Event Date/Time: Feb 09, 2011
End Date/Time: Feb 10, 2011
Early Registration Date:
Dec 17, 2010
Considering the Senate's passage of the Dodd-Frank Act and new oversight of the high frequency space- the Circuit Breaker Rule and overall message rate restrictions- traders must adapt their strategies to thrive in increasingly regulated markets. To make things even more difficult, due to last year's high frequency trading boom, the arena has become flooded and consequently alpha has become compressed. Now more than ever, competitive advantage is hard to attain. Only by maximizing their firms' computational powers and reframing the idea of high frequency trading- not as an end in itself but as a method for achieving trading objectives- can traders truly gain the necessary edge.
Building off of the momentum of last February's High Frequency Trading Summit in Chicago, 2011's event boasts an expanded agenda which is strategically devised to provide actionable strategies for unraveling new regulation, satisfying the need for speed, and using HFT as a method to optimize statistical arbitrage, market making, and algo execution. There will also be a portion of the conference focused on HFT for options and futures.