  Dr Raoul Jacobs,
Senior Advisor, BaFin
Executive Director, Morgan Stanley
›  Dries van der Laan,
Manager, Market Infrastrucure Supervision, Netherlands Authority for the Financial Markets (AFM)
12.20pm

Panel Debate: how viable is proposed regulation and how will it affect HFT practitioners?

  • Examining the practicalities of implementing a ‘client identifier’
  • Assessing the costs vs benefits of a consolidated audit trail
  • Will outlawing stub quotes and the introduction of circuit breakers really provide protection for the market?
  • Determining the regulation enforcers – do regulators understand enough about HFT to actually regulate it or should the job be outsourced?
  • What role do politicians and policy makers have in proposing and implementing regulation?
›  Mr Bas Verschoor,
Policy advisor Capital Markets, Strategy, Policy & International Affairs Division, Netherlands Authority for the Financial Markets (AFM)
President, Citadel Investment Group
›  Mr Kee-Meng Tan,
Managing Director, Knight Capital Group
1pm

Networking lunch

 

THE NEED FOR SPEED (AND CONSISTENCY)

2pm

Panel Debate: data feeds, connectivity and co-location – how can they drive you to ever lower latency?

  • Evaluating how to profit from the latest co-location and hosting solutions and determining how to build them into your trading model
  • Assessing the best matched co-locating partner for your firm
  • Contrasting hardware, network and matching latency – how can these obstacles restrict your competitive advantage?
  • Analysing the relative merits of cloud storage, middleware and complex event processing
  • Finding the shortest path connectivity solutions to optimise your trading performance
›  Mr Ken Yeadon,
Managing Partner, Thematic Capital
›  Mr Asish Pabalkar,
Director, Algorithmic Trading, Quant Capital
2.40pm

Understanding how to balance latency, data access and energy in your trading model

  • Understanding how to offset your high speed infrastructure with spiralling and capital intensive energy costs
  • Evaluating the benefits of ultra-low latency technology
  • Achieving speed, performance, reliability and cost savings by using GPU computing
Founder and CEO, Artemis Capital Asset Management
3.10pm

Optimising real-time risk management for High Frequency Trading

  • The role of different market participants in ensuring appropriate risk management
  • How risk management concerns and best practices have changed over the last couple of years
  • The future role of risk management and its place in European market structure
  • Regulatory developments for risk management in Europe
  • How risk management can make a competitive difference for firms
›  Dr Valerie Bannert-Thurner,
(Moderator)
Executive Director, FTEN Europe
›  Andrew Simpson,
(Confirmed)
Head of Business Development, Euro CCP
›  Kris Wulteputte,
(Confirmed)
Chief Risk Officer, Kas Bank
›  Antonio Reyes Miras,
(Confirmed)
Global Head - Electronic Execution Listed Derivatives, Citi Group
4pm

Afternoon refreshments and networking

4.30pm

Panel Debate: assessing whether traders can scale up - is size the new enemy?

  • Evaluating the dangers of capacity constraints when your trading reaches its critical mass
  • Overcoming problems of scale and diversity in an increasingly saturated market
  • Identifying the dangers of market ‘spikes’ as order volume gets bigger and bigger
›  Mr Duncan McInnes,
CEO, Xenfin
›  Mr Erik Engbers,
CTO, Scrocca Options
›  Mr Fred Pedersen,
Business Development Manager, Vincorex AG
 

SOULTIONS TO KEY OPERATIONAL CONCERNS

5.10pm

Perspectives of an emerging AI-based fund

  • High level technology overview
  • Data capture and analysis
  • How does AI work in this setting?
  • How can the methods be self-adaptive?
  • Distributed/balanced computer processing
  • Signal generation process
  • DMA execution via FIX engine
  • Parallel runs of back-testing, parallel simulations and live trading
CEO, Level E Limited
6.10pm

End of conference day one

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last modified: 05 June '11

High Frequency Trading World  is a multi-faceted event

  • A three day conference
  • The complete HFT universe in one place
  • 40+ speakers over 3 days
  • The latest technology & strategy for your trading model
  • Speed networking
  • Interactive panel discussions
  • Roundtable brainstorms
  • Live debates

Register now ›
Download prospectus ›

You may also like to attend:

  • High Frequency Trading World London 2011
  • Hedge 2011
  • ETF & Indexing Investments Europe 2011

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Location
High Frequency Trading World Amsterdam 2011

Speed

When: -
Where: Okura Hotel, Amsterdam
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