Day 1 | 13th March
- How can alternative liquidity providers be integrated with traditional market makers to optimise trade performance?
- How can ETF liquidity improvements be leveraged alongside fixed income instruments to enhance trading workflows?
- How can technology and automation be used to access fragmented liquidity pools and improve trade execution in both small and large trades?
- How can market fragmentation and the diversification of liquidity providers impact long-term market structure and liquidity access strategies?
- How can contrasting views on total liquidity versus trade execution quality influence the integration of alternative liquidity pools in trading strategies?
Check out the incredible speaker line-up to see who will be joining Chetna.
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