Day One

MONDAY, OCTOBER 25, 2010

7:30 Buy-Side Registration & Morning Coffee

8:00 Buy-Sider Only Before-the-Bell Forum: High Frequency Trading, Equity-ETFs, & Dark Liquidity
In our ‘fan-favorite’ buy-side only forum (no press, vendors, sell-side or regulatory bodies) traders have the opportunity to interact freely with their colleagues and discuss the issues that matter most to them. Set up in roundtables, each is headed by 2-3 Senior Buy-Side representatives.

9:00 Buy-Siders Only Solution Workshops
Each solutions workshop offers demonstrations and one-on-one tutorials for buy-side attendees. Workshop sponsors will have 30 minutes to present and demonstrate the latest in technology, research and leading-edge products that will enable buy-side delegates to achieve optimal trading

10:00 Main Conference Registration

10:30 Chairperson’s Welcome

KEYNOTE ADDRESS
10:45 The SEC on Past, Present and Future Regulation of the Financial Services Industry

• Unraveling regulatory decisions regarding high frequency trading
• Examining the May 6th Market Drop and the Circuit Breakers Issue
• Working with the government to navigate a recovering but still volatile economic climate
• Looking ahead at compliance mandates currently in the pipeline

Rick Bookstaber
Senior Policy Adviser
SEC

PANEL DISCUSSION
11:30 Examining the Evolution of Market Structure for North American Equities: US & Canada

• Assessing high frequency trading’s growth and impact on market liquidity and fragmentation
• Exploring shifts in liquidity provision and market making
• Comparing and contrasting equities market structures in the United States and Canada

Petter Kolm
Professor, Courant Institute of Mathematical Sciences
NEW YORK UNIVSERSITY

Ellen Lee
Vice President, Policy & Regulatory Risk
TD ASSET MANAGEMENT

Matt Samelson
Principal
WOODBINE ASSOCIATES

12:30 Networking Luncheon

PANEL DISCUSSION
1:30 Best Practices for Equities Trading in Global/Frontier Markets: Asia, Latin America, & Europe

• Identifying emerging areas in to focus resources
• Recognizing and accessing liquidity across several foreign trading venues
• Balancing electronic trading strategies with high touch tactics
• Establishing global trading infrastructures and accessing global exchanges

Ashish Pabalkar
Institutional Sales
QUANT CAPITAL

Alison Graham
Principal
VOLTAN CAPITAL MANAGEMENT

Janu Subramanian
Principal
JAI GURU CAPITAL MANAGEMENT

Carl James
Global Head of Trading
Fortis Investments

PANEL DISCUSSION
2:30 Global HFT Perspectives: System Architecture, Co-Location, & Low Latency Tactics

• Taking the next steps in the drive for zero latency for high frequency traders
• Dissecting best approaches to co-location and working on applications
• Build or Buy? Developing and introducing advanced system architecture

Sean Hendelman
Chief Executive Officer - Managing Partner
T3 CAPITAL MANAGEMENT

Joseph Saluzzi
Co-Founder
THEMIS TRADING LLC

Adam Afshar
President
HYDE PARK GLOBAL INVESTMENTS

FEATURED SESSION
3:30 Capitalizing on The Growth of High Frequency Trading in Asia and Europe

• Measuring the market impact of HFT in Asia and Europe
• Identifying opportunities for investors by region
• Exploring latency and connectivity within a global context

Jayaram Muthuswamy
Professor of Finance
KENT STATE UNIVERSITY

4:00 Networking Break & Refreshments

4:30 Demystifying ETFs for Equity Traders and Exploring Global Revenue Generation Strategies

• Identifying the benefits of less-volatile ETF investments
• Exploring differences between total and broad market ETFs and focused equity ETFs
• Exploiting ETFs in developing and emerging markets

Som Seif
President
CLAYMORE INVESTMENTS, INC.

Don Suskind
Vice President & Head of ETF Product Management
PIMCO

David Morton
Co-CIO, Chief Research Officer
FOXHALL CAPITAL MANAGEMENT

Ian Naismith
Portfolio Manager
SARASOTA CAPITAL STRATEGIES

Paul Schatz
President
HERITAGE CAPITAL LLC

5:30 Buy-Siders’ Club After-The-Bell Cocktail Reception