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Advanced Execution
Strategies:
Algorithmic Trading & Direct
Market Access – Threats and Opportunities for the Buy-Side & Sell-Side
December 8, 2004
Bayards, New York City
(Map)
8:00
Registration / Breakfast with Exhibitors
9:00
Chairperson’s
Opening Remarks
Andrei Postelnicu,
Financial Times
9:15
Keynote
Address
Impact on Market Structure and the
Role of
Exchanges, ECNs and ATSs
Rob
Hegarty, Vice President, Securities and Investments
TowerGroup
(View Presentation Slides)
9:45 Vendor
Roundtable
Broker Neutrality & Market
Consolidation:
Opportunities for New Players?
Moderator
Josh Galper,
Senior Consultant,
The Tabb Group
Panelists
Eric Goldberg,
Chief Executive Officer
Portware
David Quinlan, President
Eze Castle Software
Joe Horowitz, Chief Technology Officer
Aegis Software
Lloyd Altman, Senior Vice President
Random Walk Computing
10:30
Refreshment Break with Exhibitors
11:00
Case Study
Empirical Analysis
of Algo Trading/DMA Benefits:
Cost, Capacity,
Market Impact & Productivity
Peter Mulieri,
Senior Vice President
Investment Technology Group
Doug Cote,
Senior Portfolio Manager
ING Investment Management
11:30
Traders' Forum
Future of the Trading Profession:
Will Black Box,
Automated Trading Systems Replace
Human Traders?
Is Algo the Sorcerer’s Apprentice
or a Very Smart
Assistant?
Moderator
Michael Scotti,
Former Director, TraderForum
Panelists
Greg Tusar,
Managing Director
Goldman Sachs & Co
Chris Mahler,
Managing
Director
Weeden & Co LP
Rob Flatley, Managing Director
Banc of America Securities
Carl Carrie, Head of Product Management
JP Morgan
Michel Debiche, President and Chief Executive Officer
Quantia Capital Management
12:15 Luncheon with
Exhibitors
1:15
Smart Routing and Sophisticated Order Types – What
Works & When? How Intelligent, and Does it
Really Learn?
Moderator
Greg Johnston,
Director of Financial
Services,
Headstrong Inc.
Panelists
Michael Richter,
Chief Executive Officer
Lime Brokerage LLC
Randy Abernethy,
Chief Executive Officer
UNX Inc.
Richard Korhammer,
Chairman & CEO
Lava Trading
Tal Cohen,
Senior Vice President
Instinet, LLC
2:00
Algo and DMA: What becomes of the Buy-Side/Sell-Side
Relationship?
Moderator
Denise Valentine,
Analyst
CELENT
Panelists
Dave Cushing, Managing Director, Program Trading
Analytics
Lehman Brothers
Derrick Johnson, Vice President
CS First Boston
Mike Boyd, Head of Institutional Sales & Trading
CJM Securities
Scott Stickler, Executive Director
Morgan Stanley
Jana Hale, Global Head, Algorithmic Trading
Goldman Sachs
2:45 Refreshment
Break: Pepsi vs. Coke – You decide
J
3:00
Order Size, Market Fragmentation, Anonymity & Control:
How Much Information Leakage is There, Really; and
Where is/will be the Liquidity?
Adrian Begley, Executive Vice
President
RoyalBlue Fidessa
John Wightkin, President
Quantitative Services Group LLC
3:45
Market
Impact & Benchmark Trading Strategies:
The Role of Buy-Side OMSs
Moderator
Jessica Sommar, Managing Editor
Wall Street Letter
Panelists
Stephen Alepa,
Executive Vice
President
Macgregor Financial Network
Dave Mortimer, Managing Director
Piper Jaffray & Company
Eric Bernstein, Director of Product Management
LineData
Rick Enfield,
Director,
Product Management
Charles River Development
4:30 Conference Adjourns |
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