THETRADETECH DAILY agenda
THE OFFICIAL NEWSPAPER OF TRADETECH 2026
TradeTech Europe Day One, Wednesday 22nd April
Times may not be 100 % accurate – please check the event app for the most accurate schedule.
08.00 REGISTRATION & NETWORKING BREAKFAST 08.30 Welcome Address: Anna Andrews, Editorial Director, WBR 08.35 Chairperson’ s Opening Remarks: Julia Streets, MBE, Founder & Chair, Streets Consulting
Leading Beyond the Desk
08.40 TRADETALK: From execution to impact: How is the trading desk evolving into a driver of firm-wide value? As asset managers rethink what drives performance, the trading desk is no longer just executing orders- it’ s becoming a lever for firm-wide advantage. In this opening address, Hugh Spencer shares how Janus Henderson is repositioning trading at the centre of the business- aligning the desk with product innovation, distribution, and risk, while building a more integrated, multi-asset platform. But this shift is not just structural- it’ s a fundamental reset of the trader’ s role. Hugh will explore how skillsets are evolving, why traders must actively upskill and engage with new technologies- including AI- and how firms can combine human expertise with emerging tools to unlock new levels of performance. He will also address the reality of change: the cultural friction, the organisational inertia, and the competitive risk for firms that fail to adapt. Hugh Spencer, Global Head of Trading, Janus Henderson Investors
Unlocking Capital and Liquidity
09.00 IPO REFORM INTERVIEW: Breaking the IPO model: Which new market pathways could bring companies back to Europe? Europe’ s equity capital markets are at an inflection point. IPO volumes remain subdued, delistings are rising, and founders increasingly bypass public listings in favour of private capital or overseas exchanges. But what if the problem isn’ t cyclical at all- and the IPO model itself is broken? This session brings together the market’ s most forward-thinking voices to explore how new approaches- from tokenised listings and alternative funding platforms to regulatory resets and hybrid models blurring the lines between private and public markets- could rewrite the rules of going public. How should UK and EU policymakers respond? Can innovations from the digital asset space and new public-private pathways be integrated into mainstream capital raising? And what will it take to restore Europe’ s relevance as a destination for growth companies? Charlie Walker, Deputy CEO, London Stock Exchange Group Moderator: Charles Capel, European ECM Editor, Bloomberg News
09.25 LIQUIDITY ACCESS & TRANSPARENCY PANEL DEBATE: Navigating fragmented market structure: How is European equity trading evolving, and can new liquidity models support transparency, access, and execution? As bilateral trading volumes grow and new venue models emerge, the structure of European equity markets is being reshaped. Can the shift to new liquidity models improve execution without eroding transparency and price formation? This debate will explore whether bilateral and alternative liquidity models can meet the long-term needs of the buy side – or whether public markets must preserve lit price formation as a foundation. With more flow executed via direct streams, speakers will examine the future role of algos and whether equities could move towards an FX-style request-for-stream model. Panellists will weigh the implications for execution quality, access, and the sustainability of market integrity as more trading shifts off-exchange. Ross Hallam, Head of Equity Trading( London), RBC Bluebay Simon Dove, Managing Director, Head of Liquidity, EMEA, Instinet Europe Roman Ginis, Founder & CEO, Imperative Execution / IntelligentCross Jeremy Smart, Global Head of Distribution, XTX Markets Rupert Fennelly, EU Head of Equities Electronic Trading & Sales, Barclays Rob Boardman, CEO of Virtu Execution Services, Virtu Moderator: Simon Steward, Head of European Equity Trading, Capital Group
Optimising Micro-Market Structure at the Close
10.10 AUCTION MECHANICS & MICROSTRUCTURE PANEL: Trading the Close: How are closing mechanisms, internal crosses, and new protocols reshaping end-of-day trading? The closing auction has become the most important liquidity event of the trading day- absorbing a growing share of flow. As this trend accelerates, desks are re-evaluating auction access models, routing logic, and algo strategies. This session examines the rise of auction algo suites, RFQ-for-close protocols, and the increasing role of internal crosses. Panellists will discuss how these developments are influencing price formation, market impact, and execution quality- and whether benchmark closing prices remain a reliable reflection of overall market activity as more volume is matched away from the lit exchange. Bertil Meijer, Senior Trader, Cardano Robert Miller, Head of Market Structure & Liquidity Solutions, KCx Robert Cranston, Head Equity Business Development and Sales Strategy, Exchanges, SIX Vincent Boquillon, Head of Equity Trading, Euronext Thomas Bourgeois, Co-Head of Electronic and Head of Execution Product Strategy, Exane BNP Paribas Moderator: Rob Chapman, Senior Trader, American Century
10.50 Morning Refreshment Break |
10.50- 11.50 MORNING WORKSHOP: Stay ahead or get left behind: Embracing the evolution to hardware-based trading infrastructure As markets become faster and more fragmented, trading firms are reassessing whether traditional software-based infrastructure can keep pace with rising performance and capacity demands. This workshop explores why a shift toward hardware-based trading infrastructure is inevitable and its potential impact on execution speed, latency, and system scalability. Like the evolution of networking and telecom industries, the session will examine how moving critical trading functions- such as market access gateways, pre-trade risk controls, and order handling- into hardware can reshape the design of modern trading systems and influence future infrastructure strategies. Participants will learn:
• How hardware-based trading architecture differs from traditional software-based systems
• Why latency, determinism, and efficiency are driving interest in hardware-based implementations
• What the transition could mean for trading performance, infrastructure strategy, and competitive positioning Brian Germani, VP, Head of Risk and Compliance, HPR( Hyannis Port Research) Beth Geething, Product Manager Lead, HPR( Hyannis Port Research) John Barreiro, VP, Head of Sales, HPR( Hyannis Port Research)
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10.50- 11.50 MORNING WORKSHOP: Signals and AI in Algorithmic Trading Algorithmic performance depends fundamentally on the quality of underlying signals. Advanced technologies now enable ingestion and analysis of both structured and unstructured data at scale, while modern machine learning frameworks extract deeper insights from complex datasets that were previously inaccessible. Jas Sandhu, Global Head of Multi Asset Agency Solutions, RBC Capital Markets Aaron Cao, Head of European and APAC Quantitative Sales Trading, RBC Capital Markets |
10.50- 11.50 Data Morning Workshop: Market data in a neutral and competitive world
• Beyond the Tipping Point: We aren’ t just witnessing change; the market data industry is entering a total structural overhaul.
• Breaking the Data Silos: Why " democratization " is no longer a buzzword, but a prerequisite for not just alpha but for institutional survival.
• Feeding the Machine: Addressing the soaring demands of AI and next-gen applications for frictionless, high- velocity data access.
• The Roadmap to 2030: A candid look at the infrastructure, timelines, and hard truths required to build the future of trading and investment team Bill Bierds, President, BCCG Mauricio Gonzalez Evans, CEO, BCCG Marc- Stephan Manner, Chief Operating Officer, Banque Pictet & Cie SA
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