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Friday, Feb. 5, 2010 8:30 a.m.-9:00 a.m. Registration and Continental Breakfast Morning Session (9 a.m.-12:45 p.m.) 9:00 a.m.-9:15 a.m.   Opening and Welcome Petter Kolm, Courant Institute Lee Maclin, Courant Institute 9:15 a.m.-10:00 a.m.   Algorithmic Trading: An Investment Management Perspective, Ananth Madhavan, BlackRock, Inc 10:00 a.m.-10:45 a.m.   Intraday Patterns in the Cross-Section of Stock Returns, Ronnie Sadka, Carroll School of Management 10:45 a.m.-11:15 a.m.  Morning Break 11:15 a.m.-12:00 p.m.   Algorithmic Trading and Information, Terrence Hendershott, Haas School of Business 12:00 p.m.-12:45 p.m.   Panel Discussion: On the SEC Concept Release on Equity Market Structure (Release No. 34-61358; File No. S7-02-10), Ian Domowitz, ITG Frank Hatheway, Nasdaq OMX Joel Hasbrouck (moderator), NYU Stern Eric Hess, DirectEdge Jon Kroeper, FINRA Michael Mendelson, AQR Albert Menkveld, VU University Amsterdam Alexander Yavorsky, Moody's Lunch (12:45 p.m.-1:45 p.m.)   Afternoon Session (1:45-5:40 p.m.) 1:45 p.m.-2:30 p.m.   Technology, Latency and Strategy, Joel Hasbrouck, NYU Stern 2:30 p.m.-3:15 p.m.  Optimal Order Execution, Jim Gatheral, Bank of America Merrill Lynch 3:15 p.m.-3:45 p.m.   Afternoon Break 3:45 p.m.-4:30 p.m.   The Mathematics of Adaptive Execution, Rob Almgren, Quantitative Brokers 4:30 p.m.-5:30 p.m.   Panel Discussion: On the Future of Algorithmic Trading, Rob Almgren, Quantitative Brokers Brad Banks, Athena Capital Research Petter Kolm (moderator), Courant Institute Markus Kämpe, ORC Software Lee Maclin, Courant Institute Oskar Mencer, Maxeler 5:30 p.m.-5:40 p.m.   Closing Remarks, Petter Kolm, Courant Institute