Programme CCAD 2009
Jeudi 29 octobre 2009 (jour 1)
Tous les séminaires se déroulent en anglais
7 h 30
Inscription / Petit-déjeuner continental
8 h 30
Mot de bienvenue
Conférencier :
Brian Gelfand, Bourse de Montréal
8 h 40
TMX 2010: New Opportunities
- New initiatives
- New markets and products
- Integration update
Conférencier :
Alain Miquelon, Bourse de Montréal
9 h 20
Interest Rate Markets
- How credit spreads have narrowed and where they go from here
- Overnight interest rate products and how they've fared since the easing of the credit crunch
- Rise in inflationary expectations and what that means for your bond portfolio
- Popular trades (US/CAD 10yr spread, BED spread, CGB-10yr swap/bond)
Modérateur :
Glenn Goucher, CDCC
Conférenciers :
Earl Davis, Ontario Teachers' Pension Plan
Marc Larson, Banque du Canada
Jerry Summers, MF Global
10 h 10
Pause
Commandité par :
10 h 30
Canadian Options: A Growing Opportunity
- The Canadian options landscape: What has changed?
- Evolving views from sell side and market makers
- Challenges, threats and opportunities
Modérateur :
Claude Cyr, Newedge Canada Inc.
Conférenciers :
Ian Macdonald, RBC Marchés des capitaux
Lino Morra, BMO Marchés des capitaux
Jeff Polzin, Wolverine Trading
11 h 20
Over-the-Counter Derivatives and Centralized Clearing
Modérateur :
George Kormas, CDCC
Conférenciers :
John McPartland, Federal Reserve Bank of Chicago
Derek West, Autorité des marchés financiers
12 h
Déjeuner
14 h
The Case for Algo Trading Derivatives
- Challenges to algo trading options/futures markets
- Volatility: friend or foe of algos?
- Opportunities for algo development
- Bottlenecks to peak algo trading performance
Modérateur :
Jim Smith, Trading Technologies International Inc.
Conférenciers :
Abe Kohen, FlexTrade
(Présentation)
Robb Ross, White Indian Trading Company Limited
(Présentation)
Andy Schumacher, J.P. Morgan valeurs mobilières Canada Inc.
Andrew Yao, Credit Suisse
14 h 50
Pause
Commandité par :
15 h 10
Trading Volatility
- Canadian volatility versus S&P 500 VIX
- Value of realized volatility versus implied volatility
Modérateur :
Srikant Dash, Standard & Poor's
Conférenciers :
Shreyas Chari, Arrowhawk Partners
Samir Dhrolia, Goldman Sachs & Co.
Steve Elgee, Periscope Capital Management
16 h
Carbon Markets
Modérateur :
Jean Nolet, ÉcoRessources Consultants
(Présentation)
Conférenciers :
Dr. Frédéric Brodach, DEXIA Carbon Fund Managers S.A.
(Présentation)
Pierre Doumit, Enel Trade SpA - Adb Energy Management
(Présentation)
Sara Ståhl, European Climate Exchange
(Présentation)
17 h
Cocktail
Vendredi 30 octobre 2009 (jour 2)
Tous les séminaires se déroulent en anglais
7 h 30
Petit-déjeuner continental
Commandité par :
8 h 30
Meet the Managers: Hedge Funds and MX Products
Conférenciers :
Ranjan Bhaduri, AlphaMetrix Alternative Investment Advisors, LLC
Kamran Siddiqui, Polar Securities
Michael Yhip, Garrison Hill Capital Management Inc.
9 h 10
Indices, ETFs and Derivatives
- ETF creation and marketing
- Where do we go from here?
- Market quality for end users
- Volume and liquidity trends
Modérateur :
Rob Tasca, Bourse de Montréal
Conférenciers :
Howard J. Atkinson, Horizons Exchange Traded Funds Inc.
Sid Oberoi, Standard & Poor's
Steve Sosnick, Timber Hill / Interactive Brokers
Steven Ulbrich, Promark Global Advisors
10 h
Canadian Energy Markets
- Futures on oil sands crude
- Regulatory developments (e.g. position limits to curb speculation)
- Opportunities in crude/natural gas trading (widening crack spreads; contango; LNG impact on natural gas)
Modérateur :
Tom Pepevnak, Borden Ladner Gervais LLP
Conférenciers :
Gary Gault, Natural Gas Exchange Inc.
Calvin Johnson, Marchés mondiaux CIBC Inc.
Tim Pickering, Auspice Capital
Jason Russell, Acorn Investments
10 h 40
Pause
Commandité par :
11 h
Regulatory Developments
- Global trends in derivatives regulation: exchange traded and OTC
- Quebec derivatives regulation
- Registration reforms
Conférenciers :
Jean-François Bernier, Interactive Brokers
(Présentation)
Jacques Tanguay, Bourse de Montréal
Derek West, Autorité des marchés financiers
11 h 40
Buyside Adoption of Derivatives
- Impact of the bear market on derivative adoption
- Comments from fund sponsors (insurance companies, pension plans, endowments, foundations)
- Comments from fund managers (asset managers, ETF providers and hedge funds)
Modérateur :
Jason Taylor, Bourse de Montréal
Conférenciers :
Mark Holleran, New Brunswick Investment Management Corp.
Savvas Pallaris, Alberta Investment Management Corp.
Guillaume Pichard, Ministère des Finances (Québec)
12 h 30
Fin de la conférence