Low Latency Trading Solutions

Latency, location and liquidity event

LSE_QuantHouse/
18 February 2010Amsterdam - Netherland

Latency, location and liquidity

Delivering a world leading trading environment

The growth of high frequency, low latency electronic trading is forcing exchanges and traders alike to revisit their business models. Ultra low latency exchange trading and market data systems accessible via co-location have become centre stage in the drive for alpha. This seminar will outline the initiatives the London Stock Exchange Group is undertaking to deliver a world class ultra low latency trading environment through MillenniumIT and Exchange Hosted services.

Join us for this interactive presentation and discussion.

Time

16.45

Location

NH Barbizon Palace
Prins Hendrikkade 59-72
1012A Amsterdam

    Who should attend?

  • High frequency traders
  • Proprietary traders
  • Direct Market Access providers
  • Chief Technology Officers
  • Chief Operational Officers
  • IT architects

Agenda:

16:45: Registration
17:15: Introduction, Edward Fisher, London Stock Exchange Group
17:20: Overview of the New Trading System, Mark Langley, London Stock Exchange Group
17:50: Exchange Hosting and QuantHouse, Nigel Harold, London Stock Exchange Group
18:10: Managing Latency in High Frequency Trading, Donal O'Sullivan, Corvil
18:30: Networking Reception

more detailsregister