2020 AGENDA

 

Online - LIVE, 15 - 17 September 2020

Schedule

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Sep 1510:00
Conference pass

Future of Trading Technology – how will innovation disrupt trading processes as we know it?

Keynote
·Speed – can we go faster?What are some other options for prop shops at risk of consolidation?·Efficiency – balancing hardware and software for optimal outputs·Data Management – best practices for obtaining, storing, and integrating data sources into trade models
Alex Gerasev, Chief Technology Officer, Marquette Partners Llp
Christopher Hehmeyer, Chief Executive Officer, Hehmeyer
Jessica Sohl, President, HC Technologies, LLC
Sep 1510:50
Conference pass

Running and maintaining a prop trading firm – what does it take?

Keynote
Dino Verbrugge, Co-Founder, DV Trading
Jared Vegosen, Co-Founder And Chief Executive Officer, DV Trading
Sep 1511:10
Conference pass

Connectivity: A Review of the Latest Developments

Keynote
  • Private vs Public Feeds
  • The Role of Transport
Stéphane Tyc, Co-Founder, Quincy Data & McKay Brothers
Sep 1511:50
Conference pass

Data Infrastructure – determining between in-house and outsourced data

Data & A.I.
·In-house Storage – building data management systems that meet the demand of alpha generation·Outsourcing – which vendors have the best server connectivity for efficient analysis?·Integration – creating clear channels for new datasets to be most useful in conjunction with less recent data
Sep 1512:10
Conference pass

Measuring Prediction Accuracy – And Its Impact on Portfolio Construction

Data & A.I.
Jim Creighton, Chief Investment Officer, Creighton AI
Sep 1512:10
Conference pass

The Crypto Trichotomy – the evolution of the digital asset market

Digital Assets
·Trading tokens·Blockchain·Asset-back Tokens
Timothy Enneking, Managing Director, Digital Capital Management, LP
Sep 1512:40
Conference pass

Roundtable 1) Emerging Markets – challenges in connecting to new opportunities

Algo & HPC
Sep 1512:40
Conference pass

Roundtable 2) Hardware Acceleration – finding greater efficiency in latency system construction

Algo & HPC
Sep 1512:40
Conference pass

Roundtable 3) Data Visualization – using tools for clearer alpha

Data & A.I.
Jimmy Yang, Global Head Of Credit And Operational Risk Analytics, BMO Financial Group
Jonathan Shaw, Risk Manager, TransMarket Group LLC
Sep 1512:40
Conference pass

Roundtable 4) Alternative Data trials and tribulations – what works and what doesn’t?

Data & A.I.
Sep 1512:40
Conference pass

Roundtable 5) Investment Landscape – basics for entering the crypto industry

Digital Assets
Sep 1513:40
Conference pass

Network Capacity – how innovation can best optimize trading speeds and data analysis

Algo & HPC
·Shortwave radio – taking advantage of familiar technologies for trading·Regulatory changes – what new rules and jurisdictional issues can impact HFT?·Increasing data loads - combining API software and cloud services to avoid clogging up bandwidth·Working with exchanges to set up networks – what happens when site locations or rules change?
Moderator: Miguel Rivera, Principal, Alpha Chronos LLC
Mike Madigan, Chief Technology Officer, WH Trading
Jack Waters, Chief Technology Officer, Zayo
Toby Williams, Head Of Network Development, euNetworks
Sep 1513:40
Conference pass

The Data Process – how data moves from research to production

Data & A.I.
·Sourcing – receiving data from research teams and outside vendors·Onboarding – having the right team and technology to bring in new data·Data monitoring – ensuring the highest quality input throughout the process·Execution – turning alpha signals into usable models that make trades
Moderator: Morgan Slade, Chief Executive Officer, CloudQuant
Eli Bernstein, Head of Data Architecture, Tudor Investment
Steven Cannon, Former Head of Model Data, AQR Capital Management
Jimmy Karalis, Director, Data Sourcing And Strategy, Balyasny Asset Management L.P.
Sep 1513:40
Conference pass

Liquidity in Crypto – adding stability to a young and fast-growing market

Digital Assets
·Volume: how many more players are needed in the crypto market for greater liquidity or are we already there?·Speed of Trade: how much faster can trades become as a result of more liquidity?·Exchanges: what are the innovative ways in which exchanges are working to improve access and scale?
Evgeny Gaevoy, Founder And Chief Executive Officer, Wintermute Trading
Miha Grcar, Head Of Business Development, Bitstamp Ltd.
Michael Rabkin, Head Of Institutional Sales and Global Partnerships, DV Chain
Charlie Méraud, Co-Founder And Chief Executive Officer, Woorton
Mike Ossowski, Crypto Market Making And Trading Strategy, Hehmeyer
Brandon Elsasser, Chief Investment Officer, Victoria Capital Management
Sep 1514:30
Conference pass

Latency Hardware & Software – what new developments are there in the infrastructure of speed?

Algo & HPC
·FPGA and other co-processor cards – valuing special purpose hardware against general purpose CPUs·Software engineering – what challenges are there to developing and tuning low-latency software?·Flash Storage – capturing market data and order traffic at high speeds
David Walthour, Senior Developer, Boerboel, LLC
Paul Nauman, Azul Systems Inc.
Adam Whiting, Head Of Blackcore Sales, BlackCore Technologies
Brandon Richardson, Partner, Emergent Trading
Bob Van Valzah, Performance Engineer, XR Trading
Sep 1514:30
Conference pass

Data Sourcing – separating the relevant from the noise

Data & A.I.
·Web-scrapping – how is online behavior helping to develop untapped alphas?·Identifying credibility – finding appropriate sources to avoid ‘garbage in garbage out’·Vendor solutions – working with data providers to customize datasets
Andrew Curto, Trade Development Manager, Belvedere Trading
Rob Morse, Head Of Alternative Data, Data Strategy And Sourcing, PDT Partners
Ray Carroll, Chief Investment Officer, Neuberger Berman Breton Hill
Sep 1514:30
Conference pass

Custodianship – exploring best measures for protecting your digital holdings

Digital Assets
·Max Security vs. Max Efficiency – what will be more vital in a developing market?·Cold storage – how do we avoid the development of ‘crypto silos’ while protecting assets?·Physical protection – what new hardware is being developed to improve crypto custody management?
Tom Lombardi, Director, Wave Group
Michael Shaulov, Chief Executive Officer and Co-Founder, Fireblocks
Lawrence Newhook, Founder And Chief Executive Officer, Laureate Digital Securities

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Sep 1610:00
Conference pass

Investment Opportunities – innovations worth paying attention to

Keynote
·Trading Technologies – what products are improving trading efficiencies?·Platforms – what exchanges are changing trading infrastructure?·Tokenization - How is blockchain changing trading infrastructure and digitizing all asset classes
Moderator: Randy Rivera, Executive Director, Fin Tex
Satya Bajpai, Head Of Blockchain And Digital Assets, Jmp Group Inc.
Michael Cavanaugh, Managing Partner, FinTech Ranger
Kevin Kelly, Co-Founder, Delphi Digital
Greg Carson, Head Of Corporate Development And Venture Capital, XBTO
Sep 1610:50
Conference pass

Future of markets – from traditional to crypto, where are we headed next?

Keynote
James Koutoulas, Chief Executive Officer, Typhon Capital Management
Sep 1611:20
Conference pass

Internet Sentiment – utilizing online platforms like twitter and news articles to develop trade strategy

Data & A.I.
Chakri Cherukuri, Senior Quantitative Researcher, Bloomberg LP
Sep 1611:40
Conference pass

Uncleared Margin Rules – how will this regulation impact trade costs?

Algo & HPC
·Variation Margin – what are the factors that go into margin pricing?·Initial Margin – factoring in percentages set by regulators and brokers·Leverage – finding additional sources of leverage to help cover the costs of increased balance sheets
Jack Callahan, Executive Director, Cleared OTC Derivatives Business Line Management, CME Group
Sep 1611:40
Conference pass

How to build an AI application – making apps more accessible to asset specialists

Data & A.I.
Michael Mescher, Founder, Gammon Capital LLC
Sep 1611:40
Conference pass

Enterprise Management vs Tokenization – what is the better use for blockchain in financial markets?

Digital Assets
Kate Mitselmakher, Chief Executive Officer And Founder, Bloccelerate VC
Sam Yilmaz, Chief Operating Officer - General Partner, Bloccelerate VC
Sep 1612:10
Conference pass

Roundtable 1) Your data vs. my algo: who owns the IT?

Algo & HPC
Sep 1612:10
Conference pass

Roundtable 2) Event-based Trading – running models based on current events and other macro issues

Data & A.I.
Sep 1612:10
Conference pass

Roundtable 3) AutoML: how to automate architecture, feature, and parameter selection?

Data & A.I.
Adrian Bialonczyk, Managing Director, Co-Founder, Algo Depth Capital
Sep 1612:10
Conference pass

Roundtable 4) Central Bank Digital Currency – what would be the impact of a centralized stablecoin?

Digital Assets
Sep 1612:10
Conference pass

Roundtable 5) Dynamics of high-volume digital assets – is Bitcoin as mature of a market as perceived?

Digital Assets
Sep 1613:10
Conference pass

HR Solutions – competing with big tech for quality talent

Algo & HPC
·Retention planning – putting strategies in place to reduce employee turnover·Modernization – building a comfortable atmosphere for workers·Keeping employees engaged – creating initiatives that generate excitement among the workforce
Moderator: Hannah Van Campen, Manager Of Hr And Culture, Tower Research Capital LLC
Jessica Bottalla, Director Of Hr And Recruiting, Allston Trading
Caroline Randazzo, Director of Recruitment & HR, 3Red Partners
Jeff Koehler, SVP - Head Of Selby Jennings Midwest, Selby Jennings
Sep 1613:10
Conference pass

Testing fairness – finding the difference between alpha and coincidence

Data & A.I.
·Reading the data - what causes the positive performance?·Reliable algos – creating predesign equations to make your model reproducible·Finding the root cause – developing layers of AI to create confidence levels
Brian Peterson, Managing Member, Braverock Investments, LLC
John Detore, Chief Information Office, Capitalogix
Alexander Kment, Financial Engineer, Hull Tactical Asset Allocation
Sep 1613:10
Conference pass

Regulatory Landscape – how will consortiums work together to bring blockchain into the mainstream?

Digital Assets
·State of governance – what nations and governing agencies are embracing blockchain, which are falling behind?·Connectivity – how is blockchain reaching all corners of the globe?·More than crypto – understanding the full capacity of DLT in financial markets across all asset classes
Moderator: Patrick South, Vice President Of Development, Chamber of Digital Commerce
Patrick Daugherty, Partner, Foley & Lardner LLP
Leor Tasman, CEO, Prycto
Tony Pettipiece, Chairman of the Board, Grip Investments
Rumi Morales, Partner, Outlier Ventures
Sep 1614:00
Conference pass

Market Speedbumps – what these split-second delays could mean for the future of market making

Algo & HPC
·Fairness – are speedbumps fair to all parties involved in trading?·Asymmetric speedbumps – are market makers protected?·Use cases – what’s working, what isn’t?
Moderator: Kirsten Wegner, Chief Executive Officer, Modern Markets Initiative
Paul Jiganti, Managing Director, IMC
Sep 1614:00
Conference pass

Machine Learning factor trading – how can algos make your trading decisions?

Data & A.I.
·Factor rotation – ML to time factors appropriately for optimal performance·Compare with other benchmarks (Not ML) – how is your model standing up to other multi-factor strategies?·Market conditions – use market conditions as features for the ML models
Moderator: Bill Zemlak, Chief Executive Officer, Intelletic Trading Systems LLC
Chakri Cherukuri, Senior Quantitative Researcher, Bloomberg LP
Maxwell Rhee, Senior Quantitative Researcher, Citadel
Howard Getson, Chief Executive Officer, Capitalogix
Sep 1614:00
Conference pass

Tokenization – how blockchain will bring about new trading products in the digital space

Digital Assets
·Traditional securities – developing tokens for stocks to increase trade-ability·Commodities – increasing liquidity of physical assets·Real Estate – changes to investing via blockchain REITs·Fractionalization – applying token technology for divided ownership of bonds and more
Moderator: Russell Deakin, Managing Director, Aceana Group
Andrew Czupek, Senior Vice President, Market Advocacy And Innovation Research, Northern Trust
Alex Melikhov, Chief Executive Officer, Equilibrium Germany
Gabor Gurbacs, Director, Digital Assets Strategy, Van Eck Global
Sep 1614:50
Conference pass

Modern ETFs – making sense of the issues facing a rapidly growing market

Algo & HPC
·Starting out – what are some of the challenges to creating an ETF, from seed funding, to attracting investors, to distribution?·Regulatory Issues – how are governing bodies aiding in the liquidity of ETFs?·Issuers vs. Market Makers – finding common ground when dealing with obstacles like stock restrictions or bond availabilities·Platforms – improving communication between dealers and portfolio managers for real-time data and best execution
Nicholas J Elward, Senior Vice President And Head Of Business Development And ETFs, Natixis Investment Managers
Sep 1614:50
Conference pass

Transparency – how can algos using AI explain blackbox trading?

Data & A.I.
·TCA – discovering what factors are going into the decision-making process·Loopholes – how to address ML that takes advantage of grey areas and the dangers of doing so·Staying in charge – how do you make sure that your evolving AI doesn’t change the rules on you?
Moderator: Olga Kane, Managing Director, Synthesis
Hugo Kruyne, Vice President And Chief Operating Officer, Select Vantage Inc
Che Guan, Data Scientist, Raymond James & Associates
Michael Mescher, Founder, Gammon Capital LLC
Sep 1614:50
Conference pass

Digital Transformations – how will the future of capital markets be influenced by blockchain technology?

Digital Assets
·Asset Issuance – reinterpretations of the fundamentals for issuing assets into an open ecosystem·Future of transactions – on exchanges or a shift towards peer-to-peer?·Secondary Trading – how will assets be traded on the secondary market?
Moderator: Irina Litchfield, Chief Executive Officer And Founder, Blockchain Cubed
David Nuelle, Managing Director, Hehmeyer
Phil Kelly, Executive Director Of Business Development, ConsenSys
Sunayna Tuteja, Head Of Digital Assets And Dlt, TD Ameritrade
Drew Wade, Managing Partner, Band One

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Sep 1711:40
Conference pass

Protecting your Algo

Algo & HPC
Lee Neubecker, President And Chief Executive Officer, Enigma Forensics
Sep 1711:40
Conference pass

Quant Strategy Research Process

Data & A.I.
Sal Abbasi, Co-Founder, Coatbridge Capital
Alex Popovici, Head Of Quantitative Trading, Clear Capital Group
Sep 1712:10
Conference pass

Roundtable 1) Negative Interest Rates – can they happen in the US?

Algo & HPC
Sep 1712:10
Conference pass

Roundtable 2) Quantitative and Fundamental analysis – how you can use data to support a quantamental investment process?

Data & A.I.
Sep 1712:10
Conference pass

Roundtable 3) Variable Selection – influencing your models before inserting the dataset

Data & A.I.
Sep 1712:10
Conference pass

Roundtable 4) Oversight – navigating US crypto regulations vs. offshore regulations

Digital Assets
Sep 1712:40
Conference pass

Roundtable 5) Crypto lending – making profit in volatile markets

Digital Assets
Sep 1713:10
Conference pass

Smart Execution – how TCA is spreading across all asset classes

Algo & HPC
·Less alpha, tighter spreads, thinner margins & increased risk aversion – how must quant funds, trading firms, asset managers and banks adjust when implementing a market data strategy?·Real-time insights – how can traders use visualization technology to aid in real-time pattern discovery and outlier detection?·Performance measurement solutions – post-trade, intra-day and real-time cost analysis
Ken Monahan, Greenwich Associates
Kathryn Zhao, Global Head Of Electronic Trading, Cantor Fitzgerald
Sep 1713:10
Conference pass

More than trading – other use cases for AI and machine learning

Data & A.I.
·Market Data Predictions – developing models to predict financial factors for trade-making decisions·Asset allocation – how can machine learning minimize risk and maximize returns?·Trade strategy layering – adding an AI-based layer designed to mitigate risk
Moderator: Bill Zemlak, Chief Executive Officer, Intelletic Trading Systems LLC
Ernest Chan, Principal, QTS Capital Management
Peng Cheng, Head Of Machine Learning Strategies, J.P. Morgan
Sep 1713:10
Conference pass

Crypto Derivatives – a closer look at the overall landscape

Digital Assets
·Differentiation – contrasting traditional derivatives to those in the crypto markets·Jurisdiction – how are crypto products regulated based on country and region and how does that impact product structure?·Strategy – what are the best use cases for crypto derivatives?
Moderator: Kevin Kang, Founding Principal, BKCoin Capital
Shiliang Tang, Chief Investment Officer, LedgerPrime
Brad Koeppen, Head Of Crypto Trading, CMT Capital Markets Trading
Rich Rosenblum, Co-Founder, GSR
Martin Garcia, Managing Director, Genesis Global Trading
Sep 1714:00
Conference pass

Legacy System Modernization – how to utilize old and new effectively to reach maximum returns

Algo & HPC
·Adaptability – how capable is the legacy system of working with new technologies?·Costs – evaluating the worth of updates and maintenance·Transitioning – how to integrate the new system while the former is still in use and eventual transfer
Moderator: Daniel Gramza, President, Gramza Capital Management
Sep 1714:00
Conference pass

Smart Beta – identifying true factor exposure and understanding factor correlation

Data & A.I.
·Factor selection – deciding which inputs matter most in your analysis and how do you know if they are performing well?·Risk horizon – how do you allocate based on risk premia?·Keeping your edge - how can a strategy that everyone knows about still work?
George Mylnikov, Head Of Quantitative Research, Windhaven Investment Management
Maxwell Rhee, Senior Quantitative Researcher, Citadel
Morgan Slade, Chief Executive Officer, CloudQuant
David Mascio, Managing Founder And Principal, Della Parola Capital Management
Sep 1714:00
Conference pass

Crypto Market Structure – making sense of a still developing market infrastructure

Digital Assets
·Trade routing – how will the crypto markets respond to the influx of crypto brokers?·Geofencing/Delisting – How is regulation impacting company’s decisions to co-locate?·Global standard – what is the best way to standardize the crypto markets to improve efficiency?
Brian Sewell, Founder, Rockwell Trades
Chris Matta, Co-Founder, Crescent Crypto
Michael Bucella, Partner, BlockTower Capital
Dan Patterson, Managing Partner, Polynexus Capital
Sep 1714:50
Conference pass

Return of Volatility – State of Market Conditions

Data & A.I.
·Reading the VIX – what are the best indicators in an uncertain political landscape?·Portfolio impact – what is the best way to incorporate volatility in portfolio management?
Moderator: Jason Urban, Chief Executive Officer, Drawbridge Lending
Euan Sinclair, Partner, Talton Capital Management
Rob Hocking, Senior Vice President And Head Of Derivatives Strategy, Cboe Global Markets
Sep 1714:50
Conference pass

Capturing Crypto alpha – what strategies are maximizing returns in the crypto markets?

Digital Assets
Moderator: John Rapa, Managing Partner And Chief Executive Officer, Tellefsen and Company
Yoshi Nakamura, Managing Partner, Founder, NAKA Capital Partners
Ray Hindi, Chief Executive Officer, L1 Digital
Jason Dolgy, Managing Partner, Black Opal Capital
Haim Bodek, Managing Principal, Hyperion Decimus, LLC
last published: 08/Jul/20 21:26 GMT

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