|
Second Annual
Conference on
Advanced
Execution Strategies
-- Algorithmic Trading & Direct Market Access
-- Internal Markets & Best Execution
-- Transaction Cost Analysis
-- Multi-Asset Class Trading
December 13, 2005
Bayards, New York City
(Map)
Preliminary Agenda
08:00 Registration/Breakfast
09:00 Chairperson's Opening Remarks
Harrell Smith, Manager, Securities and Investments Practice
Celent, LLC
09:15 Keynote
Address
James T. Leman, Managing Director, Head of Execution Strategies
HSBC Securities (USA) Inc.
09:45 Re-Examining
Best Execution and Liquidity in Light of
Regulatory
Developments and Industry/Technology
Advances
Moderator:
Bernard S. Donefer,
Adjunct Associate
Professor
Stern Graduate School of Business, New York University
Panelists:
Carl Carrie,
Head of Algorithmic
Trading
JPMorgan Securities
Eugene Choe, Vice President
Credit Suisse First Boston
Michael Domka, Managing Director
Interactive Brokers LLC
10:30 Refreshment Break
11:00 Algorithmic
Trading: Best Practices for Achieving
Results for
All Parties to the Trade
Moderator:
Lloyd Altman,
Senior
Vice President, Consulting
Random Walk Computing
Panelists:
Ary Khatchikian,
President and
Co-Founder
Portware
Dave Mortimer,
Managing Director, Algorithmic & Program Trading
Piper Jaffray
11:45
Direct Market Access: Changing the Rules and
Empowering
the Buyside
Moderator:
Joseph Rosen,
Managing Director, Trading Technology
New York Stock Exchange
Panelists:
Allen Zaydlin,
Chief Executive Officer
InfoReach
George Hessler,
Senior Vice President
Lava Trading Inc.
Stanley Sakellson,
Chief Information Officer
Spartan Technologies, LLC
12:15
Harnessing the Internal Market: Maximizing Liquidity
and Value
While Minimizing Inherent Conflicts
Moderator:
Josh Galper, Managing Principal
Vodia Group
Panelists:
Scott Stickler, Executive Director
Morgan Stanley
Gregory Johnston, Director Financial Services
Headstrong
Ralston Roberts, Senior Vice President, Product Management
SunGard BRASS
01:00 Luncheon
01:45 Technology
Roundtable
John Coulter,
Vice President
Vhayu
Technologies
Dr.
John Bates, Vice President Products
Progress
Apama
Vijay
Kedia, President
FlexTrade
02:30
Transaction Cost Analysis: Measuring the Total
Cost of
Trading
Moderator:
Michael P. Keady, Senior Partner and Founder
Fiduciary Investing Practices LLC
Panelists:
Jamie Noser, Senior Vice President
Abel/Noser Corp.
Tomas Bok, Senior Vice President
Lehman Brothers
03:15 Refreshment Break
03:30
Case Study: How Smaller B/Ds Can Compete for Electronic
Trading
Business
Jim Kwiatkowski,
Executive Vice President
FutureTrade
Marlon Weems, President
MultiTrade Securities
04:00
Applying Algo and DMA to Multi-Asset Class Trading
and
Sophisticated Order Types
Joseph
Saluzzi, Partner
Themis
Trading
Dr.
John Bates, Vice President Products
Progress
Apama
04:45 Conference Adjourns |
