2010 Agenda

08.20 Registration and breakfast

08.50 Chairman's opening remarks

09.00 *KEYNOTE ADDRESS * Flash Crash: Dissecting what happened and preventing it from happening again

09.30 BUY-SIDE ROUNDTABLE: Achieving best execution in today’s market

  • Assessing how the buy-side define and measure best execution
  • How will the regulatory changes impact the buy-side in achieving best execution
  • Evaluating what the buy-side expect form the sell-side & IT providers
  • How equipped are the buy-side from a technology standpoint?
  • Pros & cons of developing a multi-asset class trading strategy
  • Ensuring effective liquidity access

Jason McLean, Head of Trading, IRDIAN ASSET MANAGEMENT
Other panellists to be announced

10.20 Morning break

10.50 PANEL DISCUSSION: Dark pools: Is the future bright?

  • Dark pool consolidation: Selecting the right one
  • Transparency: Graying the dark
  • Achieving the greatest amount of liquidity at the lowest cost
  • Controlling information leakage
  • Reducing latency
  • Regulatory impact: Is it the end for the dark pools?

Moderator: Cheyenne Morgan, Analyst, TABB GROUP
Simon Spenser, Senior Vice President, D.E SHAW
Other panellists to be announced

11.40 PANEL DISCUSSION: Next generation algorithms assisting firms in achieving best execution

  • The increasing appetite for algorithms
  • Developing and implementing algorithms to meet trading strategies
  • Assessing points of liquidity
  • Integrating algorithms for multi-asset trading
  • Real-time risk management
  • Assessing the tools available to grow trading revenue

Josh Levy, Managing Director, TACTICAL ASSET MANAGEMENT
Alison Graham, Chief Investment Officer, VOLTAN CAPITAL MANAGEMENT
Daniel S. Shaffer, President & CEO, SHAFFER ASSET MANAGEMENT INC
Other panellists to be announced

12.30 Lunch break

13.30 PANEL DISCUSSION: Expanding the frontiers of Smart Order Routing (SOR)

  • Challenges of trading through multiple venues
  • Speed of routing: Assessing the optimal route to take
  • Seeking out hidden liquidity
  • Ensuring that SOR reflects the firms best execution policy
  • The next step in SOR

Chris Willox, Director of Trading, FENIMORE ASSET MANAGEMENT
Other panellists to be announced

14.20 INDUSTRY ROUNDTABLE: The future of best execution - assessing the regulatory changes

  • How has May 6 impacted regulation
  • Circuit breakers: Will they work?
  • Improving the depth of liquidity on offer
  • Achieving greater transparency and accountability
  • The impact of 'The Volcker Rule' ban on proprietary trading

Panellists to be announced

15.10 Afternoon break

15.40 CASE STUDY: The impact of high-frequency trading strategies

John Netto, President, M3 CAPITAL

16.00 PANEL DISCUSSION: High-frequency trading: Adapting to the increasingly competitive playing field

  • Evaluating the role of best execution in high-frequency trading
  • Disclosing trader types and objectives
  • Deploying the proper trading infrastructure to achieve competitive advantage
  • Redefining and managing risk
  • Co-location and the drive for zero latency
  • Regulatory changes and the impact of circuit breakers

John Netto, President, M3 CAPITAL
Chris Bartlett, Director, Trading and Technology, NOBILIS CAPITAL
Other panellists to be announced

16.50 Chairman's closing remarks

17.00 Best Execution cocktail reception
    2010 Sponsors