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The leading knowledge platform for the financial technology industry

A-Team Insight Blogs

Talking Intelligent Trading With Andrew Delaney: ITS – The Story So Far

Out of the ashes of A-Team’s highly successful Low Latency Summit conference series riseth the Intelligent Trading Summit, scheduled for this coming February 4 in London. Born of the concept that it’s no longer enough simply to be fast – you have to be smart, too – the Intelligent Trading Summit uniquely brings you the smartest minds of the moment, talking about the most pressing issues in the electronic execution space.

Registrations for the event – at London’s Hilton Tower Bridge Hotel – are now open. We’re adding to the agenda all the time, so be sure to keep up to date by checking here regularly. To give you a taste of what’s in store, here’s a run-through of the panel discussions:

Regulatory initiatives: challenges and opportunities. This panel will help set the scene for the day by describing the regulatory situation for 2016 and beyond, and how it will impact the electronic trading business. MiFID II is bound to feature heavily in this discussion. But so too are a raft of other regulatory initiatives that are targeting various subsets of our industry, including exchanges, brokers, investment banks, asset managers, prop traders and hedge funds. We’re delighted to be joined for this panel by a striking mix of practitioners:

  • Hany Choueiri, Chief Data Officer, Bank of England
  • Chris Donnan, Chief Technology Officer, Tyler Capital
  • Mady Korada, Financial Conduct Authority
  • Nick Wright, EMEA COO, State Street Global Services

Electronic execution infrastructures. This panel will look at how firms should be equipping themselves for optimal response to the emerging regulatory environment. We’ll be looking at what technology infrastructures and architectures work best for balancing regulatory obligations with the need for speed and connectivity, pre-trade analytics and risk controls, and winning trading strategies and algorithms. Panellists will include:

  • Benjamin Stephens, Head of Latency Sensitive Electronic Trading, Instinet Europe
  • Neil Bond, Equity Dealer, Ardevora Asset Management LLP
  • Peter van Kleef, Partner, Lakeview Capital Market Services

Applying intelligence to execution management. Here, we’ll discover how to add ‘intelligence’ to our intelligent trading set-up. What should a smart order router look like in today’s marketplace? Where should it be located – physically and topologically? How do we seek out liquidity in an increasingly fragmented marketplace? What other analytical applications should we be using, and how do they work in a fast, regulated trading environment? Panellists:

  • Richard Bell, eFX Project Manager, BNP Paribas
  • Jon Davidson, Senior Product Marketing Specialist, Electronic Execution, Fidessa
  • Virginie Saade, Managing Director, Head of EU Regulatory Affairs and Strategy, KCG Europe
  • Louis Gargour, Partner, LNG Capital

Optimising fast market data. This panel will look at the latest approaches and technologies for deploying low latency market data services. As well as ensuring they’re fast enough to compete, trading firms today need to take a deterministic approach to ensure consistency in the price feeds they consume. They also need to consider local feed-handling and data management technologies, including hardware acceleration, in-memory databases and hybrid implementations, to ensure they are meeting the potential of their trading operations. Panellists include:

  • Donovan Ransome, Head of Production Assurance, Standard Bank
  • David Berry, Head of Market Data Sourcing, UBS
  • David Newns, Global Head of Currenex, State Street

Machine learning and analytics. Dealing with new data types in the pre-trade decision-making process is becoming a reality. Machine-readable news services are leading the charge as trading firms seek to add previously unstructured data to their trading strategies. Applications offering predictive analytics and sentiment analysis are now being used by innovative trading shops, while machine learning techniques are adding a level of sophistication to firms’ ability to get a holistic view of market situations. This panel draws upon experts from leading firms and regulators to discuss developments in this emerging field. Panellists include:

  • Makoto Seta, Senior Associate, Financial Conduct Authority
  • Victor Lebreton, Director, Quant Hedge

Time-stamping and clock synchronisation. MiFID II promises to put this once-arcane discipline firmly on the map for trading firms of all types in Europe and indeed the rest of the world. Proving best execution under MiFID II will require a rigorous time-stamping regime – and multi-venue trading strategies will seriously add to the complexity. This panel will discuss the emerging requirement for both time-stamping of transaction prints and clock synchronisation across trading operations. Panellists will include:

  • Leon Lobo, Strategic Business Development Manager, Time & Frequency, National Physical Laboratory

Post-trade messaging control. Under stringent new regulations like MiFID II, what happens after the trade has occurred will rise in importance as never before. The lack of understanding – and control – over post-trade processes, particularly as new asset classes fall under regulatory scrutiny, threatens to undermine any value-added processes in the pre-trade and trade phases of the transaction. This panel will explore how regulations are impacting post-trade activities, and offers guidance on what actions firms can take to optimise message management to secure appropriate control. Panellists will include:

  • Philippe de Brossard, Head of Fixed Income Clearing Solutions, Societe Generale

If you have something to say on any of these topics, or if you think your firm could benefit from a presence at the event, please get in touch. We’re still in the process of adding some pretty hot content, so stay tuned.

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