Chicago Algorithmic Trading Conference: for Developers, by Developers

Chicago, Illinois
Thursday, June 07, 2012

Thanks to all who attended the 1st Annual 
Chicago Algorithmic Trading Conference: for Developers, by Developers on June 7th, 2012 - you helped make this event a success!


View details and register for the 2nd Annual Chicago Algorithmic Trading Conference: for Developers, by Developers on June 12, 2013 at W Chicago - City Center.






1:00pm - 1:25pm   Registration & Refreshments
--------------------------------------------------------------------------------------------------------------------------
1:25pm - 1:30pm   Welcome Address Hazem Dawani, CEO - OptionsCity Software
--------------------------------------------------------------------------------------------------------------------------

1:30pm - 2:15pm   Presentation
Developing Algorithmic Trading in Java

Freddy Guime, Victor Glava (OptionsCity Software)

- Techniques for Efficient Algo Development
- Optimize Execution Time, Divide-and-Conquer Strategies, and More
- Writing JIT Friendly Code
- The Dangers of Changing Thread Priorities
--------------------------------------------------------------------------------------------------------------------------

2:15pm - 3:00pm   Panel Discussion
Criteria for a Successful Algorithmic Trading Operation 

Moderator: Robert Engels (OptionsCity Software)
Panelists: Ryan Eavy (CME Group), Jeff Gomberg (HTG Capital), Sameer Kulkarni (Ketchum Trading), Shyam Pillalamarri (Azul Systems), Kevin Reeves (Axonetric)


- How Relevant is Your Development Language?
- Hardware Limitations, Moore’s Law, Amdahl's Law, and Parallelization
- Building vs. Buying: Benefits & Drawbacks
- Working Smart vs. Working Hard

--------------------------------------------------------------------------------------------------------------------------
3:00pm - 3:15pm   Coffee Break
--------------------------------------------------------------------------------------------------------------------------

3:15pm - 4:00pm
   Presentation
Automated Trader Magazine Algorithmic Trading Survey Report 
John Howard (Automated Trader Magazine)

- End-to-end Automation through Trade Lifecycle and Value Chain
- Automation across Asset Classes and Markets
- Faster, Smarter, Self-adaptive, and Complex

--------------------------------------------------------------------------------------------------------------------------

4:00pm - 5:15pm   Panel & Crowd Discussion
Algorithmic Trading: The Rush Towards Automation 
Moderator: John Howard (Automated Trader Magazine)
Panelists: Matt Haraburda (XR Trading), Mike Madigan (WH Trading), Scott Morris (Ronin Capital), Alan Shontz (CME Group), Sanjay Tolia (Bengal Capital)

- Decision Latency, and Risk Automation
- Feeds, Metadata, Metrics, and Benchmarks
- Beyond Trading Opportunities

- Q&A: Where is Algorithmic Trading Technology Headed?

--------------------------------------------------------------------------------------------------------------------------
5:15pm - 5:30pm   Coffee Break
--------------------------------------------------------------------------------------------------------------------------

5:30pm - 6:30pm   Workshop
Algo Development Workshop 
Benjamin Sandmann, Robert Engels (OptionsCity Software)

- The Ubiquity of Financial Algorithms: Introduction to a Problem Domain and Commercializing a Solution
- Demo: Building, Testing, Deploying, and Selling an Algo
- Q&A

--------------------------------------------------------------------------------------------------------------------------
6:30pm - 8:00pm   Networking Reception
--------------------------------------------------------------------------------------------------------------------------


 
Copyright © 2014 The Active Network, Inc.