A Roundtable Discussion on High Frequency Strategies and Today's Trading Environment

Over the past several months, the topic of high frequency trading has increased in resonance within the financial markets and beyond to Capitol Hill. The sheer volume of trading is daunting and technology is only indicating a movement to ever-increasing speed and lower latency. Where will this all end up? Responding to popular demand from the market, this event addresses the most top of mind issues arising for those involved with high frequency and algorithmic trading; both the pro and con side. In a roundtable format, our panelists provide a balanced look at what technology is available, what strategies are being used effectively and what the impact of potential regulatory legislation will be in the market. All of this results in providing the trader with better and faster ways to execute and succeed in a highly competitive climate.


4:45 pm: Registration


5:15 pm Panel I: High Frequency, Visible Markets, Dark Pools and the Search for Liquidity

Facilitated by Paul Zubulake, Senior Analyst, Aite Group

This panel addresses:

  • Capturing Alpha: Which strategies will work best in attaining this Holy Grail of the trader
  • Evaluating risk vs. reward when applying the latest trading strategies
  • Assessment and evaluation of the latest technologies
  • Leveraging past experience into winning trades in the high frequency market

Panelists include:

  • William Karsh, COO, Direct Edge
  • Allen Zaydlin, CEO, InfoReach
  • Gray Lorig, Chief Information Officer, Trading Cross Connects LLC
  • Michael Graves, Principal, Tesseract Capital
  • Emmanuel Doe, Global Business Manager, Tick History Archive, Thomson Reuters


6:00 pm Panel II: High Frequency and the Trader: Assessing the Current Environment and Future Implications
Facilitated by Matthew Samelson, Principal, Woodbine Associates

This panel addresses:

  • Co-location, low latency and transparency issues
  • Identifying the opportunities for algorithmic and other low latency trading strategies in current market conditions
  • Applying risk management principles outside the model
  • New SEC legislation: What will impact the trading environment and how to work within these changes

Panelists include:

  • Chris Bartlett, Director, Nobilis Capital
  • David Fellah, Head of Quantitative Strategy and Analysis, Liquidnet
  • Matt Bretan, Senior Business Consultant, Eze Castle Integration
  • Todd Hazelkorn, Lead Financial Engineer, Infinium Capital Markets
  • Arzhang Kamarei, Managing Partner, Thesys Technologies


6:45 pm - 8:00 pm Networking Reception
Immediately following the Roundtable Panel Sessions there will be a Networking Cocktail Reception allowing attendees and speakers further opportunities to discuss the most top of mind issues of those involved in the financial markets

Who Will be Attending the Event:

  • Proprietary trading desks
  • Hedge funds
  • Commodity trading advisors
  • Portfolio managers
  • Broker/dealers
  • Technology firms
  • Consulting firms
  • Advisory firms


Event Venue:
The Flatotel New York
135 West 52nd Street, New York, NY 10019
Tel: 212.887.9400

For further information, please contact Stacey@TheMankoffCompany.com