| 8:00 am - 8:45 am | Breakfast & Networking |
| 8:45 am - 8:55 am | Welcome |
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Greg MacSweeney, Editor-in-Chief, Wall Street & Technology
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| 8:55 am - 9:25 am | The Future of High Frequency Trading: Regulation, Collocation and Technology |
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Low latency technology has helped to power some of the fastest trading systems in the world. The trading systems and trading strategy is viewed by many as just the evolution of the marketplace and as a benefit to investors. However high frequency trading, as well as collocation and dark pool access, has been swept up in a wave of possible new regulations that is aimed to protect investors following economic crisis and the Bernard Madoff Ponzi scheme. What is the future of HFT and one of the most popular ways to reduce latency: collocation?
Speaker: Arzhang Kamarei, Partner, Tradeworx Download Tradeworx's Comment Letter to the SEC's Concept Release on Equity Market Structure |
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| 9:25 am - 9:55 am | Silicon: The Next Tool for Low Latency? |
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For the past few years, financial firms have relied on the newest, fastest processors to power cutting-edge trading architectures. Today, having the fastest processor is still a prerequisite, but some of the most innovative low latency work is taking place in silicon: FPGAs, GPUs and other hardware that is helping to reduce latency. What works, what's hype and what silicon-based technology should firms use in the low latency race?
Speakers: Andrew Athan, Managing Member, Athan Capital Holdings Andrew F. Bach, Senior Vice President, Technology for NYSE Euronext Ryan Eavy, Associate Director, Enterprise Architecture, CME Group Peter Krey, Founder & President, Krey Associates, Inc. |
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| 9:55 am - 10:25 am | Using High-Performance Databases & CEP in an Automated Trading Strategy |
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As firms look to analyze more data from disparate sources, many have realized that standard database technology can no longer meet the latency demands of many trading strategies. As a result, many are using high-performance databases and CEP technology to manage the growing volume and types of data required by some systems, including analyzing unstructured real-time data. Is analyzing unstructured real-time data, such as news feeds, in an automated trading system worthwhile and how can CEP and other real-time data analysis techniques help Wall Street accomplish these goals with reliable results?
Speakers: Dr. Robert Almgren, Cofounder, Quantitative Brokers Thomas Chippas, Head of Autobahn Equity North America, Deutsche Bank Andrew Haines, Chief Information Officer, Gain Capital Group Adam Honore, Research Director, Aite Group Moderator: Ivy Schmerken, Editor-at-Large, Wall Street & Technology |
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| 10:25 am - 10:40 am | Networking Break |
| 10:45 am - 11:45 am | Break-Out Roundtables |
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Analyzing Real-Time Information
How can complex event processing and technologies that can handle increasing data volumes help firms improve their automated trading strategies. Talk with other financial technologists and learn how other firms are handling unstructured real-time information, along with traditional market data, to improve trading results. Co-Moderator #1: Paul Jameson, Senior Director, Global Financial Services, Cisco Co-Moderator #2: Larry M. Albin, Principal, Deloitte Consulting LLP Co-Moderator #3: Stu Sugarman, Client Advisor, Capital Markets Industry Specialist, Oracle Co-Moderator #4: Paul Savill, Senior Vice President, Transport and Infrastructure Services, Level 3 Communications |
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| 11:45 am - 1:00 pm | Networking Lunch |
| 1:00 pm - 1:35 pm | The State of U.S. Equities Technology |
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With technology innovation helping to lower latency almost on a daily basis, how can firms compete with low latency trading strategies. Tabb Group will share some of its research and insights into the technology, strategy and trends that will shape the technology that drives trading strategy for 2010 and beyond.
Speaker: Kevin McPartland, Senior Analyst, TABB Group |
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| 1:35 pm - 2:10 pm | What's in Your Low-Latency Toolbox? |
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Having a complete latency sensitive environment doesn't just start with data feeds and end with fast software. There are other tools and hardware that firms can use to accelerate communication for applications that demand the lowest possible latency. In addition to FPGAs and GPUs, what tools can firms use to lower latency throughout the trade cycle. This session will look at hardware solutions, such as latency monitoring devices and other technologies, that can lower latency on the most sensitive systems.
Moderator: Melanie Rodier, Senior Editor, Wall Street & Technology Speakers: Brian Hyndman, Senior Vice President, Transaction Services, The NASDAQ Stock Market, Inc. Scott Ignall, CTO, Lightspeed Financial Dr. Michael Mollemans, Head of Electronic Execution Sales, Daiwa Capital Markets America Steven J. Sadoff, Executive Vice President, Chief Information Officer, Knight Capital Group |
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| 2:10 pm - 2:25 pm | Networking Break |
| 2:25 pm - 3:00 pm | Solving the Latency Challenge |
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Latency comes in many forms and can come from a number of different parts of the trading infrastructure. As the saying goes: you can't manage what you don't measure. Hear how some firms are monitoring for latency in every step of the trading cycle, how they are reducing latency and what they expect the next challenge — technological or other — will be in the low latency race.
Closing Keynote/Single Speaker: Jeff Wecker, President and CEO, Lime Brokerage Download Presentation Slides |
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| 3:00 pm | Adjourn |












