2018 Conference Agenda

Chicago, IL, 9 - 10 May 2018

Schedule

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May 908:50
Conference pass

The other side of the (Bit)coin – why integrating cryptocurrency futures with other derivatives products could threaten economic stability

Keynotes
  • Immature & untested underlying market – given cryptocurrencies’ short history and unproven relationship to the overall economy, is it responsible to integrate Bitcoin futures with mainstream products?
  • Margining for short sellers – why instituting daily price move limits on cryptocurrency futures contracts does not solve the problem 
  • Clearing risk – how a large price move in cryptocurrency could destabilize clearing members, clearing organizations and the greater economy
May 909:20
Conference pass

Chomping at the Bit(coin) – how will the institutionalization of cryptocurrencies impact investment portfolios, electronic trading desks and capital markets at large?

Keynotes
  • Good as gold? Should investors buy cryptocurrencies or gold as a safe-haven asset? How will the emergence of digital currencies impact the value of gold, silver and other stores of value in the short and long term?
  • Regulatory risk – what developments do risk-averse institutions need to see on the regulatory front to quell concerns about compliance?  
  • Ripple effect – how will the democratized, decentralized and disintermediated foundation of digital currency markets affect change across the entire capital markets ecosystem? 
  • Crypto block trading – current and future developments for facilitating the execution of large institutional digital currency trades
  • Bitcoin futures – how will the enabling institutional and retail customers to trade Bitcoin futures products on regulated derivatives exchanges like CME and CBOE impact the growth and legitimacy of the digital currency ecosystem?
  • Bitcoin ETFs – what are the implications of a regulatory approved Bitcoin ETF?
  • Volatility & systemic risk – could the wild price swings associated with cryptocurrencies pose a risk to clearing houses and overall market stability?  
  • Re-thinking market infrastructure – how could the inner workings of markets be re-invented to both attract an enthusiastic new generation of cryptocurrency traders while safeguarding against new risks posed by wild price gyrations?
  • Non-correlation effect & institutional portfolios – how can institutional investors leverage Bitcoin’s extremely low correlation with traditional asset classes to optimize their portfolios?
May 910:00
Conference pass

Microwave lines – a review of the latest developments ***topic to be updated

Keynotes
May 911:30
Conference pass

High-performance hardware – how should low-latency trading firms evaluate and deploy FPGAs, GPUs and acceleration technologies?

Keynotes
  • To invest or not to invest – how should trading firms evaluate whether FPGA implementation makes sense? What types of latency problems are best addressed through hardware implementation? When does a software-based approach make more sense? 
  • Build vs. buy – how to evaluate what needs to be designed in-house and what should be outsourced to achieve maximum FPGA performance
  • FPGA engineering talent – how hard is it to find effective Verilog/VHDL/OpenCL programmers?
  • Testing, development and integration – what tools and technology are necessary to build and test FPGA applications?
  • Deep learning chipsets – are specialized chipsets the future platform for implementing deep learning algorithms?
  • Future of FPGAs in trading – how will FPGAs fit into the future market landscape as the pursuit of alpha straddles between faster and smarter trading? 
  • Mission-critical servers & AI infrastructure for data-intensive workloads – how are new breeds of enterprise servers ushering in the next generation of accelerated computing?
Laurent De Barry, Founder, ENYX
Heath Hutchinson, Director, Supermicro
May 913:20
Conference pass

INTERACTIVE ROUNDTABLE DISCUSSIONS

Keynotes
May 914:00
Conference pass

Big data sweet spot – how are you finding, evaluating and applying ‘edgeworthy’ and alternative data?

Advanced Analytics
  • Investing in the right datasets – how do you evaluate which data sets are worth adopting in the face of high fees and uncertain value?
  • IT & talent requirements for value extraction – what technology and human capital capabilities do you need in place to effectively analyze the data and realize its value within a reasonable time horizon?
  • Comparing source, speed & edge – real-time market data, historical market data, macroeconomic data, public/private company data, alternative data
  • Alternative data, alternative use cases – what other applications may exist for alt data sets outside of alpha generation?
  • Other nascent data applications – do you see any immediate or future value for trading firms and fund managers in data from nanosatellites, drone imagery and Internet of Things?
Andrew Curto, Director of Strategy & Research, G2 Trading LLC
May 914:00
Conference pass

(Ex)change in stripes – how are market operators harnessing innovation and reinventing business models to respond to modern customer demands?

Exchange Technology, Cryptocurrencies & Blockchain
  • Changing business models – strategies for alternative revenue generation
  • Vision for blockchain/distributed ledger technology – what is its potential impact on market infrastructure and the current processes for trading, clearing and settlement? 
  • Crypto trading infrastructure – architecting trading platforms for institutional crypto products
  • Cloud factor – impact of moving venue operations to cloud-based systems
  • Security & compliance – innovation and initiatives for bolstering security in an increasingly unsecure world
  • Artificial intelligence – what role will smart machines play in the exchange of tomorrow?
May 914:00
Conference pass

HPC and infrastructure strategy for the trading desk – aligning compute, storage and networking for maximum data-crunching capacity

Automated Trading & HPC
  • Design & engineering developments – shifting from proprietary software and hardware to open source, automated, software-defined models
  • ‘Big data’ architecture – how are you integrating Hadoop, Spark and other big data technologies into a high-performance trading operation?
  • Real-time insights – visualization tools, machine learning architecture, in-memory analytics and other technologies to enable real-time pattern discovery and outlier detection?
  • Customizing trading applications in the cloud – how to deliver maximum performance, ultra-low latency and advanced functionality
May 914:00
Conference pass

The art of backtesting – best practices and war stories from practitioners

Quant World
May 914:40
Conference pass

Using GPUs for alpha generation in computational finance ***topic to be updated

Automated Trading & HPC
Patrick Scateni, Vice President, CIARA
May 914:40
Conference pass

Quantamental – how can we apply new insights to capture alpha?

Quant World
  • Best of both worlds – how can a dual approach accentuate the strengths and diminish the weaknesses of each research style?
  • Eliminating blind spots – what types of insights can fundamental analysis uncover that quantitative models cannot, and vice versa?
  • Bridging the culture gap –how do you best create a collaborative environment between the math whiz and value investing guru?
May 914:40
Conference pass

Deep learning for high-frequency trading

Advanced Analytics
  • How can we apply the predictive power of deep learning to navigate the chaotic behavior of financial markets?
  • Techniques and personal experiences using deep learning techniques in trading
  • Demonstration of a fully operational deep learning algorithm for automated intra-day trading
May 914:40
Conference pass

Branding Bitcoin – currency, commodity or something entirely different?

Exchange Technology, Cryptocurrencies & Blockchain
  • Defining Bitcoin – the IRS classifies it as taxable property; the SEC classifies it as a security; the CFTC classifies it as a commodity. How do you reconcile competing definitions by regulatory agencies?
  • Regulatory oversight – given its elusive classification, which regulatory agencies should provide oversight of virtual currencies?
  • Impact of classification – how will Bitcoin’s ultimate classification impact markets, investors and the overall economy? 
May 915:00
Conference pass

How to distinguish between talent and tourists – a checklist for cutting through the marketing hype in AI, machine learning, & volatility strategies

Advanced Analytics
May 915:00
Conference pass

Exchange to exchange connectivity – why engineering, IP and old-fashioned R&D trump off-the-shelf solutions ***topic to be updated

Automated Trading & HPC
Mike Persico, CEO & Founder, Anova Technologies
May 915:20
Conference pass

Next-generation network connectivity – how are you balancing latency and bandwidth in 2018?

Automated Trading & HPC
  • LEO satellites – how is space commercialization impacting data connectivity for low-latency trading? 
  • Impact of changing marketplace – how are new technological developments and a changing regulatory environment impacting firms’ approach to connectivity? 
  • New world of alpha discovery – how are firms balancing speed and bandwidth as the algorithmic trading arms race turns toward ingesting and analyzing increasing volumes and varieties of real-time data?
David Nuelle, Managing Director, Options Trading, Hehmeyer Trading + Investments
May 915:20
Conference pass

Smart beta, quantitative ETFs and dynamic indexing – using factors to improve performance

Quant World
  • Smart beta, strategic beta, alternative beta – marketing gimmicks or substantive investment strategies?
  • Systematic approaches for stock selection and asset allocation 
  • Factors to consider when evaluating risk-return performance and capital appreciation potential 
  • Data mining and mathematical strategies for optimizing performance
May 915:20
Conference pass

From risk to reward – aligning IT, human capital and strategy to mitigate risk and maximize investment performance

Advanced Analytics
  • Risk & low volatility – how are quants and portfolio managers assessing risk in low volatility market conditions? How can the relationship between risk and volatility best be described?
  • Next-generation data management & analytics – leveraging new tools to achieve an integrated view of portfolio risk exposure across time horizons and asset classes
  • Changing skill sets – how has the risk management toolbox changed over time? What skill sets are you looking for in a modern risk manager?
  • New modeling tools – how can you leverage innovations in machine learning, predictive analytics and model development to enhance your view of risk?
  • Compute-intensive risk – how are quants and risk managers using the cloud to scale up modeling capacity without breaking the bank on building new data centers?
  • Alternative data for risk management – how can “alt” data be leveraged as an indicator for measuring risk, anticipating volatility and extracting unique market insights?
May 915:20
Conference pass

The dark side of decentralization – what are the hidden risks in a blockchain revolution?

Exchange Technology, Cryptocurrencies & Blockchain
  • Consumer protection – combating fraud, theft, counterparty default and other risks in the absence of a central authority
  • Volatility exposure – safeguarding against extreme price fluctuations without a central bank and/or other means of economic stabilization
  • Enforcement – how can regulatory bodies enforce rules and standards in a decentralized environment?
May 916:00
Conference pass

Model governance – policies, procedures and frameworks for understanding the full profile of enterprise risks

Quant World
  • Structure – organizational design, reporting structure, control and support functions
  • Talent & culture – performance measurement, operating principles, talent development
  • Infrastructure – enabling IT to integrate new technologies into the model governance framework
May 916:00
Conference pass

Available for sponsorship

Advanced Analytics
Available for sponsorship. For more information, contact Steven Reichard at +1 646 619 1777 or steven.reichard@terrapinn.com
May 916:00
Conference pass

Token gesture – a framework for assessing the value of crypto tokens and alt coins

Exchange Technology, Cryptocurrencies & Blockchain
  • Factors driving the value of crypto assets – the network effect, low correlation to traditional assets and the rise of digital monetary commodities 
  • Traditional valuation vs. crypto valuation – why traditional models of valuation don’t make sense for crypto assets; why equity bubbles are a false analogy for the rapid growth in Bitcoin
  • Economic impact – how crypto assets will change the dynamics of investing much in the same way the Internet changed the flow of information
  • Valuing Bitcoin’s dominance – could another alt coin displace Bitcoin; is it worth diversifying your portfolio with other crypto assets?
May 916:00
Conference pass

Enterprise data management – how are you managing, governing and integrating data to achieve peak performance across applications, systems and services?

Automated Trading & HPC
  • Warehousing & integration – best practices for building an enterprise data warehouse and unifying data management across different IT teams and departments
  • Governance – how to design an effective data governance strategy for managing regulatory risk and meeting compliance demands 
  • Roadblocks – how can you overcome issues surrounding data quality and integrating big data technologies with legacy IT infrastructure?
  • Cybersecurity – what are the most effective solutions for securing high-performance networks and protecting sensitive enterprise data against evolving threats?
  • Standardization & open data – what are the benefits and drawbacks of implementing a common financial industry language, or financial Rosetta Stone, on operational efficiency and regulatory reporting?
  • Intelligent storage – how to store and protect data needed for emerging AI and real-time analytics applications 
     
May 916:20
Conference pass

Trust arbitrage & the future of “the Firm” – how blockchain innovations can crack the code

Exchange Technology, Cryptocurrencies & Blockchain
  • How has “the Firm” – an autocratic monolith long prospering in the economic domain – persisted through history while other authoritarian experiments have failed?
  • How do economists explain the existence of the Firm despite being notoriously inefficient for its stakeholders?
  • How do blockchain innovations threaten the existence of the Firm?
May 917:00
Conference pass

The future is now – navigating today and tomorrow's waves of financial innovation

Keynotes
  • Taking the temperature of innovation in Chicago – Deloitte named the Windy City as the highest ranked new entry in a 2017 report analyzing 44 cities across the global FinTech landscape – what does this mean for the future of Chicago as a trading hub and the greater global FinTech movement?
  • Hope, hype & health across the tech scene – blockchain, data analytics, machine learning, data centers
  • Misunderstood vs. missed opportunity – how critical is right now in the crypto-currency curve?
  • Funding, human capital & government support – what are the most essential components involved in fostering a modern, vibrant ecosystem for innovation?
  • Risk-aversion, competition & collaboration – does the "black box" mentality associated with proprietary trading create a roadblock to collaborative innovation? 
Kimberly Trautmann, Director, DRW Venture Capital

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May 1009:00
Conference pass

Surviving disruption – an actionable guide to investment success in the era of FinTech

Keynotes
  • Robo-advisors – current state and future evolution
  • Adaptation for traditional advisors – how can human financial advisors use evolving regulations, customer demand and technology to optimize their business processes and operations?
  • Gamification – how it can produce better investors?
  • New normal – to what extent is financial technology innovation fundamentally changing the rules of investing? Where is current technology best utilized in new-age investment management? 
Paolo Sironi, Thought Leader - Wealth Management FinTech Analytics, IBM
May 1009:20
Conference pass

AI in trading and investing – debating the risks, rewards and reality of robo-advisors and artificial intelligence in capital markets

Keynotes
  • AI & your investment strategy – the advantages and disadvantages of trading on probability and using AI to enhance your investment strategy
  • Markets for machines – how will increased usage of machine learning and AI alter market dynamics? 
  • Fiduciary rule fallout – how the new financial investment rules for advisors to act in their clients’ best interest impact robo-advisors?
  • AI-associated risks – what risks should financial firms be aware of as smart machines become more fundamental in modern markets? Do the biggest risks lie in man’s misuse of technology or machine learning techniques themselves? 
May 1011:00
Conference pass

Modeling the big picture – how will macroeconomic and geopolitical developments guide trading decisions in 2018 and beyond?

Quant World
  • How does increased geopolitical uncertainty, particularly following Brexit, the election of Donald Trump and the rise of Western nationalism, drive other risk factors? 
  • Behavioral vs quantitative approaches to economic forecasts – balancing hard numbers with human psychology in economic forecasting
  • Where do traditional risk management processes fall short in effectively assessing the complex relationships between key risk factors?
  • How can you apply new advances in quantitative modeling to geopolitical and socioeconomic risks?
May 1011:00
Conference pass

The quest for best ex and the alpha of trade performance – how are buy-side firms enhancing execution quality amidst changing market dynamics?

Automated Trading & HPC
  • Buy-side control – what is driving buy-side firms to seek more power in the execution process? How will buy-side owned trading venues fit into the long-term picture for the equities market?
  • Cross-asset market microstructure – how are Reg NMS and MiFID II changing firms’ approach to sourcing liquidity? Has regulation ultimately improved or hindered execution?
  • Execution strategy – how are firms deploying algorithms in both dark and lit venues to locate the best price with minimal price leakage? 
  • Broker innovation – how are savvy brokers differentiating themselves to meet buy-side demands?
  • Clearing & settlement – is the post-trade process moving from a non-strategic necessity to a source of competitive differentiation?
  • Institutional vs. technical – how do execution needs differ between trading styles?
  • TCA & analytics – real-time analytics solutions to improve order routing and enhance execution quality
May 1011:00
Conference pass

Deep neural networks – using DNNs to predict market behavior

Advanced Analytics
  • What are deep neural networks (DNNs) and how has their predictive power been harnessed in the speech transcription and image recognition communities?
  • How has the computational complexity of DNNs hindered its adoption to predicting behavior in the financial markets?
  • How can the algorithm be effectively deployed on general purpose high-performance infrastructure?
May 1011:00
Conference pass

Smart contracts – gimmick or game-changer?

Exchange Technology, Cryptocurrencies & Blockchain
  • Establishing a definition – can “smart contracts” simply be defined as a piece of software stored, verified and executed on the blockchain?
  • Use cases in finance – is clearing and settlement the most promising domain for smart contract automation? What about digital wallets? Loans? Escrow?
  • Adoption challenges – legal/regulatory considerations, integration into business ecosystem, lack of standards/best practices
  • When should companies use blockchain-enabled smart contracts instead of existing technology?
May 1011:40
Conference pass

Navigating modern market structure – fragmentation, execution strategy and regulation

Automated Trading & HPC
  • How will the proliferation of new trading venues affect your trading strategy? 
  • How will current and future regulation, i.e. REG-NMS, Order Protection Rule, Access Rule, Sub-Penny Rule, address predatory automated, high-frequency trading strategies? 
  • How are the nuances of modern market microstructure affecting volatility and liquidity across asset classes?
  • The latency barrier and its impact on achieving best execution – have the markets sacrificed fairness for speed?
Alan Burke, Principal, Condor Trading, LLC
Bruce Wisner, Trader, Avatar Securities
Pavel Charov, Head of eFX Algo Development, Bank of America Merrill Lynch
May 1011:40
Conference pass

Anomaly detection – machine learning-based approaches for detecting outliers in financial datasets

Advanced Analytics
May 1011:40
Conference pass

VC 2.0 – navigating ICOs, crowdfunding and the new paradigm for capital raising

Exchange Technology, Cryptocurrencies & Blockchain
May 1011:40
Conference pass

Developing and backtesting systematic trading strategies – benchmarks, constraints and objectives

Quant World
  • Understanding your business constraints and objectives – what are your infrastructure and resources best suited for?
  • Choosing a benchmark – what constitutes a good benchmark to measure your performance and gain insights into drivers of returns?
  • Formulating business objectives – how to calculate required returns for capital while accounting for tail risk, leverage, drawdown and other critical factors
Brian Peterson, Partner, Director of Quantitative Trading, DV Trading
May 1012:00
Conference pass

Combining Black-Litterman, exotic beta and risk parity – a unique approach to portfolio optimization***topic to be updated

Quant World
May 1013:30
Conference pass

INTERACTIVE ROUNDTABLE DISCUSSIONS

Keynotes
May 1014:10
Conference pass

Correlated volatility shocks

Quant World
  • Why commonality in idiosyncratic volatility cannot be completely explained by time-varying volatility
  • How the Dynamic Factor Correlation (DFC) model captures the cross-sectional correlations in idiosyncratic volatility innovations via decomposing the common factor in idiosyncratic volatility (CIV) into the volatility innovation factor (VIN) and time-varying volatility factor (TVV)
  • How a strategy that takes a long position in the portfolio with the lowest VIN and TVV betas, and short position in the portfolio with the highest VIN and TVV betas, earns an average of 8.0% annual returns
May 1014:10
Conference pass

GPS & location-tracking data – bleeding-edge applications for predicting market behavior

Advanced Analytics
  • How can trading firms apply data from tracking the real-time movement of goods across land, air and sea?
  • How can real-time information about road traffic be used to provide insights into economic trends?
  • Further applications of real-time GPS – crude oil, crop yields, manufacturing, construction
May 1014:10
Conference pass

Capturing alpha from within – how can firms spur growth, performance and efficiency through measuring, modeling and benchmarking technology spend?

Automated Trading & HPC
  • Budgetary blinders – why has technology spending remained so nebulous at a time when capital markets firms have widely embraced measuring, analyzing and benchmarking so many different aspects of their operations?
  • The power of TCO (total cost of ownership) – why understanding technology TCO is a must-have to remain profitable in today’s challenging and competitive market conditions 
  • Factoring in human capital – the importance of factoring the cost of employees (compensation and benefits) along with tech spend (hardware, software and data) into TCO calculations
  • Changing business models – strategies for alternative revenue generation
  • The power of measurement – how can a complete and accurate picture of TCO help firms slash costs, eliminate redundancies and inform strategic decision making?  
Paul Rowady, Director of Research, Alphacution Research Conservatory
May 1014:10
Conference pass

Systematic cryptocurrency trading – applying quantitative principles to capture ‘crypto alpha’ in digital currency markets

Exchange Technology, Cryptocurrencies & Blockchain
May 1014:30
Conference pass

Available for sponsorship

Automated Trading & HPC
Available for sponsorship. For more information, contact Steven Reichard at +1 646 619 1777 or steven.reichard@terrapinn.com
May 1014:30
Conference pass

Stress testing & scenario analysis – defining your risk appetite and informing strategic decision making

Quant World
  • Integrating stress testing into existing enterprise architecture 
  • Updating models to focus to focus on product dynamics to enhance views of portfolio risk
  • How to make stress testing a first line of defense within your firm
last published: 05/Jan/18 20:15 GMT