AGENDA DAY 2

Day 2

08:50

Chairman’s Opening Remarks

Brian Peterson
09:00

High-performance computing and algorithmic trading – how will new breakthroughs in advanced computer science change the game? (topic to be updated)

Panel discussion
09:20

‘Best ex’ standards – what is the buy-side looking for from brokers?

  • Buy-side control – what is driving buy-side firms to seek more power in the execution process? How would more buy-side control affect clearing costs?
  • Cross-asset market microstructure – how are Reg NMS and MiFID 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 can savvy brokers evolve strategies and differentiate algorithms to meet buy-side demands?
Mike Persico
10:00

The value of microsecond – an analysis of the information flows within the New Jersey equity triangle (BATS, NASDAQ, NYSE) (topic to be updated)

10:30

Afternoon Networking Break

Quant World & Big Data in Finance
11:00

Blockchain – not a game, but a game changer 

  • Nuts & bolts – why blockchain is nothing more than a new form of database technology 
  • Albatross of legacy infrastructure – why obsolete infrastructure costs financial institutions billions from operational inefficiencies, failures and cyber attacks
  • Further applications for distributed ledger – optimizing back-office processing, digitizing physical transfer of assets, increasing transparency in payments, reducing the risk of fraud and providing digital identities to the unbanked
Panel discussion
11:20

Engine for (ex)change – how will technology re-invent the role of market operators in the age of the algorithm?

  • Changing business models – have exchanges morphed into technology vendors? 
  • Vision for blockchain – an end-to-end solution streamlining trading, clearing and settlement?
  • Cloud factor – will venues ultimately move market operations to the cloud?
  • Security & compliance – innovation and initiatives for bolstering security in an increasingly unsecure world
  • Artificial intelligence – what role will smart machines play in tomorrow’s exchanges?
round tables
12:00

INTERACTIVE ROUNDTABLES (CLICK TO EXPAND)

These small group discussions don’t require any presentation or preparation, and are simply designed to serve as platforms for networking, collaboration and information exchange between like-minded professionals.

Since roundtable sessions run concurrently, you can choose 1 session that is most interesting.

Click on above text to expand list of roundtable topics and the respective discussion leaders.
  • Anomaly detection – machine learning-based approaches for detecting outliers in financial datasets
  • Sri Krishnamurthy

    Sri Krishnamurthy, Founder & President, QuantUniversity LLC

  • Emerging managers – what do allocators look for when investing in start-up funds?
  • Michael Oliver Weinberg, CFA

    Michael Oliver Weinberg, CFA, Partner & Chief Investment Strategist, Protégé Partners

  • Smart beta 3.0 – peering beyond the fringe of smart beta 2.0
  • Efrem Hoffman

    Efrem Hoffman, CEO, Running Alpha Investments

  • Trend following for managed futures – best practices for capturing alpha
  • U.S. treasury market – how can new trading platforms restore liquidity and fairness to market participants?
  • David Rutter

    David Rutter, Founder & Managing Partner, R3CEV LLC

    12:40

    Networking Lunch

    Panel discussion
    13:50

    A healthy dose of blockchain skepticism – what is it good for?

    • Overhype much? Outside of digital cash, why hasn’t blockchain bore any commercial fruit in almost 10 years of existence?
    • Barriers to commercial implementation – comparing blockchain to current best practice technology in banking, contracts and database systems 
    • Horse and engine analogy – why blockchain cannot serve any useful purpose for the financial intermediaries it was designed to replace 
    • Conclusion and prediction for the future – blockchain is unlikely to offer economic advantages for any other commercial problems other than removing third party intermediation to allow for the creation of digital cash
    Panel discussion
    14:10

    The great blockchain debate – disruption or distraction?

    • Blockchain champions rave about its potential to facilitate faster, cheaper, safer and more transparent financial transactions – are you buying into the value statement?
    • Banks are spending extraordinary resources on testing and developing blockchain technology – will their efforts ultimately bear fruit?
    • True or false – the only commercially successful application of blockchain technology will be producing digital cash​
    Paulo Sironi
    14:30

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

    • 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? 
    14:50

    Afternoon Networking Break

    Panel discussion
    15:20

    Trading the Trump factor – a new source of portfolio alpha?

    • Trump, Twitter & market health – measuring the relationship between Trump's Twitter sentiment, the overall market mood, and the short and longer-range price and volatility impact on companies, currencies and nations
    • Presidential tweet risk – what unintended consequences might emerge as a result of Trump’s penchant for Twitter? 
    • Trump tracking algorithms – will it be a viable strategy to develop algorithms designed to take advantage of short-term price discrepancies caused by a presidential tweet? 
    • Trump, regulations & economic growth – how would Trump’s proposed rollback of regulations impact U.S. economic growth?
    • Foreign policy – how will Trump’s proposed isolationist policies impact U.S. markets and the global economy? 
    Panel discussion
    16:00

    The art of backtesting – techniques & war stories from practitioners

    • Filtering published research – appropriate benchmarks, survivorship bias, transaction costs, robustness over time, regime changes, scalability
    • Dealing with data – gathering and trusting data, identifying bad records, techniques for dealing with missing data, alignment and synchronization, data adjustment (dividends, splits, future rolls, etc.)
    • Making sensible assumptions – borrow costs, order types and transaction costs (timeliness and slippage, commissions, scalability)
    • Correctness – model complexity, reducing parameters, cross validation
    • Model robustness & stability – over time, sensitivity to parameters, regime changes, overcrowding
    • Performance measurement – appropriate use of various metrics, importance of drawdown data
    • Going live – walk forward testing, learning from live results, improving execution
    Serhan Kovuk
    16:30

    The evolution of electronic futures and options market

    • Past and expected changes in micro-market structures, operational costs, exchange fees and commissions 
    • What are the effects of regulations and preventative measures in the markets?
    • What can we expect from the future as an algorithmic/HFT trader/programmer or company? 
    16:50

    Closing Remarks & End of Conference

    last published: 21/Apr/17 20:35 GMT