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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