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00:11
@Ryogi @chrisaycock - conference had solid content. Here are my scattered impressions: Meucci and Derman gave talks on entropy pooling and model risk that were well received. On the HFT side, there was considerable debate on how to develop exchange policies. Blair Hull had an entertaining keynote various covering aspects of his career. He also argued controversially that new regs including minimum position times and charges for cancelled orders should be imposed.
Naturally, many HFT shops on a panel were vehemently opposed to this view. I have many of the interesting talks in softcopy format. I was relieved to hear a regulator comment that what keeps her up at night are unintended consequences of regulation. Email me and I'll send it over to whomever is interested: [email protected] .
Blair Hull, channeling Manoj Narang, also argued that rules preventing "locked markets" are antiquated.
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