Septmeber 3-4, 2020  |  Navy Pier, Chicago, IL

 

 

 
2000+
Attendees
250+
Speakers
75+
Exhibitors
120+
Sessions
 
1500+
Meetings

Sign Up for Event Updates

FEATURED SPEAKERS

ALGO & HPC, & LIQUIDITY  AGENDA

 

Algo & HPC, Thursday 3 September 2020

Stéphane Tyc
Algo & HPC
11:20

Connectivity: A Review of the Latest Developments

  • Private vs Public Feeds
  • The Role of Transport
Algo & HPC
12:20

1) Latency Wars - You lost, now what?

Algo & HPC
12:20

2) Emerging Markets – challenges in connecting to new opportunities

Panel discussion
Algo & HPC
14:20

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

·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?
Jack Waters, Chief Technology Officer, Zayo
Panel discussion
Algo & HPC
15:00

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

·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
Paul Nauman, Azul Systems Inc.
last published: 11/May/20 20:45

 

 

Algo & HPC, Friday 4 September 2020

Panel discussion
Algo & HPC
11:40

Smart Execution – how TCA is spreading across all asset classes

·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
Algo & HPC
12:20

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

Algo & HPC
12:20

2) Fair and equal access

Algo & HPC
12:20

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

Panel discussion
Algo & HPC
14:10

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

·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
Panel discussion
Algo & HPC
14:10

Return of Volatility – State of Market Conditions

·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?
last published: 11/May/20 20:45

 

 

Liquidity, Friday 4 September 2020

Panel discussion
Liquidity
11:20

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

·Fairness – are speedbumps fair to all parties involved in trading?·Asymmetric speedbumps – are market makers protected?·Use cases – what’s working, what isn’t?
Jack Callahan
Liquidity
12:00

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

·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
Liquidity
12:20

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

Andrew Levin, Head Of S&P Trading, BlackEdge Capital
Liquidity
12:20

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

Liquidity
12:20

12) Liquidity Risk Management

Panel discussion
Liquidity
14:10

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

·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
last published: 11/May/20 20:45

 

BOOK NOW

GET INVOLVED

TO SPEAK, SPONSOR OR EXHIBIT

Michael Rothbard 
michael.rothbard@terrapinn.com 
+1 646-619-1802

TO REGISTER

Hasan Bracic   
hasan.bracic@Terrapinn.com 
+1 646-619-1799

MEDIA PARTNERSHIPS

Taylor Post 
taylor.post@terrapinn.com 
+1 646-619-1785