Algorithmic Trading and the May 6 Flash Crash
October 12, 2010, New York City
This event takes a renewed look at Algorithmic Trading in light of May 6, evaluating its effect on Liquidity, Fragmentation and Volatility, and looking at the Risk it poses, if any, to Exchanges, Traders and Broker Dealers.
Agenda
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7:15 - 7:30
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Registration
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7:30 - 8:00
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Networking Breakfast
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8:00 - 8:30
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Keynote
BERNARD S. DONEFER, Distinguished Lecturer, Baruch College, CUNY; and Associate Director, Subotnick Financial Services Center
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8:30 - 9:15
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Panel One: May 6th : Did Algos Go Wild - Perspective from the Exchanges
BERNARD S. DONEFER, Distinguished Lecturer, Baruch College, CUNY; and Associate Director, Subotnick Financial Services Center (Moderator)
BRYAN HARKINS, Head of Sales and Strategy, Direct Edge
BRIAN HYNDMAN, Senior Vice President, NASDAQ
JOSEPH MECANE, Executive Vice President & Chief Administrative Officer, U.S. Markets, NYSE Euronext
JOE BRACCO, Vice President, Bats Exchange
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9:15 - 10:00
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Panel Two: May 6th : Did Algos Go Wild - Perspective from Traders, Regulators and Broker Dealers
ADAM SUSSMAN, Director of Research, TABB Group (Moderator)
CHRIS BARTLETT, Director, Nobilis Capital
VLAD KHANDROS, Corporate Strategy, Liquidnet, Inc.
JAMIL NAZARALI, Managing Director, Knight Equity Markets
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| Registration |
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| Fee |
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$125 per person (meal included)
This event is closed. |
| Location |
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| Address |
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Bayards
One Hanover Square (between Stone and Pearl Streets)
New York, NY 10004
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| Direction |
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From West Side Highway:
Take West Side Highway to Battery Park. Make left on Battery Pl., continue until the street turns into State St., then continue for approximately 2 traffic lights and make a left on Hanover Square.
From FDR:
FDR South to Exit 1 (Battery Park, Staten Island Ferry), make right on Broad St. Make right at first traffic light on Water St., go 2 traffic lights to Hanover Square and make a left.
From Brooklyn Battery Tunnel:
When exiting tunnel, stay to the left of the traffic light and turn left at the light. When making the left turn, stay right (do not go into underpass), continue on to Battery Place. Make left on Battery Pl., continue until the street turns into State St., then continue for approximately 2 traffic lights and make a left on Hanover Square.
From Broadway:
Take Broadway South to Liberty Street, make a left on Liberty Street, Continue for 5 Blocks to Pearl Street. Make a right on Pearl Street, Take Pearl Street to Hanover Square
From Brooklyn Bridge:
2nd exit (FDR and Pearl St.) Make a right at traffic light. Take Pearl St. to Hanover Square.
Subway:
#2 or 3 to Wall St.
#4 or 5 to Wall St. or Bowling Green
#R or W to Whitehall St./South Ferry
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Clearinghouses as Mitigators of Systemic Risk
