|
Add your name to the FMW e-mail list: |
|
|
|
|
Fourth Annual Market Structure & Liquidity Conference
Managing Liquidity, Latency and Volatility
in Today's
Markets
|
| |
Register |
Event Location |
Exhibit |
|
|
January 22, 2009, New York City
7 CPE Credits
 
|
|
Preliminary
Agenda |
| |
8:30 Registration and Breakfast with
Exhibitors
|
9:00 Chairperson's
Opening Remarks
Joe Rosen, President, RKA Inc.
Former Managing Director, Trading Technology, New York Stock
Exchange
Editor, The Handbook of Electronic Trading
|
9:15 Opening
Roundtable:
How Are Traders Dealing with Volatility and
Market Structure Changes in their Quest for Liquidity?
Justin Schack, VP, Market Structure
Analysis, Rosenblatt Securities Inc. (Moderator)
Panelists TBA
|
10:00 How
Have Regulatory Efforts Affected Transparency and
the Search for Liquidity?
Andrew Kagan, Vice President, FINRA
(Moderator)
Dave Shillman, Associate Director, Office of Market
Supervision, US Securities and Exchange
Commission
George Hessler, Executive Vice President, Lime Brokerage
|
10:45
Refreshment Break with
Exhibitors
|
11:00 Liquidity
Panel: Evolution of Market Structure and
Technology on Sourcing
Liquidity
--Impact of Exchange
Crossing Products on Liquidity
--Achieving
Virtually Seamless Trading to Connect Global Platforms While
Accessing Greater Liquidity
--Exchange
Competition: Weighing Trading and Pricing Models in the
Search for Liquidity
--Not Just Equities:
Opportunities for Sourcing Liquidity in Other Asset Classes
Jeromee Johnson,
President, 3D Markets (Moderator)
Ravi Manchi, Principal,
Westwater Corp.
Jim Ross, Vice President,
NYSE Euronext
|
|
12:00 Optimizing
Dark Pool Liquidity
--Understanding Your Dark
Pool Aggregators’ Interaction with the Market
--Using
Dark Algorithms to Reveal Hidden Liquidity: Which
Dark Algorithm Is Best for Your Desk?
--Dark
or Grey? Identifying the Pluses and Minuses of IOIs in Dark
Pools
--Moving
towards Greater Transparency in Dark Pools to Access
Greatest Liquidity
--Specialized
Dark Pool Trading Venues: The Next Generation
James T. Leman, Principal, Westwater Corp. (Moderator)
David Margulies, Head of Algorithmic Execution, Weeden & Co.
J. Mark Enriquez, Managing Partner, Pulse Trading Inc.
Stephen Cavoli, Executive Director, Morgan Stanley
Consolidated Equities
|
1:00
Luncheon Break with
Exhibitors
|
2:00 What
Does Best Execution Mean in Today’s Market?
--Current
Trends in CSA and CCA to Ensure Compliance and Minimize
Trading Costs
--Transaction
Cost Analysis and Beyond
--Using
Smart Order Routing to Achieve Best Execution in a
Fragmented Marketplace
Jeff Wootton, Vice President, Product
Strategy, Aleri Inc. (Moderator)
Kevin Petrello, Director, US Head of
Commission Management, Barclays
Capital
|
2:45 Latency
Panel: Trading and Technology Implications And Requirements
of a
Low Latency Environment
--Achieving Low Latency Connectivity by Utilizing
Proximity and Co-Location Services
--Employing the Newest
Data Latency Monitoring Tools
--Integrating Next
Generation Analytics to Increase the Efficiency of Your
Algo
Models in a Low Latency Environment
--Low Latency
Architecture and Network Technology: Strategies for
Speed in
Data and Execution
George Hessler, Executive Vice
President, Lime Brokerage (Moderator)
Donal Byrne, President & CEO, Corvil
Harish Devarajan, President, Deep Value
|
3:30
Refreshment Break with
Exhibitors
|
3:45 Incorporating
Volatility Trading Strategies Onto Your Desk
Mike Boyd (Moderator)
Panelists TBA
|
4:15 Multi-Asset
Class Trading: Are We Really There Yet?
--What to Look for
in a Multi-Asset Class Trading System
--Structural Change
in the Options Market
--Fixed Income Trading: Manual or
Electronic?
--Navigating Global Electronic Markets for
Maximum Profit
James T. Leman, Principal, Westwater Corp. (Moderator)
Eric Goldberg, CEO, Portware
|
4:45 Conference Adjourns
|
| |
| |
| |
|
|