Imported from previous forum
[ original email was from Elisabeth Samuels - e.samuels@rtsgroup.net ]
Date: Thursday, December 2, 2010
Time: 5:15pm
Location: Thomson Reuters, 60 Margaret Street, Sydney
The growth of high frequency, low latency electronic trading is forcing exchanges and traders alike to change their business models. High speed, low latency trading, co-location, and proximity are becoming vital to effective institutional, agency and proprietary trading. This seminar will discuss what is needed to successfully trade Asian markets in today’s fast-paced markets. How can trading firms optimize their trading operations by using customizable low latency trading and proximity solutions?
Join Eurex, Equinix and RTS on December 2nd for an interactive presentation and discussion.
Who should attend?
• Buy Side Traders
• Agency Traders
• High Frequency Traders
• Hedge Funds
• Proprietary Traders
• Commodity Trading Advisors
• Market Makers
Agenda:
5:15pm: Registration
5:30pm: Welcome Address, Thomson Reuters
5:35pm: Algorithmic Trading from an exchange perspective
5:50pm: Co-location & low latency connectivity to the Asian markets
6:00pm: RTD Tango Trader: Implementing & Deploying Strategies
6:30pm: Q & A
6:45pm: Networking Reception
To register, please email events@rtsgroup.net
This event is free to attend. Please feel free to forward this invitation to interested colleagues.