2020 AGENDA

Chicago, IL, 6 - 7 May 2020

Schedule

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May 608:50
Conference pass

Chairman’s Opening Remarks

Keynotes
May 609:00
Conference pass

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

Keynote
May 609:20
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
May 611:20
Conference pass

Connectivity: A Review of the Latest Developments

Algo & HPC
  • Private vs Public Feeds
  • The Role of Transport
May 611:20
Conference pass

The Data Process – how data moves from research to production

Data
·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
May 611:20
Conference pass

Testing fairness – finding the difference between alpha and coincidence

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
May 611:20
Conference pass

Regulatory Landscape – how will consortiums like Libra bring blockchain into the mainstream?

Blockchain
·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
May 611:20
Conference pass

Custodianship – exploring best measures for protecting your digital holdings

Crypto
·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?
May 612:00
Conference pass

Data Standardization – setting up the industry for easier use of market information

Data
·Data descriptions – better understanding of datasets prior to vendor calls·Structured API – finding a common format for easy access to data to save time and reduce costs·Compliance – covering best practices with vendor onboarding
May 612:00
Conference pass

Measuring Prediction Accuracy – And Its Impact on Portfolio Construction

A.I.
May 612:00
Conference pass

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

Blockchain
May 612:00
Conference pass

The Crypto Trichotomy – the evolution of the digital asset market

Crypto
·Trading tokens·Blockchain·Asset-back Tokens
May 612:20
Conference pass

1) Latency Wars - You lost, now what?

Algo & HPC
May 612:20
Conference pass

2) Emerging Markets – challenges in connecting to new opportunities

Algo & HPC
May 612:20
Conference pass

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

Algo & HPC
May 612:20
Conference pass

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

Data
May 612:20
Conference pass

5) Data Visualization – using tools for clearer alpha

Data
May 612:20
Conference pass

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

Data
May 612:20
Conference pass

7) Humans and Machines – how supervised/unsupervised should ML algos be?

A.I.
May 612:20
Conference pass

8) AI/ML for Forecasting – using new technologies for better price prediction models

A.I.
May 612:20
Conference pass

9) Variable Selection – influencing your models before inserting the dataset

A.I.
May 612:20
Conference pass

10) Fund administration – using DLT to manage tasks required to run a fund

Blockchain
May 612:20
Conference pass

11) Data Storage – the impact from blockchain technology

Blockchain
May 612:20
Conference pass

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

Blockchain
May 612:20
Conference pass

13) Investment Landscape – basics for entering the crypto industry

Crypto
May 612:20
Conference pass

14) Crypto in the Asian Markets – understanding the landscape of a vastly growing crypto community

Crypto
May 612:20
Conference pass

15) Crypto lending – making profit in volatile markets

Crypto
May 614:20
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?
May 614:20
Conference pass

Data Sourcing – separating the relevant from the noise

Data
·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
May 614:20
Conference pass

Transparency – how can algos using AI explain blackbox trading?

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?
May 614:20
Conference pass

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

Blockchain
·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
May 614:20
Conference pass

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

Crypto
·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?
May 615:00
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
May 615:00
Conference pass

Data Infrastructure – determining between in-house and outsourced data

Data
·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
May 615:00
Conference pass

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

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
May 615:00
Conference pass

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

Blockchain
·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?
May 615:00
Conference pass

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

Crypto
·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?
May 616:40
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

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May 709:20
Conference pass

Cybersecurity – protecting crypto against hacks and data breaches

Keynote
·Protocol upgrades – enhancing blockchain privacy through layering·Private blockchains – how DLT can be utilized to protect traditional and digital asset information·Penetration testing – assuring the strength of systems against a cyberattack
May 711:20
Conference pass

Protecting your Algo

Algo & HPC
May 711:20
Conference pass

Quant Strategy Research Process

Data
May 711:20
Conference pass

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

A.I.
May 711:20
Conference pass

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

Liquidity
·Fairness – are speedbumps fair to all parties involved in trading?·Asymmetric speedbumps – are market makers protected?·Use cases – what’s working, what isn’t?
May 711:20
Conference pass

Crypto Derivatives – a closer look at the overall landscape

Crypto
·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?
May 711:40
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
May 711:40
Conference pass

Smart Beta – identifying true factor exposure and understanding factor correlation

Data
·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?
May 712:00
Conference pass

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

A.I.
May 712:00
Conference pass

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

Liquidity
·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
May 712:00
Conference pass

Crypto Data – finding necessary information to apply to a young market

Crypto
·Reliability – what’s a good trusted source of data?·Price discovery – is ten years enough for true predictions?·API plugins – which data providers are best equipped to provide meaningful real-time data?
May 712:20
Conference pass

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

Algo & HPC
May 712:20
Conference pass

2) Fair and equal access

Algo & HPC
May 712:20
Conference pass

3) Hardware Acceleration – finding greater efficiency in latency system construction

Algo & HPC
May 712:20
Conference pass

4) How to launch a CTA or fund

Data
May 712:20
Conference pass

5) Stat Arb – what factors matter most?

Data
May 712:20
Conference pass

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

Data
May 712:20
Conference pass

7) Coding Languages – do Python and R still give you the best edge?

A.I.
May 712:20
Conference pass

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

A.I.
May 712:20
Conference pass

9) Quantum Computing – how far out are we and how will it impact trade decisions?

A.I.
May 712:20
Conference pass

10) Options Market Making – what does a shrinking number of players mean for volume and returns?

Liquidity
May 712:20
Conference pass

11) State of competition among exchanges – how will the complexity of more exchanges impact markets

Liquidity
May 712:20
Conference pass

12) Liquidity Risk Management

Liquidity
May 712:20
Conference pass

13) Oversight – navigating US crypto regulations vs. offshore regulations

Crypto
May 712:20
Conference pass

15) Crypto Infrastructure – overcoming technical challenges

Crypto
May 714:10
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
May 714:10
Conference pass

Return of Volatility – State of Market Conditions

Algo & HPC
·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?
May 714:10
Conference pass

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

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
May 714:10
Conference pass

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

Liquidity
·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
May 714:10
Conference pass

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

Crypto
May 714:50
Conference pass

HR Solutions – competing with big tech for quality talent

Keynote
·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
last published: 29/Jan/20 08:35 GMT

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