TradeTech FX 2015 (past event)
16 - 17 September, 2015
Contact Us: 44 (0) 207 368 9465
Day 2 - FX Opportunities in 2016
8:20 am - 9:00 am Registration and Breakfast
9:00 am - 9:10 am Chairperson's Opening Remarks
9:10 am - 9:40 am Buy Side Keynote: Global macro outlook- Where do the key opportunities lie in 2016 and beyond?
- Which global macro trends have defined the FX market over the last 12 months- does this provide an indication for the future?
- What major policy changes have significantly shaken the FX market?
- What are the top macro themes that will dominate global markets in 2016?
- How has rising rates from the ECB and FED affected the FX market?
9:40 am - 10:30 am 360° Perspective: G10 vs. Emerging markets- Where do the current major market trends lie?
Brigitte Le Bris Managing Director of FX Natixis Asset Management
David Denison Deputy Chief Investment Officer and Partner Florin Court Capital
Michael Ganske Partner, Head of Emerging Markets Rogge Global Partners
Malcolm Day Global FX, Head of Emerging Market FX Trading BBVA
Moderator:
Jon Vollemaere Founder and Chief Executive Officer R5FX
- How are both emerging market currencies and G10 currencies responding to US rate hikes?
- Are high returns the main deciding factor when deciding which currencies to trade?
- Where are the liquidity pools in emerging markets and how long term are they?
- What strategies can you undertake to make money in emerging markets?
Malcolm Day
Global FX, Head of Emerging Market FX TradingBBVA
10:30 am - 11:10 am Morning Networking Break
Stream A
11:10 am - 11:30 am Case Study: How to implement a multi-asset trading strategy?- With movement and volatility returning to FX markets, is a multi-asset strategy the best way forward or should you consider FX as an asset class of its own?
- The current transition environment- As policies change what will the implications be for multi-asset FX investors?
- How can you consolidate your technology and operations to best support multi asset segments?
- What systems, processes, and skills will you need to support your multi asset trading strategies incorporating FX?
- What does the future hold in currency investing for multi-asset investors?
Stream B
11:10 am - 11:30 am Case Study Revolution: Emerging markets opportunities- Which economic forces should you look out for to achieve alpha?- Analysing the key macro trends in emerging market currencies to identify the most profitable currency pairs
- Looking at emerging market FX through oil markets- Which way are the markets going?
- How will US dollar trends affect emerging market currencies?
- How have emerging markets evolved in terms of access to liquidity?
Stream A
11:30 am - 11:50 am Stream A - Industry Perspective: From D2D to A2A The decline and rebirth of the inter-dealer market as a distributed All-to-All marketplace- How the neat historical 2-tier market structure as all but disintegrated
- How buyside trading is becoming the dominant force in FX
- How the electronic platforms are mutating to protect their market share
- How technologies developed for the sellside and equities trading can be used by the buyside to take advantage of the nascent A2A market structure
Anna Pajor
Head of Research, Capital Market IntelligenceGreyspark
Stream B
11:30 am - 11:50 am Stream B ContinuesStream A
11:50 am - 12:00 pm Case Study Revolution: High Frequency Trading (HFT)- How has super speed HFT affected FX markets?-
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“Hot potato” trading vs risk absorption
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What are the barriers to entry and their impact on liquidity?
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Latency arbitrage and its impact on market makers
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Last look
Stream B
11:50 am - 12:00 pm Stream B continued12:00 pm - 12:45 pm Stream A continued
Stream B
12:00 pm - 12:45 pm Drill Down Roundtables: Get the latest details on specific currency opportunitiesJoin these informal currency specific roundtables hosted by an expert in that particular region. One roundtable is limited to 10 people for maximum interaction. This is your chance to quiz an expert on where the opportunities lie in your currency choice and learn from the experiences of your peers.
Roundtable 1: Europe- Examining, Euro, Sterling, Russian Ruble and Zloty Hosted by Yoav Barnes, Managing Director, Victory FX
Roundtable 2: Asia- Examining the Chinese Renminbi and Indian Rupee Hosted by Peter Lundgreen, CEO, Lundgreens Capital
Roundtable 3: G3- Examining the US Dollar, Euro and Japanese Yen Hosted by Victor Lebreton, Managing Director, Quant Hedge Fund
Roundtable 4: Key criteria for Constructing Investible Custom FX Indices Hosted by Peter Panholzer. Managing Director, DynexCorp
12:45 pm - 2:00 pm Networking Lunch
Execution Strategies
2:00 pm - 2:20 pm 360° Perspective: FX e-trading- Which technologies are essential to reduce trading costs and achieve best execution?-
What implications does moving to an e-trading model have for your trading desk?
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What technological tools are essential for the buy side to prosper?
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What can be learned from the equities adoption of new technologies?
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Could we see a heavier regulatory touch with the electronification of the FX market?
Portfolio Management Strategies
2:00 pm - 2:20 pm Case Study: New Trading Insights: How to identify genuine breakoutsYoav is the Managing Director and Portfolio Manager at Victory FX, the specialist G10 currencies, gold, silver and oil accounts manager. He is responsible for managing funds for firms and HNIs based on the unique Orbits trading strategy which he developed for six years. It identifies genuine (from false) breakout of long term price range with 90% probability for very large moves, and Yoav will be sharing his insights for the first time discussing the below:
- How to Identify genuine (from false) breakouts of long term price range with 90% probability.
- New price cycle("Orbit"), 5% move, medium term, dominant theme
- G10, gold, silver, oil
- 10-15 orbits in a year, discretionary, risk management: X% per orbit
Stream A
2:20 pm - 2:45 pm Stream A continuesStream B
2:20 pm - 2:45 pm Case Study: Global Macro Correlation Dynamics in 2016Peter works on correlation modelling, financial networks and trading strategies. This bespoke session will provide you with the opportunity to address specific challenges around multi-asset, bond and currency correlations in an interactive, masterclass format. An invaluable opportunity to turn theory into practice and take part in the discussion to move your business forward. Attend this session to learn:
- From correlations to financial networks
- Eurozone sovereign bond dynamics: what happened until the third Greece bailout to the Eurozone
- FX cross correlations: how did the role of the EUR change
- Multi-Asset correlations: how are asset classes linked together? Implications for CTAs and risk parity funds.
2:45 pm - 3:30 pm Crystal Ball Session: FX markets in 2025: What does the future hold for the FX Industry?
- What will the future buy side FX trading desk look like?
- What role will the sell side, platforms, and technology providers play in 2025??
- Will there be a consolidation of market makers in the future and where will the banks be sourcing liquidity?
- Which types of technological innovation do we expect to transform the FX market in the next 10 years?
