21 - 23 April, 2020
Palais des Congrès de Paris
MAIN DAY 1- APRIL 22
Wednesday, April 22nd, 2020
9:30 AM All Star Panel - What impact have SIs had on traditional equity market structure and access to liquidity and what are the best ways of building an execution strategy that reaps the rewards?
- Given 2 years of data post MiFID II, what conclusions can be drawn on their success?
- How do SI frameworks work and when is it best to trade with them?
- What level of analysis is used to evaluate their performance in the various market caps?
- With recent regulatory reviews on SIs, what is new and what is required for compliance?
- What is the buy side perspective on SI toxicity and price improvement?
- What are the SI market shares respectively?
2:30 PM Panel - Enhanced TCA: how can you use real-time data to best action more detailed trade characterisation and drive smarter trading decisions?
- How are providers integrating AI and ML approaches into their solutions and how it this really enhancing their solutions and making them more customisable?
- How has the vendor community catered for buy side requests for transparency and independence?
- How can a rudimentary price be given for block trades in pre-trade analytics?
- How are TCA platforms accounting for the increasing volumes of passive managers and ETFs traded?
- Open TCA: developments around more itemised, customised and frequent reports