We are pleased to invite you
and your colleagues to one of two evening presentations featuring
special guest speakers Dr. Marcos M. López de Prado, Head of High
Frequency Futures Trading,
Tudor Investment Corporation, and
Dr. Wolfgang Eholzer, Head of Trading System Design at Eurex
Exchange. Dr. de Prado has just released the popular and topical book
Advances in High
Frequency Strategies.All seminar attendees
will receive a complimentary signed copy of this
insightful
book.
Eurex Exchange's Deputy CEO Juerg Spillmann
will be in attendance and available during the
networking
session to answer your questions.
These events are
primarily aimed for buy-side high frequency and quant firms.
| Agenda | |
5:00 p.m. | Registration |
| 5:30 p.m. | Keynote: Like sheep among wolves?
The choices of low frequency traders in high frequency markets. Dr. Marcos M. López de Prado is Head of High Frequency Futures Trading, Tudor Investment Corporation. High frequency traders (HFT) are responsible for most of the trading activity, and have come to dominate the liquidity provision business. Execution speed and the sheer amount of data that affect HFT decisions put low frequency traders (LFT) at a disadvantage. In this talk we will provide a number of recommendations to help LFT level the playing field. |
| 6:00 p.m. | Presentation: Insights into the
Eurex Trading System & Matching Engine. What you need to know for successful tradings Wolfgang Eholzer, Head of Trading System Design at Eurex Exchange
|
| 6:30 p.m. | Networking
Reception |
New York City
| Date | February 21, 2012 |
| Location | Managed
Funds Association 546 5th Avenue 12th Floor New York, NY 10036 |
Please register by February 16 for
this exclusive event! When registering, please remember to
include your name, job title and firm.
Greenwich,
Connecticut
| Date | February 22, 2012 |
| Location | Hyatt
Regency Greenwich 1800 Putnam Ave Old Greenwich, CT 06870 |
Please
register by February 16
for this exclusive event! When registering, please remember to
include your name, job title and firm.
For more information please
contact us on T (312) 544-10 00
or send an e-mail to eurex-events-us@eurexchange.com.
Your Eurex Sales Americas Team
Marcos M. López de
Prado is Head of Global Quant Research and responsible for high
frequency
execution at Tudor Investment Corp. Formerly, a
Partner at PEAK6 Investments, Head of
Quantitative Equity
Research at UBS Wealth Management, and a Portfolio Manager at Citadel
Investment Group. He has been appointed Visiting Scholar at Cornell
University, a Postdoctoral
Research Fellow of RCC at Harvard
University and a Research Affiliate at Lawrence Berkeley
National Laboratory (U.S. Department of Energy's Office of Science).
Dr. López de Prado has been
recognized with the National
Graduation Award in Economics by the Government of Spain (National
Valedictorian, 1998). He received his B.Sc. and M.Sc. in Economics from
University of Santiago
(Spain), his Ph.D. in Financial
Economics from U.N.E.D. and a Sc.D. in Computational Finance from
Complutense University. He has co-authored several academic papers with
Professors Maureen
O'Hara and David Easley (Cornell
University), which are listed among the most read in SSRN and
have resulted in three international patent applications.
Wolfgang
Eholzer is Eurex Exchange's Head of Trading System Design. He is
responsible for
performance monitoring, capacity planning and
design changes for the Eurex trading system with
a focus on
trading functionality, low latency and throughput. Prior to his work at
Eurex Group,
Wolfgang was in charge of application development
for the electronic trading systems Eurex and
Xetra at Deutsche
Börse Systems. He was also a research associate in Applied Mathematics
and
Theoretical Physics at Cambridge University.
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