Trading Technologies I
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Tuesday 9th March 2010, The Brewery, London, 08:15 - 12:45
£399.00/for 1 stream; £699/2 streams (per delegate)
08:15 Registration and Coffee
08:50 Welcome address and opening remarks from the Chairman
Bob Giffords, Independent Consultant
“The themes haven’t changed but nearly everything else has, as uncertainty grows. ‘There’s nowhere for safe money to hide,’ as one investment manager recently put it. That’s why TSAM this year will be more critical than ever for traders and brokers alike” Bob Giffords
09:00 Anatomy of a systematic trading strategy
n Generation- Where does a trading idea come from? Who does it how is its money-making potential validated? What do you need with regards to data gathering retention and processing and back testing?
n Elaboration- Assessing the risk, portfolio building and the operational integrity of the underlying model
n Implementation- What does the platform look like? How does it differ for hi/low frequency and Hi/low touch trading strategies? How is it integrated, tested and supported? How much technology do you need? What happens when it fails?
n Execution – Who’s in control? Managing manual automated and algorithmic execution, the execution trader’s role – discretion versus risk management
n Refinement – Risk and performance optimization, cost control and scaling
n Expansion- How to take the trading idea and apply it to additional markets and asset classes, improving technology, operating and execution
Mark Holt, Head of Technology, Systematic Trading, Bluecrest Capital
09:35 Panel Discussion: The state of play with OMS, PMS and EMS
n Increasing focus on portfolio management means that PMS could emerge as king but where does that leave EMS and OMS?
n Will PMS and OMS merge in the future?
n What level of redundancy is embedded into operations through the use of disparate systems?
n How do you reconcile the disparity?
n How will the OMS/PMS/EMS split change in the future?
Panellists include:
Paul Maxwell, Head of Front Office Technology, Investec Asset Management
Clare Vincent-Silk, Principal, Operations, Investit
Paul Charie, Head of EMEA and Asia Sales, Fidessa LatentZero
10:15 Roundtable discussions
10:45 Morning coffee
11:15 Technology and portfolio management: what part will technology play in successful portfolio management?
n New initiatives for Portfolio Management Systems.
n Singularly Architected Front Office Platform vs Integrated Solutions.
n Derivative commoditisation and the effects on workflows.
Alun Cutler, Senior Business Consultant, Charles River Development
11:45 Dark pools on trial – should you be afraid?
n How much is actually trading in the dark?
n How do dark pools effect price formation Dark pools and post trade transparency – is there any light at the end of the tunnel
George Andreadis, Head of AES Liquidity Strategy, Europe, Credit Suisse
12:15 FIXatdl SM: Delivering the potential to Generate Significant Cost Savings for your firm
n In the spring 2010 FPL plans to release the FIX Algorithmic Trading Definition Language sm (FIXatdl) version 1.1 (the version recommends for adoption)
n FIXatdl will enable firms receiving orders to specify exactly how their electronic orders should be expressed and then transmit them from the traders’ systems via the FIX Protocol. These files may then be automatically read as configuration files into buy-side OMS systems
n This new addition to the FIX family of standards will present significant potential to the buy-side community, enabling your firm access to access new and innovative new algorithmic order types in a reduced timeframe, in addition to generating significant cost savings
n This session will provide delegates with a detailed understanding of FIXatdl, the business benefits it will deliver and what your firm should be doing today to achieve maximum potential from this new and impactful technology
Alex Suesserott, Member of FPL EMEA Governance Board, FIX Protocol
12:45 Networking Lunch and Registration for Afternoon Streams
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TSAM 2011
