Bedford, MA, USA, January 20, 2006 â The explosion of algorithmic trading continues to create new opportunities and challenges for todayâs market leaders. During 2006, the spread of algorithmic trading beyond the traditional domain of equities is enabling buy- and sell-side financial institutions to optimize their trade executions in the worldâs largest market, cash FX.
To examine the rapidly-evolving world of next-generation algorithmic trading within todayâs foreign exchange (FX) markets, Dr John Bates, Vice President Products, Progress Real Time Division, Progress Software Corporation, will chair the World Research Groupâs industry event, Algo Trading 2006 for FX, on Tuesday January 24 in New York City. In a lunch-time keynote address, Dr Bates will discuss the expanding role of algorithmic trading, and its application within the competitive and highly-evolutionary landscape of the FX market.
Dr Bates comments: "The expansion of algorithmic trading beyond the equities desks marks an exciting new phase in the lifecycle of electronic trading. The deployment of algorithms in the foreign exchange, as well as the combination of multiple assets into one algorithmic strategy, provides a whole new world of trading opportunities."
Algo Trading 2006 for FX, New York, January 24, 2006
Doubletree Guest Suites Times Square,
New York City, NY
January 24, 2006, 7:30am â 5:00pm