| 7am-11am |
Exhibit Hall Open
Grand Ballroom III & IV, GVR |
 |
| 7am-8:30am |
Breakfast
Grand Ballroom Foyer, III & IV and Del Mar, GVR
Sponsored by Merrill Lynch |
|
| 8am-11:45am |
General Session
Grand Ballroom I & II, GVR |
|
- 8:00am-8:05am
- Opening Remarks
- 8:05am-9:15am
- Options Market Structures in Transition
Panelists will discuss some of the market structure dynamics we've seen take place in equities markets, whether they can successfully be applied to the options markets and the potential impact of:
- Expanding Use of Algos in Options
- VWAPs, TWAPs, GWAPs, and more
- Dark Pools / Reserve Orders / Internalization
- High-Frequency Trading, Quote to Trade Ratios and Bandwidth Concerns
- Latency: How Fast is Fast?
- Vendor Derivative Execution Systems and Challenges to the Traditional Infrastructure Model
Moderator:
Larry Tabb, the Tabb Group
Panelists: Brian Nigito, GETCO; John DiBacco, UBS; Dennis Davitt, Credit Suisse; Michael Khouw, Cantor
- 9:15am-10:15am
- Perspectives on Managing Market Volatility
After years of historically low volatility the tides have shifted and it appears volatility is back – and if
indications are correct – here to stay. Measures of market volatility like the CBOE Volatility Index (VIX)
and the ISE ISEE Sentiment Index are widely followed and quoted. Hear how market participants are managing
today’s market volatility reality.
Moderator: Larry McMillan
Panelists: James Gatherol, Merrill Lynch; Ben Londergan, Group One, Pav Sethi, Citadel
- 10:15am-10:30am
- Break
Sponsored by TD Securities
- 10:30am-11:30am
- Keynote: Nassim Nicholas Taleb, author
Fooled By Randomness and The Black Swan
- 11:30am-11:45am
- Passing of the Hammer
Retire Colors,
Nellis Air Force Base Honor Guard
Closing Remarks
|
|
| Noon |
Shuttles Depart for Golf |
|
| Noon-6pm |
Conference Golf Tournament
Rio Secco Golf Club |
|
| Noon-1pm |
Lunch for Non-Golfers: Opium Terrace, GVR
Sponsored by NYSE Arca
Lunch for Operation Vegas Participants: Del Mar, GVR |
|
| 1pm-5pm |
"Operation Vegas" Activity
Sponsored by Merrill Lynch |
|
| 6:30pm |
First Shuttle departs for The Bank at Bellagio |
|
| 7pm-10pm |
Closing Reception at The Bank at Bellagio
Sponsored by AMEX, BOX, ISE, Nasdaq Options Market, NYSE Arca, PHLX |
|
Printable PDF of entire agenda
