On February 4, I will be speaking on a panel in Chicago on best practices in high frequency trading. Great location, since HFT is often associated with cash equities, but a lot of the interesting opportunity (and a lot of the action) is in futures and in arbitrage between futures and cash markets.
More detail at: http://worldrg.com/showConference.cfm?confcode=FW10009
Brennan
Proton Advisors 