2018 Conference Agenda

Chicago, IL, 9 - 10 May 2018

Schedule

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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
Brad McCredie, VP & IBM Fellow, Cognitive Systems Development, IBM Systems
Heath Hutchinson, Director, Supermicro
May 913:20
Conference pass

INTERACTIVE ROUNDTABLE DISCUSSIONS

Keynotes
Crypto - don't let your back office slow down your front office
Crypto custody 101 - secured by randomness
Hybrid strategies for backtesting in the cloud
Greg Ulepic, Director, Avere Systems Inc
Interfacing legacy trading firms with crypto exchanges – creating the most seamless experience for the end user
Performance tuning for low latency trading apps – the 10 perf Commandments
Reinventing the modern financial institution – send, share and sync huge volumes of data globally at maximum speed
Jim Gallagher, Engineer, Aspera, an IBM company
The API evolution and as-a-service revolution
Ollie Cadman, Head of Business Operations, Vela
May 914:10
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 914:10
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?
May 914:10
Conference pass

Is there a tradeoff between the speed race and reliability of accelerated servers?

Automated Trading & HPC
  • A review of technology trends
  • Processors, PCI/express, memory, FPGA and GPU, NVMe I/O sub system
  • Customer requirements and best practices
  • CIARA “uptime” program
Patrick Scateni, Vice President, CIARA
May 914:10
Conference pass

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

Quant World
40-minute interactive roundtable discussion
May 914:30
Conference pass

Updates and expansions within the global wireless connectivity landscape

Automated Trading & HPC
Mike Persico, CEO & Founder, Anova Technologies
May 914:50
Conference pass

Extracting alpha through automated machine learning

Advanced Analytics
May 914:50
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?
  • Fiber vs. microwave vs. millimeter wavelength – comparing new developments in network connectivity
  • Network monitoring – solutions, methods and technologies for identifying trends, detecting outliers and correcting excessive latency and jitter in real time
  • Risks around building ULL systems – moving data centers, cost of data, exchanges changing the rules
  • Trading venues moving to the cloud – realistic vs. deterministic
Moderator: Steve Hunt, CTO, Jump Trading (Fmr)
David Nuelle, Partner, Hehmeyer Trading + Investments
Jamie Brown, SVP, Trading Technology, Virtu Financial (Fmr)
May 914:50
Conference pass

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

Quant World
40-minute interactive roundtable discussion
May 915:10
Conference pass

Alternative data based on flow analytics – an exchange's perspective

Advanced Analytics
  • Order flow – complete exchange-traded flow analysis
  • Client clusters – behavior-driven analysis of client clusters
  • New alphas – creating alphas from behavioral features
May 915:30
Conference pass

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

Advanced Analytics
  • 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 915:30
Conference pass

Global low-latency networking to meet the demands of your most critical trading applications

Automated Trading & HPC
  • Introducing Spread Networks by Zayo and what it means for your global, low latency trading network
  • Learn how a global managed infrastructure provider launched a global ultra low latency backbone, powered by Zayo, to support their clients’ technology needs
May 915:30
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 915:30
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 915:50
Conference pass

Boosting trading velocity through low-latency MRAM accelerators

Automated Trading & HPC
  • Boost transaction volume with low latency NVMe accelerators
  • Break logging bottlenecks that slow down transaction processing
  • MRAM persistence and endurance helps ensure every transaction is safely handled
Arthur Sainio, Director, SMART Modular Technologies
May 915:50
Conference pass

Custodianship and asset security in digital currency markets – the last hurdle to crypto legitimization?

Exchange Technology, Cryptocurrencies & Blockchain
  • How is the maturing cryptocurrency economy addressing the issue of reliable custodianship in digital currency markets?
  • How much institutional money is still parked on the sidelines due to a lack of reliable asset security?
  • How will the introduction of digital currency custodians serving institutional investors impact the crypto economy?
  • Wallets vs. compliant custodians – crossing the chasm
  • What are the unique security risks involved with irreversible transactions?
Moderator: Martin Garcia, Vice President, Genesis Global Trading
Michael Fitzgerald, CEO, Digital Asset Custody Company
May 916:30
Conference pass

Evolution of blockchain and cryptocurrencies – charting the path forward for capital markets

Exchange Technology, Cryptocurrencies & Blockchain
  • Overcoming blockchain’s kryptonite – what are the most promising solutions to the scalability problem posed by the decentralized structure of distributed ledgers?
  • Canary in the crypto mine – how can technologists, policymakers and capital markets leaders address the ever-increasing electricity/compute/e¬nergy resources being consumed by proof-of-work mining operations?
  • Mining centralization – are you concerned about the creation of a hidden power structure as industrial mining pools continue to drive network centralization?
  • Bitcoin vs. blockchain – is it necessary to separate the digital currency from the underlying digital architecture to explore new use cases and applications?
  • Crypto in emerging & frontier markets – will cryptocurrencies continue to develop as a lifeline for undeveloped countries plagued with hyperinflation and failed government monetary policy?
  • Efficient market hypothesis (EMH) – does the price of Bitcoin and other digital currencies adhere to the EMH? Will the immense inefficiencies in prices across exchanges and markets continue to be an arbitrageur’s dream as institutional volume enters the space?
May 916:30
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?
Brian Miller, Founder & Head Strategist, Optimized Trading LLC
May 916:30
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 916:30
Conference pass

Stress testing – quantitative modeling, business intelligence tools and developing a global governance framework

Quant World
40-minute roundtable discussion

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May 1009:00
Conference pass

Peer-to-peer conversation: Silicon Valley VCs sound off on the future for crypto funds and the token economy

Keynotes
May 1009:30
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?
Moderator: Chuck Mackie, Contributing Editor, John Lothian News
Peter Johnson, Vice President, Jump Capital
Kimberly Trautmann, Director, DRW Venture Capital
May 1010:00
Conference pass

(Reserved for Capitalise Crypto)

Keynotes
May 1010:10
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 1010:40
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 1011:50
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 1012:00
Conference pass

Deep neural networks – using DNNs to predict market behavior

Advanced Analytics
40-minute interactive roundtable discussion
May 1012:00
Conference pass

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

Exchange Technology, Cryptocurrencies & Blockchain
40-minute interactive roundtable discussion
May 1012:00
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 1013:50
Conference pass

AI & market analysis – leveraging machine-driven insights to guide investment decision making

Advanced Analytics
40-minute interactive roundtable discussion
May 1013:50
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 1013:50
Conference pass

INTERACTIVE ROUNDTABLES - CRYPTO

Exchange Technology, Cryptocurrencies & Blockchain
Crypto meets fixed income – examining the current state of integration and how it can be improved
VC 2.0 – navigating ICOs, crowdfunding and the new paradigm for capital raising
May 1013:50
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, VP, Baml Capital Access Funds Management, LLC
May 1014:10
Conference pass

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

Quant World
May 1014:30
Conference pass

INTERACTIVE ROUNDTABLE DISCUSSIONS

Keynotes
Crypto investor roundtable – meet and greet with managers
Digital asset execution – evaluating trading opportunities, liquidity & future for decentralized exchanges
Toby Allen, Head of Digital Assets, Akuna Capital
GPS & location tracking data - bleeding-edge applications for predicting market behavior
Smart contracts & decentralized capital markets – gimmick or game-changer?
Trend following for managed futures – quantitative strategies for capturing momentum and increasing returns
Andrew Strasman, Principal, Totem Asset Group
last published: 25/Apr/18 19:05 GMT