May 6 - 7, 2020  |  Navy Pier, Chicago, IL

 

 

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

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FEATURED SPEAKERS

ALGO & HPC, & LIQUIDITY  AGENDA

 

Algo & HPC, Wednesday 6 May 2020

Tom Anderson
08:50

Chairman’s Opening Remarks

Tom Anderson, President And Chairman Of The Board, Drawbridge Lending
Stéphane Tyc
Algo & HPC
11:20

Connectivity: A Review of the Latest Developments

  • Private vs Public Feeds
  • The Role of Transport
Stéphane Tyc, Co-Founder, Quincy Data & McKay Brothers
Algo & HPC
12:20

1) Latency Wars - You lost, now what?

Algo & HPC
12:20

2) Emerging Markets – challenges in connecting to new opportunities

Jeff Caldwell, Head Of It, ARB Trading Group
Algo & HPC
12:20

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

Daniel Gramza, President, Gramza Capital Management
Izzy Nelken, President, Super Comter Consulting Inc
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?
Moderator: Miguel Rivera, Principal, Alpha Chronos LLC
Mike Madigan, Chief Technology Officer, WH Trading
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
David Walthour, Senior Developer, Boerboel, LLC
Adam Whiting, Head Of Blackcore Sales, BlackCore Technologies
Brandon Richardson, Partner, Emergent Trading
Bob Van Valzah, Performance Engineer, XR Trading
last published: 29/Jan/20 08:35

 

 

Algo & HPC, Thursday 7 May 2020

Lee Neubecker
Algo & HPC
11:20

Protecting your Algo

Lee Neubecker, President and Chief Executive Officer, Enigma Forensics
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
Ken Monahan, Greenwich Associates
Kathryn Zhao, Global Head Of Electronic Trading, Cantor Fitzgerald
Algo & HPC
12:20

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

Matt Lisle, Cao And General Counsel, Drawbridge Lending
Algo & HPC
12:20

2) Fair and equal access

Algo & HPC
12:20

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

Frank Bruno, Fpga Engineer, Allston Trading
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
Moderator: Daniel Gramza, President, Gramza Capital Management
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?
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
last published: 29/Jan/20 08:35

 

 

Liquidity, Thursday 7 May 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?
Moderator: Kirsten Wegner, Chief Executive Officer, Modern Markets Initiative
Paul Jiganti, Managing Director, IMC
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
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: 29/Jan/20 08:35

 

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