TradeTech FX 2017

11 - 13 September, 2017

Fairmont Rey Juan Carlos, Barcelona

+44 (0) 20 7368 9836

Day 2 - Wednesday 13th September 2017 - Building A Future-Proofed FX Business

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8:00 AM Women In Trading Breakfast: How Can The FX Industry Better Attract, Develop And Retain Top Female Talent?

Aurelie Brandy, Head of Dealing Desk, Amundi

Jane Brosbøl, Head of Systematic FX Trading, Nordea Asset Management

  • How is the FX industry addressing the aspirations of women to develop in leadership roles?

  • How are firms showcasing female talent contributing in the financial sector?

  • Sharing common challenges with your female peers and finding solutions to address them

  • What does it means to be a woman in the FX industry in 2017

 Aurelie Brandy
Aurelie Brandy
Head of Dealing Desk
Amundi

Aurelie has been Head of Dealing Desk at Amundi since 2004, and was previously Head of Middle Office at Amundi. Aurelie will be hosting the Women In Trading Breakfast ‘How Can The FX Industry Better Attract, Develop And Retain Top Female Talent?‘ on 12th September.

...[Read More]

 Jane Brosbøl
Jane Brosbøl
Head of Systematic FX Trading
Nordea Asset Management

Jane will be a Participant in the Women In Trading Breakfast ‘How Can The FX Industry Better Attract, Develop And Retain Top Female Talent?’ On the 13th September.

...[Read More]

Registration

8:20 AM Registration and Breakfast

Private Breakfast

Private Breakfast Continued

8:55 AM Chairperson’s Opening Remarks

Michael Melvin, Academic Coordinator, Rady School of Management, UCSD & Former Managing Director, Blackrock, Rady School of Management

 Michael Melvin
Michael Melvin
Academic Coordinator, Rady School of Management, UCSD & Former Managing Director, Blackrock
Rady School of Management

Michael joined the Rady School in 2016 to teach and coordinate the new Master of Finance program. Prior to his return to academia, he spent many years at BlackRock and Barclays Global Investors (BGI). At BlackRock and BGI, he led research-oriented currency and fixed income investment teams. Most recently he was a Managing Director in the Multi-A ...[Read More]

Exploiting New Investment Drivers
9:00 AM All Star Panel: The big picture on market structure - What are the major developments transforming European FX markets and how will this change the way you interact with your sell side, platform and technology counterparts?

David Woolcock, Chair of the Committee for Professionalism, ACI

Nicholas Carmi, Head of FI and FX, Tower Research Capital

Michael Walsh, COO & CFO, White Marigold Capital

Caspar Marney, Director, Velador Associates Ltd

  • What advice do leading players from the full FX value chain have for the buy side to survive and thrive in the evolving FX backdrop?

  • With the emergence of non-bank liquidity providers, what’s left for banks? How is their service model fundamentally changing? 

  • With less price makers, liquidity gaps, increased transaction costs, and an increased focus on compliance, how are firms navigating all these hurdles and preparing for the future? 

  • How can all market members move on from historical ways of working and embrace the spirit of the new regulation and transparency?

 David Woolcock
David Woolcock
Chair of the Committee for Professionalism
ACI

David Woolcock is an independent consultant and Director, Business Consulting at Eurobase. In addition, David is Chair of the Committee for Professionalism at ACI – The Financial Markets Association as well as Vice-Chairing the ACI FX Committee. He is also a member of the Market Practitioners Group for the Bank of International Settlement's FXWG ...[Read More]

Nicholas Carmi
Head of FI and FX
Tower Research Capital

 Michael Walsh
Michael Walsh
COO & CFO
White Marigold Capital

Michael has more than 28 years’ financial market experience in London, Paris, Dublin, and New York across FX, Interest Rates, Prime Brokerage and Relationship Management. He has worked in senior market roles at Paribas Capital Markets, ABN Amro, Royal Bank of Scotland, and Lloyds Banking Group. He is a member of The Global Irish Economic Forum, ...[Read More]

 Caspar Marney
Caspar Marney
Director
Velador Associates Ltd

Velador Associates provides consulting expertise on the financial markets, including forensic analysis of financial transactions and market data, as well as regulatory issues. The firm has been at the centre of the debate on the practice of 'Last Look' in Foreign Exchange ("FX"), advising central banks, corporates, industry bodies, regulators an ...[Read More]

9:45 AM Economic Keynote: The year ahead - What will be the key macro indicators in 2017 and 2018 and how will they impact European and global FX markets?

George Saravelos, Global Co-Head of FX Research, Deutsche Bank

  • What key themes will dominate the FX agenda over the next 12 months and how can you steer your desk through these new changes?

  • Learning from past events - How can you use lessons from recent political events to best handle the unbalanced risks associated with major events in 2017 and 2018?

  • What are the implications of Brexit and recent and upcoming European elections - Are we heading for further economic downturn? 

  • How is the Trump administration impacting global markets and investor confidence? Are we entering a new protectionist, inward focused era? New job creation and major investment in infrastructure are dollar positive, so which will be the ultimate winner?

 George Saravelos
George Saravelos
Global Co-Head of FX Research
Deutsche Bank

George focuses on G10 and Emerging Market currency research, and his team is responsible for producing analysis, forecasts and trade recommendations in all major FX markets, along with cross-market and thematic global macro reports. George will be delivering the Economic Keynote ‘The year ahead - What will be the key macro indicators in 2017 an ...[Read More]

Machine Learning Case Study
10:05 AM Industry Insight: Using machine learning for tactical asset allocation decisions – exploring how to define the question to the machine based on key factors including client risk profiles, performance targets and machine learning algorithms

Grigorios Papamanousakis, Deputy Head of Systematic Asset Solutions, Aberdeen Asset Management

Ian McWilliam, Investment Analyst, Aberdeen Asset Management

  • Why Machine Learning for Tactical Asset Allocation? Why now? 

  • How do we define the question to the machine based on different client risk profiles, performance targets and machine learning algorithms?

  • Market factors selection, data cleansing, signal processing and high performance computing

 Grigorios Papamanousakis
Grigorios Papamanousakis
Deputy Head of Systematic Asset Solutions
Aberdeen Asset Management

Grigorios is Deputy Head of Systematic Asset Solutions within Aberdeen Solutions, joining Aberdeen via the SWIP Acquisition in April 2014. His main responsibilities involve producing the quantitative investment framework for the SAA and TAA, as well as, quantitative client-centric absolute return strategies. Grigorios joined SWIP in January 2013 ...[Read More]

 Ian McWilliam
Ian McWilliam
Investment Analyst
Aberdeen Asset Management

Ian is a member of Aberdeen Solutions’ Systematic Asset Solutions team, focussing on using machine learning methods to construct quantitative investment strategies. Ian joined Aberdeen via the 2014 acquisition of Scottish Widows Investment Partnership, where he began his career on the graduate scheme. He holds a BSc (Hons) in Mathematics from th ...[Read More]

F1 Guest Speaker
10:35 AM Inspirational Guest Speaker: How improvements in data performance played a key role in Brawn GP and Jenson Button winning the F1 World Championship at their first attempt

Nick Fry, Former CEO, Mercedes AMG Petronas Formula One Team

Nick Fry is the Former CEO and co-owner of Mercedes AMG Petronas F1 and was responsible for building the teams that won the 2009, 2014, 2015 and 2016 F1 Drivers and Constructors Championships. Working in F1 since 2002, he led a management buyout of Honda, creating Brawn GP and led the team to its first F1 victory and subsequent World Championships. Following the sale to Mercedes he continued to successfully manage and grow the team and recruited Lewis Hamilton in the process. A UK Business Ambassador, consultant and Venture Capitalist Nick continues to play a very active role in the world of Motor Sport, Engineering and Business.

 Nick Fry
Nick Fry
Former CEO
Mercedes AMG Petronas Formula One Team

Nick Fry is the Former CEO and co-owner of Mercedes AMG Petronas F1 and was responsible for building the teams that won the 2009, 2014, 2015 and 2016 F1 Drivers and Constructors Championships. 

Working in F1 since 2002, he led a management buyout of Honda, creating Brawn GP and led the team to its first F1 victory and subsequent World C ...[Read More]

11:10 AM Morning Refreshment Break

Track A: Building A Strong Internal Structure

11:40 AM Fireside Chat: Data, Data, Everywhere - With the increasing need to aggregate and analyse all data points, how can you exploit big data and data analytics to make more informed trading decisions?

Christoph Hock, Head of Multi-Asset Trading, Union Investment

Saeed Amen, Founder, Cuemacro

  • What are the current limitations of market data and how can you overcome them using data analytics to solidify your trading strategy?

  • What are the best data sources to use when predicting market sentiment? 

  • How can you improve your access to FX market data to satisfy your best execution obligations? 

  • How can you incorporate data analytics from other asset classes and bring this into a fragmented FX world?

 Christoph Hock
Christoph Hock
Head of Multi-Asset Trading
Union Investment

Union Investment is one of Europe’s leading asset managers. Christoph manages trading activities for the entire portfolio including: cash equities, fixed income, fund and ETF business, FX, listed and OTC derivatives, and securities lending, with extensive experience in portfolio management and trading. Christoph won the award for Head of Tradi ...[Read More]

 Saeed Amen
Saeed Amen
Founder
Cuemacro

Over the past decade, Saeed Amen has developed systematic trading strategies at major investment banks including Lehman Brothers and Nomura. Independently, he is also a systematic FX trader, running a proprietary trading book trading liquid G10 FX, since 2013. He is also the author of Trading Thalesians: What the ancient world can teach us about ...[Read More]

Track B: Exploiting New Alpha Generation Strategies

Fireside Chat: Unbundling – What strategies are Portfolio Managers using to quantify and pay for FX research in a MiFID II world?

Helen Thomas, Senior Currency Portfolio Manager, SSGA

Phil Rush, Founder and Chief Economist, Heteronomics

  • Working towards a global, multi-asset view - how do you manage cross subsidisation between asset classes, and in a global firm?

  • How can you quantify and categorise what constitutes ‘FX research’ - how are leading firms addressing this? 

  • Should you do all or most research internally, is this where investment is going? 

  • How do you decide how much you will pay for research – and how do you justify research costs to your investors?

 Helen Thomas
Helen Thomas
Senior Currency Portfolio Manager
SSGA

Prior to joining SSGA, Helen was a Partner at a global macro fund, ABD Investment Management LLP. Before that, Helen worked for thirteen years in foreign exchange at a number of investment banks, including Societe Generale and Merrill Lynch. She also spent time working in politics, as an advisor to George Osborne in the Office of the Shadow Cha ...[Read More]

 Phil Rush
Phil Rush
Founder and Chief Economist
Heteronomics

Phil is the Founder and Chief Economist of Heteronomics. Until launching in November 2016, he was Nomura's Senior European Economist and was the Chief UK Economist there since 2010. Before that, he was UK Economist at Barclays Wealth, where he also developed strategic asset allocation models for their market return portfolios. Philip started his ...[Read More]

Track C: Small Interactive Boardrooms and Workshops (Maximum 25 Delegates - Buy and Sell Side only)

Buy And Sell Side Think Tank: Does last look hinder ‘fair market’ conditions and benefit the sell side, or is it a fair and open methodology?

Hosted By BNP Paribas

  • Are we coming towards an industry consensus on last look? What are the key arguments for and against? 
  • Last look standardisation - should all liquidity providers adhere to last look standards in order to improve transparency and help regulate the usage of last look? 
  • What are the regulators’ concerns around last look? How has it been addressed in recent industry regulation? 
  • How can TCA help address the buy side’s concerns over the use of last look?

Track A: Building A Strong Internal Structure

12:00 PM 360° Perspective: Front office talent - How are the traditional FX trading buy and sell side skill sets changing in order to prosper in a new FX structure?

Lee Sanders, Head of FX and FI Dealing, AXA Investment Managers

Jamie Goodman, Consultant, Cazar Search

  • What expertise and technological know how is now needed on the buy side in increasingly electronic markets?

  • How are sell side firms investing in talent to better service their clients? 

  • Is increased technology usage leading to the disintermediation of relationships between the buy and sell side?

  • Why is there significantly less transparency on the buy side as opposed to the sell side in regards to compensation, trading roles and firm structure? Where can you find relevant information to give you a better picture of the market?

 Lee Sanders
Lee Sanders
Head of FX and FI Dealing
AXA Investment Managers

Lee is the head of FX and FI Dealing for AXA IM, covering both the Paris and London offices. After 10 years as an Investment Manager, Lee made the move to trading to help set up an execution function for FI and FX and MM and this has slowly been rolled out to a more a global role. He has embraced changes in e-commerce and market structure and b ...[Read More]

Jamie Goodman
Consultant
Cazar Search

Track B: Exploiting New Alpha Generation Strategies

360° Perspective: Automated vs. Discretionary trading - what method of trading are the current market conditions best suited to and where is alpha coming from?

Yoav Barnes, Managing Director, Victory FX

Bert Mouler, President & CEO, Profluent Capital

Buford Scott, Managing Partner, Stelrox Capital Management

Derek Arnold, FX Portfolio Manager, Pioneer Investments

Peter Garnham, Editor, FX-MM

  • How is automated trading continuing to impact the FX market – how far are we from a fully automated market? 

  • Are the performances of systematic and discretionary trades synchronized and what are the macro drivers for this? 

  • What are the benefits of discretionary trading vs. automated trading methods?

  • What discretionary and automated strategies are best suited for current and near future market conditions - factors to consider when making trade decisions •Can all strategies be automated?

 Yoav Barnes
Yoav Barnes
Managing Director
Victory FX

Yoav is the Managing Director and Portfolio Manager at Victory FX, the specialist G10 currencies, gold, silver and oil accounts manager and consultant. He is responsible for managing funds and consulting for firms and HNIs based on the unique Orbits trading strategy which he developed for six years. It identifies genuine (from false) breakout of ...[Read More]

 Bert Mouler
Bert Mouler
President & CEO
Profluent Capital

Bert has been developing algorithmic trading systems for almost a decade. He is the principal researcher at Profluent Capital and the chief designer of the intelligent portfolio management software Profluent uses to manage funds. He also manages the proprietary trading arm of the company, Profluent Trading, where Bert and his team utilize machin ...[Read More]

 Buford Scott
Buford Scott
Managing Partner
Stelrox Capital Management

Buford is CIO of the C-View Stelrox Systematic Currency Strategy, an emerging FX strategy managed by C-View Limited, which began trading in September 2014. The Stelrox strategy is the culmination of his 28 years of trading experience, spent at top-tier financial institutions, including JP Morgan, Merrill Lynch, and Goldman Sachs. Prior to foundi ...[Read More]

 Derek Arnold
Derek Arnold
FX Portfolio Manager
Pioneer Investments

Derek manages Pioneer's absolute return currency fund (€1bn AUM), which has a 5 year track record, positive every year. All major liquid currencies traded, both G10 and Emerging markets, with outright, relative value and volatility strategies traded using FX forwards, NDF's and options. Derek will be taking part in the Panel Discussions ‘Geo-po ...[Read More]

 Peter Garnham
Peter Garnham
Editor
FX-MM

Peter is the editor at FX-MM, the leading technical journal for the trading, treasury and technology community.

...[Read More]

Track C: Small Interactive Boardrooms and Workshops (Maximum 25 Delegates - Buy and Sell Side only)

Session Continued

Lunch

12:40 PM Networking Lunch

Invite Only Think-Tank

Exclusive Invite Only Buy Side Think-Tank: How can the buy side better collaborate to drive mutually beneficial initiatives forward

Andrew MacLeod, Senior Dealer, FX and Alternatives, Invesco

Jasper Riis, Head of Fixed Income, Currencies & Commodities, ATP

Ronald Lagarde, Senior Forex & Derivatives Trader, APG Asset Management

Open to 15 Heads of FX Trading 

Lunch will be served during this session

Andrew MacLeod
Senior Dealer, FX and Alternatives
Invesco

Andrew joined Invesco in March 2017 and was previously at BNP Paribas Investment Partners. Andrew will be hosting the Buy Side Think Tank ‘How can the buy side better collaborate to drive mutually beneficial initiatives forward?’ on 13th September.

...[Read More]

 Jasper Riis
Jasper Riis
Head of Fixed Income, Currencies & Commodities
ATP

Jasper manages a team of portfolio managers responsible for the investment activities in Fixed Income, FX and commodities. The team is focused on managing core elements of the ATP investment portfolio through a quantitative approach also applied in the development and implementation of systematic trading strategies. Jasper will be participating ...[Read More]

 Ronald Lagarde
Ronald Lagarde
Senior Forex & Derivatives Trader
APG Asset Management

Ronald has managed FX trading for APG Asset Management since 2011. He is responsible for managing market risk arising from APG portfolios. Among his main tasks are selecting, implementing and using of various electronic trading and TCA solutions. Ronald has extensive experience in FX markets and specifically of using and evaluating single & mu ...[Read More]

Capitalising On Future Trends
2:00 PM Guest Speaker: FinTech innovation disrupting the financial markets ecosystem - What will impact your business and how can you compete in this moment of generational change?

Mark Whitcroft, Founding Partner, Illuminate Financial Management

Illuminate Financial is a London-based venture capital firm with a global mandate, exclusively focused on financial technology that benefits capital markets participants. Prior to Illuminate, Mark spent eleven years in various capital market roles at HSBC and Deutsche Bank based in London, Hong Kong, Singapore and New York. He has been investing in FinTech companies since 2010 and has worked at a number of FinTech start-up accelerators. 

  • Which types of technological innovation do we expect to transform the capital markets in the next 10 years? How can you seize the opportunities now to be ahead of the curve?  
  • Crossing the chasm: identifying the problems established capital markets players face and how we match them to the game-changing solutions from small early stage companies 
  • How and why to take advantage of the innovative, lower cost and highly scalable solutions offered by newer and more entrepreneurial suppliers 
  • Avoid the fintech hype – how can firms distil the signal from the noise?
 Mark Whitcroft
Mark Whitcroft
Founding Partner
Illuminate Financial Management

Illuminate Financial is a London-based venture capital firm with a global mandate, exclusively focused on financial technology that benefits capital markets participants. Prior to Illuminate, Mark spent eleven years in various capital market roles at HSBC and Deutsche Bank based in London, Hong Kong, Singapore and New York. He has been investing ...[Read More]

2:30 PM Dragons’ Den: Examining the greatest and latest innovations in FX trading technology - Which offer true added value and should be considered in your future investment plans?

Julia Streets, Founder & CEO, Streets Consulting

This exciting Dragons’ den style innovation session demos pre-selected technology start-ups who will pitch their innovative tech to a panel of experts and you in the audience. The panel of experts will critique and assess their benefits to your business and their likelihood of future success. You will then have the opportunity to vote for the technology start-up you think is the most innovative and adds real value to your business. Will you find the next big thing?

 Julia Streets
Julia Streets
Founder & CEO
Streets Consulting

Julia founded Streets Consulting, the business development, marketing and communications FinTech consultancy, that represents a fast-growing list of international financial services, technology and B2B organisations across the UK, across Europe, North America, SE Asia and Australia. Having held previous positions at NYSE Technologies and Instine ...[Read More]

3:10 PM Informal Roundtables: Relax with a drink and discuss key issues with your peers in these informal topical discussion groups, including:

Caspar Marney, Director, Velador Associates Ltd

David Woolcock, Chair of the Committee for Professionalism, ACI

Michael Melvin, Academic Coordinator, Rady School of Management, UCSD & Former Managing Director, Blackrock, Rady School of Management

Pamela Gachara, Manager, Capital Markets, The Investment Association (IA)

Last look standardization – Does the Global Code improve transparency and help regulate the usage of last look, or does it condone its abuse?

Hosted By: Caspar Marney, Director, Velador Associates Ltd 

Regulation, voluntary codes of conduct and market structure - how do we achieve a fair and transparent market with sufficient liquidity? 

Hosted By: David Woolcock, Chair of the Committee for Professionalism, ACI

Latest currency research from the Master of Finance programme at Rady School of Management

Hosted By: Michael Melvin, Academic Coordinator, Rady School of Management, UCSD, Former Managing Director, Blackrock

How can the current FX TCA methodologies be improved for the future to satisfy your best execution needs? 

Hosted By: Pamela Gachara, Manager, Capital Markets, The Investment Association (IA)

 Caspar Marney
Caspar Marney
Director
Velador Associates Ltd

Velador Associates provides consulting expertise on the financial markets, including forensic analysis of financial transactions and market data, as well as regulatory issues. The firm has been at the centre of the debate on the practice of 'Last Look' in Foreign Exchange ("FX"), advising central banks, corporates, industry bodies, regulators an ...[Read More]

 David Woolcock
David Woolcock
Chair of the Committee for Professionalism
ACI

David Woolcock is an independent consultant and Director, Business Consulting at Eurobase. In addition, David is Chair of the Committee for Professionalism at ACI – The Financial Markets Association as well as Vice-Chairing the ACI FX Committee. He is also a member of the Market Practitioners Group for the Bank of International Settlement's FXWG ...[Read More]

 Michael Melvin
Michael Melvin
Academic Coordinator, Rady School of Management, UCSD & Former Managing Director, Blackrock
Rady School of Management

Michael joined the Rady School in 2016 to teach and coordinate the new Master of Finance program. Prior to his return to academia, he spent many years at BlackRock and Barclays Global Investors (BGI). At BlackRock and BGI, he led research-oriented currency and fixed income investment teams. Most recently he was a Managing Director in the Multi-A ...[Read More]

 Pamela Gachara
Pamela Gachara
Manager, Capital Markets
The Investment Association (IA)

4:10 PM Chairperson’s Closing Remarks

Michael Melvin, Academic Coordinator, Rady School of Management, UCSD & Former Managing Director, Blackrock, Rady School of Management

 Michael Melvin
Michael Melvin
Academic Coordinator, Rady School of Management, UCSD & Former Managing Director, Blackrock
Rady School of Management

Michael joined the Rady School in 2016 to teach and coordinate the new Master of Finance program. Prior to his return to academia, he spent many years at BlackRock and Barclays Global Investors (BGI). At BlackRock and BGI, he led research-oriented currency and fixed income investment teams. Most recently he was a Managing Director in the Multi-A ...[Read More]

4:15 PM Conference Close
























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