The exponential growth of high frequency trading and capital inflows into quantitative strategies has transformed the market landscape creating both new opportunities and challenges. The need for differentiated content sets, direct exchange feeds and technology to feed alpha generating models has become an imperative. All of these factors combined with the recent economic turmoil have caused firms to reexamine their quant trading strategies.

Within the quant community, high frequency trading (HFT) allows firms of all sizes to be competitive in high-stakes trading opportunities. As HFT gains momentum in new financial centers globally, it is becoming more mature in the US equities market and expanding to other asset classes. And at all stages of HFT adoption, there are challenges to be faced by the trader, including intraday arbitrage, slippage and differentiated technology.
 

This forum addresses the most current issues in HFT, including:

• HFT: Past, present and future
• Opportunities in multi-market cross-asset trading
• Understanding and managing transaction costs
• Insourcing vs. outsourcing: How best to spend your time and money
• Regulatory changes and their impact on HFT strategies

PANELISTS:

• Rich Brown, Global Business Manager, Machine Readable News, Thomson Reuters (Moderator)
• Steffen Mohr, High Frequency Trading, Da Vinci Invest AG.
• Stefan Wintner, Quantitative Research, IMC Financial Markets
• Caspar Marney, Owner, Marney Capital Management
• Richard Olsen, Owner, Olsen Ltd; Chairman & Co-Founder, OANDA.com