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8.30
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Registration and Breakfast
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9.00
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Chairman’s opening remarks
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9.10
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KEYNOTE ADDRESS: Utilizing trading technology from the buy side
- Benjamin Blander, Head of Electronic Equity Trading,
CITADEL INVESTMENT GROUP, L.L.C.
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9.50
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PANEL: Putting the Smart into Smart Order Routing
- Using smart order routing to optimize trade flow
- Integrating dark liquidity pools
- Managing different liquidity profiles for cross-asset trading
- Dark pools – Successful navigation for the buy side
- Compliance with regulations across different asset classes
- Creating a liquidity seeking approach to resolve increased liquidity
fragmentation
Thomas Chippas, Head of Autobahn Equity North America,
DEUTSCHE BANK
Harry Gozlan, CEO & Founder, SMART TRADE
Brian Metz, Senior Vice President, Electronic Execution
Solutions, NYFIX
Michael Mollemans, Senior Vice President, Head of Electronic
Execution Sales, DAIWA SECURITIES AMERICA INC.
Mark Palmer, President and COO, STREAMBASE SYSTEMS, INC.
Timothy W. Reilly, Managing Director, Head of Electronic
Execution Sales, CITI MARKETS & BANKING
Jarrod Yuster, Managing Director, Global Head of Portfolio and
Electronic Trading, MERRILL LYNCH
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10.50
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Morning break and networking opportunity
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11.20
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PRESENTATION: Managing liquidity in a fragmented market
- Creating a customized, aggregated book to achieve best execution
- Liquidity sharing agreements and their effect on industry consolidation
- Implementing Reg. NMS and MiFiD definitions of best execution
Robert Kissell, Head of Quantitative Trading Strategy,
JPMORGAN CHASE
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11.50
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PANEL: Using intelligent algorithms to source liquidity
- Best practices for using algorithmic trading in dark pools
- Optimizing an array of algorithms for different market conditions
- Combining liquidity seeking algorithms with best execution requirements
- Benchmarking algorithmic performance
- Time to roll your own
Moderator: Matthew Simon, Analyst, TABB GROUP
Jeff Brown, Senior Vice President, Electronic Brokerage
Services, FIDELITY CAPITAL MARKETS SERVICES
David Margulies, Director of Algorithmic Execution, WEEDEN
& CO. L.P.
Rishi Nangalia, Managing Director and Head of Business
Development, Electronic Trading, GOLDMAN SACHS
Jamil Nazarali, Managing Director, Head of Electronic Trading
Group, KNIGHT
Thomas Parry, Director of Algorithmic Trading, PLIMSOLL
CAPITAL, LLC
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12.50
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Lunch break and networking opportunity
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1.50
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PRESENTATION: Measuring effectiveness of dark pools – successful strategies
for trading and achieving best execution
- Aggregating dark pools
- Predicting liquidity in dark pools
- Avoiding toxic dark pools
Dmitri Galinov, Director, Advanced Execution Services,
CREDIT SUISSE
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2.20
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PANEL: Building the Better Mouse Trap: Home Grown vs. Vendor-Provided
trading technology?
- Forgoing the broker – the buy-side challenges of taking on the trading
responsibility
- Using exchange-provided execution tools
- Developing the infrastructure to handle complex trading environments
- Deploying low-latency execution infrastructures
- Offsetting increasing technology costs with soft dollar arrangements
Moderator: Matthew K. Samelson, Senior Analyst,
Securities & Investments Practice, AITE GROUP, LLC
Scott Atwell, Manager FIX Trading and Connectivity, AMERICAN
CENTURY INVESTMENTS & Co-chair of Global Steering Committee, FIX PROTOCOL
LTD
Sinan Baskan, Director, Financial Markets Solutions, SYBASE
Ju Joh, Chief Technology Officer, CAPSTONE INVESTMENT ADVISORS
Raman Kannan, Chief Technology Officer, ROSENBLATT SECURITIES,
INC.
Jeff Wootton, VP Product Strategy, Executive Team, ALERI
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3.10
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Afternoon break and an opportunity to network
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3.40
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PANEL: Achieving best execution: benchmarks and transaction cost analysis
- Attracting order flow through effective transaction measurement
- Designing flexible TCA tools to allow for multiple benchmarks
- Choosing the best benchmark: VWAP and beyond
- Pre-trade tools and real time monitoring
Moderator: Laurie J. Berke, Senior Consultant, TABB
GROUP
Robert Almgren, Founder and CQO, QUANTITATIVE BROKERS
Josh Levy, Managing Director, TACTICAL ASSET MANAGEMENT
Gaurav Mundra, Vice President, Head of Transaction Cost
Analysis, Advanced Execution Services, CREDIT SUISSE
Ruth Colagiuri, Director, Electronic Trading, MERRILL LYNCH
Chris Willox, Director of Trading, FENIMORE ASSET MANAGEMENT
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4.30
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KEYNOTE ADDRESS
Robert L.D. Colby, Deputy Director, Division of Trading and
Markets, SECURITIES AND EXCHANGE COMMISSION
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5.00
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Chairman’s closing remarks
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5.10
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Best Execution cocktail reception
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