Program

0930 - 1000 Registration and continental breakfast

1000 - 1115 Understanding High Frequency Trading in Equities and other Asset Classes

• The need for speed and sophisticated computer programs in generating, routing, and executing orders
• Co-location and individual data feeds to minimize latency
• Time-frames for establishing and closing highly-liquid positions
• Review of the most important strategies: market making, trend following, value arbitrage and others

1115 - 1145 Morning break

1145 - 1300 Key Enablers for High Frequency Trading

• Technological innovation: computing power, complex event processing, and low-latency bandwidth
• Shift to electronic trading and the rise of alternative trading systems
• In-depth look at strategies high frequency traders leverage to find alpha in equities, options, futures and FX
• The profitability of typical high frequency trading strategies and its evolution

1300 - 1400 Lunch

1400 - 1530 Global Regulatory Overview: from the U.S. and Europe to China and Brazil

• Regulations in place before the "flash crash"
• Proposed regulatory initiatives after the "flash crash" in the U.S. and Europe, circuit breakers, limit up limit down and consolidated audit trail
• High frequency trading in Asia, from Japan, Singapore and India to Hong Kong and China
• Regulating speed trading to samba beats: Brazil and Mexico

1530 - 1600 Afternoon break

1600 - 1730 The Future of High Frequency Trading

• Enhancing profitability: from equities to FX to cross-asset trading
• High frequency trading in the world: from the U.S. and Europe to China and Brazil
• Adding ammunition to the high frequency trader toolkit, FPGA, GPUs and enhanced technologies
• Turning the tables on high frequency trading: the transparency challenge for the buy-side

1730 - 1800 Q&A and closing of the program