HFT & Principal Traders Summit

8:30 HFT & Principal Traders Summit Registration & Breakfast HFT & Principal Traders Summit Registration & Breakfast

9:20 Opening Remarks Ian McRae, Executive Director, TradeTech Opening Remarks Ian McRae Executive Director, TradeTech

9:25 Chairperson’s Address Scott Sullivan, Senior Analyst, Celent Chairperson’s Address Scott Sullivan Senior Analyst, Celent Scott Sullivan is a Senior Analyst in Celent’s Securities & Investments group and is based in the firm’s Boston Office.Mr. Sullivan has over a decade of experience in sell side trading, buy side quantitative risk analysis, software solution integration, and asset management IT experience. His areas of expertise have been in derivatives, structured finance, and financial rules and r [read more]

9:40 Opening Keynote: Establishing the Parameters of HFT Peter Nabicht, Chief Technology Officer, Allston Trading There has been plenty of coverage of HFT activity, and recently it has become a catchall phrase for electronic trading. Peter Nabicht kicks off a dialogue to find out what constitutes high frequency trading in today’s markets. HFT: Strategy or Means of Execution? Low Latency or HFT or both? What are we really concerned with? How do we use the definition in shaping the future of the markets? Peter Nabicht Chief Technology Officer, Allston Trading Since joining Allston in early 2004, Peter has had experiences in all technical aspects of the company. In his first two years he started the automation of back office processes and built a state of the art real-time operations desk that supported trading activities across all asset classes on 50+ endpoints. After being the Technical Lead on the Money Market, Fixed Income and Energy desks, Peter b [read more]

10:20 HFT Roundtable Discussion #1: How High Frequency Trading Benefits The Markets Chris Bartlett, Director, Trading & Trading Technology, Nobilis Capital Keith Ross, Chief Executive Officer, PDQ ATS Shane Swanson, Partner and General Counsel, Eladian Partners Victor Leberton, Managing Director, Quant Hedge These interactive roundtable breakouts allow you to have an in-depth discussion around the previous session's topic. Did you have a question that you weren't comfortable asking the whole group? Did you want to ask some of your fellow attendees what they thought of the speaker's remarks? This is your chance! Chris Bartlett Director, Trading & Trading Technology, Nobilis Capital Chris Bartlett has 10+ years experience of developing and trading automated systems. He has been on the buy and sell side including JP Morgan, Goldman Sachs and Swiss Bank. Chris has researched, developed and traded a broad range of automated trading strategies and is currently at Nobilis Capital focused on high frequency US equities trading. Keith Ross Chief Executive Officer, PDQ ATS Mr. Ross is Chief Executive Officer of PDQ ATS. Keith brings thirty years of experience in the securities industry to PDQ. Prior to joining PDQ at CEO, Mr. Ross was the CEO of Getco from 2002 to 2005, having been instrumental in mapping their high frequency equity trading algos to fixed income and FX. Upon his leave, Getco was trading in all three asset classes: equity, fixed income and foreign ex [read more] Shane Swanson Partner and General Counsel, Eladian Partners As General Counsel, Shane is responsible for overseeing all legal and regulatory aspects of Eladian's businesses. Prior to Eladian Partners, Shane was General Counsel and Director of Compliance at Automated Trading Desk (ATD). In this role, Shane was responsible for helping ATD develop its business from pure proprietary trading, to becoming a fully automated market maker. Shane is very involved wi [read more] Victor Leberton Managing Director, Quant Hedge Victor Lebreton manages the strategies and the electronic trading platform for the prop-trading company Quant Hedge. He has a background in IT management and consulting firm. Since 2005 he has developed automated strategies for his own and in 2008 he moved to electronic trading to deploy its trading strategies based on cutting edge approach. Today, he is also a teacher for electronic markets for E [read more]

10:50 Morning Refreshment & Networking Break Morning Refreshment & Networking Break

11:10 Panel: Determining The Impact Of Dodd-Frank On Prop Trading Firms Lance Zinman, Head of the Chicago Financial Services Practice, Katten Muchin Rosenman R. Scott Parsons, Founder, Delta Strategy Group Shane Swanson, Partner and General Counsel, Eladian Partners Dodd-Frank has widespread effects across the financial industry, but how is the regulation changing the roles of proprietary trading firms? Identifying opportunities that may develop out of the new legislation Determining how Dodd-Frank might impact liquidity in domestic and global markets Assessing the impact on market structure and forecasting implementation dates Lance Zinman Head of the Chicago Financial Services Practice, Katten Muchin Rosenman Lance A. Zinman is Head of the Chicago Financial Services Practice at Katten Muchin Rosenman. Mr. Zinman has a broad range of experience within the corporate and financial regulatory fields. He focuses his practice on representing hedge funds, commodity pools, proprietary trading firms, private equity funds and investment advisors with respect to their corporate, transactional and regulatory matte [read more] R. Scott Parsons Founder, Delta Strategy Group Scott Parsons moved to Washington, DC, in 1997 to work for newly-elected Congressman Chip Pickering from Mississippi. He was the lead staff member for all agricultural and agricultural-related issues. Scott was eventually promoted to Legislative Director. After serving Mr. Pickering for two years, he was hired as the Policy Advisor to newly-appointed Commissioner James E. Newsome at the Commodity [read more] Shane Swanson Partner and General Counsel, Eladian Partners As General Counsel, Shane is responsible for overseeing all legal and regulatory aspects of Eladian's businesses. Prior to Eladian Partners, Shane was General Counsel and Director of Compliance at Automated Trading Desk (ATD). In this role, Shane was responsible for helping ATD develop its business from pure proprietary trading, to becoming a fully automated market maker. Shane is very involved wi [read more]

11:40 HFT Roundtable Discussion #2: The Impact Of Dodd- Frank On Prop Trading Firms HFT Roundtable Discussion #2: The Impact Of Dodd- Frank On Prop Trading Firms

12:10 Lunch Lunch

1:15 Panel: Building & Maintaining Your Low Latency Platform Chris Bartlett, Director, Trading & Trading Technology, Nobilis Capital Matthew Samelson, Principal, Woodbine Associates Developing your low latency platform can be a massive investment of people, time and money. This panel explores methods that can be deployed to better manage your resources while staying ahead of the curve. Refining your quantitative strategies to keep up with current technology Examining the use of FPGA (Field Programmable Gate Arrays) to lower latency across your infrastructure Hardware vs. Software Acceleration: Identifying where most of your opportunities lie Chris Bartlett Director, Trading & Trading Technology, Nobilis Capital Chris Bartlett has 10+ years experience of developing and trading automated systems. He has been on the buy and sell side including JP Morgan, Goldman Sachs and Swiss Bank. Chris has researched, developed and traded a broad range of automated trading strategies and is currently at Nobilis Capital focused on high frequency US equities trading. Matthew Samelson Principal, Woodbine Associates

2:00 Planetary-Scale Computing Architectures For High- Frequency Trading Alex Wissner-Gross, Ph.D., The MIT Media Laboratory, Massachusetts Institute of Technology Understanding the limits in physics despite reduction of latencies and exchange consolidation Identifying optimal strategies for mitigation Exploring finance as a future driver of planetary-scale infrastructure Alex Wissner-Gross, Ph.D. The MIT Media Laboratory, Massachusetts Institute of Technology Dr. Alexander D. Wissner-Gross is a Research Affiliate at the MIT Media Laboratory and an incoming Institute Fellow at the Harvard University Institute for Applied Computational Science. He has received 102 major distinctions, authored 14 publications, been granted 9 issued, pending, and provisional patents, and founded, managed, and advised 5 technology companies. In 1998, he won the U.S.A. Compu [read more]

2:30 Afternoon Refreshment & Networking Break Afternoon Refreshment & Networking Break

3:00 Closing Keynote Address: What Does The Future Hold For HFT? Manoj Narang, CEO and Founder, Tradeworx, Inc. Closing Keynote Address: What Does The Future Hold For HFT? Manoj Narang CEO and Founder, Tradeworx, Inc.

3:35 HFT Roundtable Discussion #3: For Our Final Roundtable Discussion, Attendees Will Have The Option Of Participating In Any Of 3 Discussions Around The Final Sessions In The Summit. For Our Final Roundtable Discussion, Attendees Will Have The Option Of Participating In Any Of 3 Discussions Around The Final Sessions In The Summit. Maintaining Your Low Latency Platform Planetary-Scale Computing Architectures for HFT The Future of HFT

4:05 Chairperson’s Closing Remarks Chairperson’s Closing Remarks

4:10 Conclusion Of HFT & Principal Traders Summit Conclusion Of HFT & Principal Traders Summit

4:10 - 5:30 TradeTech Kickoff Cocktail Reception Why Wait to Start Networking? Goldman Sachs would like to invite all TradeTech participants to the 2012 Kickoff Reception! Don’t miss the best opportunity to catch up with your clients, fellow buy side traders and technology firms. Everyone knows that some of the most valuable conversations happen away from the mics at TradeTech’s networking events. This is the last chance you will have to meet everyone before the sessions begin on Wednesday. Take a moment now to mark it off in your calendar so you don’t miss out!

5:45 - 8:00 The Official TradeTech & DirectMarkets Launch Party AN EVENING OF MAGIC The Official TradeTech & DirectMarkets Launch Party Join DirectMarkets CEO Kevin Lupowitz for the unveiling of the world’s first automated electronic platform directly linking issuers and investors. FEATURING A SPECIAL PERFORMANCE BY MASTER ILLUSIONIST DAVID BLAINE Food, Cocktails & a Macallan Tasting Bar ESPACE Lounge 635 West 42nd Street New York City Beginning at 5:45 directly following the conclusion of TradeTech Tuesday March 6th