The Mankoff Company - Marketing Consultants to the Financial Community

AGENDA


A G E N D A
4:45pm	Registration
5:15pm	Panel 1: Key Considerations in Building a High Frequency Trading Platform This panel addresses: Model Development: analysis, tools and data Delivering a superior system: requirements, architecture, implementation Enabling alpha capture: quality execution vs. risk oversight Moderator - Mehmet Yanilmaz, Partner, Myra Trading & Associate Instructor, The Institute of Financial Markets Panelists include: Dan Romanelli, Managing Director, NYSE Technologies Roy Saadon, Co-Founder, Traiana Gray Lorig, CIO, Trading Cross Connects Irene Aldridge, Managing Partner and Quantitative Portfolio Manager, ABLE Alpha Trading, LTD
6:00pm	Panel 2: Future Trends in FX High Frequency Trading This panel addresses: Market conditions driving the increase in FX HFT Who will be the new entrants into the FX HFT space? Assessing the effects on FX market volatility and ECN's as HFT increases Moderator - Paul Zubulake, Senior Analyst, AITE Group Panelists include: Dave Reid, Director FX Prime Brokerage, Citi Dan Torrey, Head of New Business - Americas, EBS Erik Lehtis, Head of FX HFT, Wolverine Trading Vince Sangiovanni, Director of Institutional Sales, Gain Capital/GTX
7:00 pm - 8:00 pm	Networking Reception Immediately following the Panel Discussions there will be a Networking Cocktail Reception allowing attendees and speakers further opportunities to discuss business trends, opportunities and challenges.

PANELISTS


P A N E L I S T S
	Irene Aldridge is an expert on the subject of high-frequency trading. She is the author of "High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems" published by John Wiley & Sons. Aldridge is currently a Managing Partner and Quantitative Portfolio Manager at ABLE Alpha Trading, LTD, a proprietary trading vehicle specializing in high-frequency systematic trading strategies. Prior to ABLE Alpha, Aldridge worked for various institutions on Wall Street and in Toronto, including Goldman Sachs and CIBC. She also taught finance at the University of Toronto. She holds an MBA from INSEAD, an MS in financial engineering from Columbia University, and a BE in electric engineering from the Cooper Union in New York. Aldridge is a frequent speaker at top industry events and a contributor to academic and practitioner publications, including the Journal of Trading, E-Forex, HedgeWorld, FXWeek, FINalternatives, and Dealing with Technology. She also appears on business television, including CNBC, FOX Business, and "The Daily Show with Jon Stewart." In addition, Aldridge has been quoted by the Wall Street Journal, Thomson/Reuters, Bloomberg LP and other major business news outlets.
	Erik Lehtis began his FX career in 1984 with Crocker National Bank in San Francisco. He subsequently worked as a spot FX dealer for a series of banks in NY and Chicago before moving into the proprietary trading space in 2002. He started the FX and Fixed Income electronic arbitrage desks for Allston Trading and now heads up High Frequency FX at Wolverine Trading in Chicago. He attended Georgetown University and the University of San Francisco as an undergraduate student in Economics, and holds a Master's in Computer Science from the University of Chicago.
	Gray Lorig is Chief Information Officer at Trading Cross Connects, an incubator of high frequency algorithmic trading teams. After a career as a scientist in computer graphics and supercomputing, he now applies cutting-edge computational techniques to financial markets. Until recently, Mr. Lorig was the Chief Technologist and Manager of Trading Operations for Fourth Creek Management, LLC and he came to this job from Wellington Management where he had been in charge of fixed income investment technology, overseeing benchmarking and portfolio performance and management systems for $160 billion in assets. Gray's Wall Street career began at EJV, a joint venture of major Wall Street firms that developed fixed income analytics, data and pricing for the capital markets. He was also CTO of Bridge eMarkets, a unit of Bridge Information Systems, which supplied exchange and market data platforms to the majority of Wall Street dealers. Gray graduated with a BE and ME in Computer and Systems Engineering from Rensselaer Polytechnic Institute.
	Dave Reid is Global Head of FX Prime Brokerage Sales and has been at Citi since 2006.Prior to that he has held trading, sales, ecommerce and Prime Brokerage roles at AIG, ANZ and Swiss Bank Corporation in Europe, North America and Australia.
	Dan Romanelli Managing Director, NYSE Technologies Daniel Romanelli has been designing multi-asset high frequency trading systems for over a decade. He is currently a Managing Director at NYSE Technologies, responsible for the Managed Transactions group providing the Risk Management Gateway offering Sponsored Access to execution venues globally and enabling firms to outsource their trading infrastructure. Dan previously worked with Merrill Lynch, where he managed the cash equity DMA and Sponsored Access support desks. While at Merrill, Dan was involved in multiple client facing projects ranging from options OMS development, low latency order routing, post-trade clearing processes, and compliance risk analytics. Prior this role, Dan was a Managing Director at RISC, LLC, an options analytics and auto-quoting software vendor.
	Roy Saadon co-founded Traiana in April 2000 and was responsible for the initial design and roll out of its TRM product. He also formed Traiana's Professional Services group, setting up the New York office. As General Manager for Harmony, Roy is responsible for the overall market and technical direction of the Harmony product line. Prior to joining Traiana, Roy was involved in R&D as in-house entrepreneur at an Israeli VC, and in the IDF.
	Vince Sangiovanni, Director of Institutional Sales, Gain Capital/GTX Currently Executive Director of GAIN GTX, Vincent comes to Gain with 20+ years of foreign exchange experience with senior positions at several major brokerage firms in NY. Vincent spent 10 years working for Noonan Astley Pearce establishing and maintaining client relationships in the interbank markets along with spending several months working at Astley & Pearce Zurich establishing client relationships between New York and Europe. Vincent has also worked for Donaldson, Lufkin, & Jenrette as vice president of foreign exchange were he help establish new credit lines for inter-bank trading both domestically and internationally along with trading spot currencies for DLJÕs clients and Interbank market and all spot transactions for DLJÕs equity desk both in New York and London. Vincent has also held various roles at Credit Suisse post merger with DLJ and most recently acting as a consultant for a start up Foreign Exchange Proprietary and Algorithmic Trading company.
	Alan Schwarz is the CEO of Bay Head CI US LLC and President and COO of Trading Cross Connects. Together, Bay Head and TXC incubate high frequency trading firms by providing capital and infrastructure. This is Alan's third start-up venture, which included BrokerTec Global LLC - the leading electronic fixed income platform formed by Wall Street's largest banks. Alan was one of the early joiners of BrokerTec where he served as Global General Counsel and a member of its management team. Following ICAP's acquisition of BrokerTec, Alan became ICAP's General Counsel for the Americas. While at ICAP Alan was part of the management team that acquired several ICAP key businesses, including EBS and Traiana. Alan graduated with a BA from Rutgers University and a JD from Rutgers Law School, Newark.
	Dan Torrey heads New Business-Americas for ICAP Electronic Broking (IEB), covering spot FX and cash Treasuries. ICAP's global electronic trading business takes place on the award-winning EBS and BrokerTec platforms. Dan and his team's primary focus is selling EBS Prime to hedge funds, CTAs, FCMs and proprietary trading firms who seek access to EBS' wholesale market liquidity. EBS Prime customers trade in the name of an EBS Prime bank, allowing for previously unavailable access to EBS prices and liquidity. Prior to joining EBS in 2004, Dan was a Vice President in Sales at The Bank of New York - ADR Division, where he was responsible for managing customer relationships on both the sell side and buy side. Dan earned an MBA in Finance from New York University Stern School of Business, and received a BA in International Relations from The Johns Hopkins University.
	Mehmet Yanilmaz is partner of Myra Trading, a proprietary algorithmic trading firm based in Chicago and an associate instructor of The Institute for Financial Markets (www.theifm.org), where he develops and teaches courses on algorithmic trading to hedge funds, proprietary trading firms, banks and exchanges worldwide. Before his work in finance, Mehmet delivered technology solutions since 1990 in telecommunications, semiconductors, automotive, pharmaceuticals, focusing on product design, manufacturing automation and supply chain deployment. Mehmet served as faculty of engineering, computer science and management at Northwestern University. He taught computer science at the University of Chicago and financial engineering at Bogazici University in Istanbul, Turkey. Mehmet received his B.S in Electrical Engineering from Bogazici University, and M.S. in Computer Engineering and Ph.D. in Electrical Engineering, both from Syracuse University.
	Paul Zubulake is a senior analyst at Aite Group, LLC, specializing in financial, energy and commodities futures and options markets. His expertise includes how the application of technology, such as algorithmic trading and FIX protocol, is playing an ever- increasing role in futures and options trading. Mr. Zubulake has been quoted in the press in publications such as Bloomberg, Dow Jones, Reuters, the Chicago Tribune, Crain's Chicago Business, Futures Magazine and Advanced Trading. He has spoken at industry conferences, including the OTC Derivatives Operations & Processing conference and FTF's Electronic Trading for Futures & Options conference. Prior to joining Aite Group, Mr. Zubulake was the connectivity manager for the futures department at Citigroup Global Markets. In this capacity, he was responsible for the implementation of various futures electronic trading solutions. He specialized in vendor-based s olutions and DMA trading via FIX protocol. Prior to that, he supervised trading at the Broketec Futures Exchange. Mr. Zubulake has also held trading and institutional sales positions in the futures and options space at REFCO Inc., Cresvale International LLC, and Finacor Vendome Inc. Mr. Zubulake received his B.A. in Economics from the University of Maryland. He holds Series 3, Series 7, and Series 63 licenses.