10 - 12 September, 2018
NH Collection Tower, Barcelona
44 (0) 20 7368 9836
Head of Quantitative Solutions and Innovations
4:45 PM Workshop 1: Advanced Algos - How to establish the best use cases for algos to enrich your execution capabilities
Hosted by David Wright, Global Head of MSET FX, Morgan Stanley and Jian Chen, Head of Quantitative Solutions and Innovations, Morgan Stanley
- Algo building blocks - How are they built, how do they work and how do different types of algos trade?
- In what trading scenarios would algos outperform manual execution through minimizing market impact, reducing slippage and hitting the benchmark?
- Generic vs. bespoke - How can you establish the best type of algos for different trading strategies and scenarios?
- How can you identify the areas of greatest risk when using algos and what can you do to minimize these?
- Dynamic optimization and basket algos - What can be developed to take FX algos to the next level and satisfy buy side needs?