A brand-new closing format for 2027: three plausible shock scenarios put to a panel of senior trading heads live on stage. This isn't a macro forecast — it's a stress test of the desk itself.

• Three live scenarios: a Fed policy surprise, a tariff escalation spiral, a crypto-equities contagion event — what each one does to spreads, depth, and your algo

• Which orders do you pull, and when do you override the wheel?

• What pre-trade analytics flag before the tape confirms the stress

• How do you measure execution quality when every benchmark assumes a market that no longer exists?