| Tuesday, October 16, 2007 |
| 6:30 - 8:00am |
Breakfast |
| 8:00 - 10:30am |
Sponsor Workshops - choose one session per time slot |
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| 8:00 - 8:45am |
Credit Suisse & Lehman Brothers |
| 8:50 - 9:35am |
Fidelity Capital Markets & Progress Apama |
| 9:40 - 10:25am |
UBS & Merrill Lynch |
|
| 10:30 - 11:15am |
Dark Pools: Will linkages create a less fragmented market? |
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Buy side traders debate the pros and cons of dark books, how they have affected the market dynamic, whether consolidation is on the horizon and the direction they hope they will head in. What will the growth in dark pools mean to the future of the exchanges? Will the pendulum ever swing so far that the majority of executions will take place off an exchange, whether in a dark book or an ECN?
Speakers:
Bryan Kievit, Head Trader, Accipiter Capital
Timothy M. Olsen, Sr. Vice President/Head Trader, ICM Asset Management, Inc.
Jason McLean, Head Trader, Iridian Asset Management
Moderator:
Rob Hegarty, Managing Director, Securities and Investments, TowerGroup
|
| 11:15 - 11:30am |
Refreshment Break |
| 11:30 - 12:45pm |
Roundtable Discussions - choose one |
| |
A. The New Soft Dollars: Commission Management Arrangements
Commission sharing arrangements have become an alternative to soft dollars. CSAs have been big in the U.K. and are now making their way to the U.S. This is a discussion among peers about how some traders are using CSAs-how they are structured, what the benefits have been and where the problems lie.
Moderator:
Greg MacSweeney, Editor in Chief, Wall Street & Technology
B. Market Structure - What will the markets look like in 5 years?
Few would argue the fact that an ideal market would consolidate all liquidity while seamlessly integrating diverse order types. The last few years have spawned the most fragmented markets in history. How did we get here? Who are the beneficiaries? And where are we going?
Moderator:
Richard A. Rosenblatt, CEO, Rosenblatt Securities
C. Managing the Desk
Managing a multi-billion dollar trading desk that trades various products in various markets isn't easy. This is a roundtable for trading managers to discuss their management strategies and challenges.
Moderator:
Cristina McEachern, Executive Editor, Advanced Trading
|
| 12:45 - 1:45pm |
Networking Luncheon |
| 2:00 - 2:40pm |
Goodbye OMS, Hello EMS? |
| |
Buy side traders are acting more and more like sell-side traders, therefore their desks need different technology. As a result, the old order management system is a thing of the past. Traders need a combination of OMS and execution management system so they can trade on multiple venues. Although vendors are scrambling to combine the two systems functionality to offer a single solution to the buy side, the transition has not been easy. And often the end result, is not exactly what the buy side is looking for.
Speakers:
Floyd Coleman, Co-Head Trader, AXA Rosenberg
Rick Eng, COO, Legg Mason
Robert Shapiro, Executive Director, Morgan Stanley Investment Management
Moderator:
David Easthope, Senior Analyst, Celent
|
| 2:40 - 3:20pm |
Entering the Derivatives Fray |
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Every asset manager is trying to enter the derivatives market to gain alpha and to hedge risk. But what does it take to enter this marketplace - both from a skills and technology perspective? Learn from some firms who recently made the transition and those who are established derivatives traders.
Speakers:
Steve Davenport, Vice President and Head of Equity Risk Management, Wilmington Trust Investment Management Group
Philippe Bibi, Chief Technology Officer, Putnam Investments
Moderator:
Brad Bailey, Senior Analyst, Aite Group
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