Michael Delaney

Main Day 1 | June 10th

How can you harness automation for efficient execution in less liquid markets, while balancing risks like cascading errors?
How can you measure and manage trading costs and optimize TCA for both manual and automated trades?
How can you leverage multi-asset trading models and learn how technology can help firms consolidate and enhance cross-asset efficiencies?
How can you evaluate new tools and technologies to improve performance on the trading desk?
How can you evolve skillsets on your desk to balance technological proficiency with market knowledge and client communication?

How are factors like pre-trade analysis and platform comparison impacting liquidity and trading decisions?
Leveraging emerging protocols: How can you explore new protocols such as all-to-all trading, market-on-close, and portfolio trading, even as data remains limited?
How can you harness data access tools to automate protocol selection, particularly in more liquid fixed income products?
How can you adapt to platform expansion and respond to growth in market-on-close trades and the rise of all-to-all platforms, which are reshaping liquidity for traditionally hard-to-trade bonds?
The rise of ETFs: As fixed income ETFs grow in market share, how are they fueling innovation in trading protocols, automation, and algo-driven strategies?