Rising Above The Current Market Order – 14th September 2016

• EMIR: how is the buy side addressing the increased collateral provisions to minimise the impact on their trading capabilities?
• MAR: what are the behavioural changes needed to comply?
• SMCR: how are firms measuring this, and who internally is owning the responsibility?
• Do firms believe the FCA is looking to make an example and create a fall guy? And how will Brexit impact regulations for UK financial firms?
• Which regulations are making which parts of what you execute no longer viable?
• Which regulation is causing more harm than good?
• What are the burning questions you have for the regulators that you are too afraid to ask?

Vincent Dessard

Senior Regulatory Policy Advisor
EFEMA

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Andrew Harvey

Senior Regulatory Policy Advisor GFXD
GFMA

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Marshall Bailey

President
ACI FMA International

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Ben is responsible for research and investment management in FX for AHL, a major systematic hedge fund. Differences in monetary policy between countries are a key input for many currency moves. Ben is on the TradeTech FX 2016 Advisory Board.

• With increased instability in global financial markets, how have the underlying fundamentals changed?

• Examining the current trends impacting commodities, China, Brexit, Central Bank policy, and liquidity conditions in the market

• What is the tail risk associated with the UK voting itself out of the EU – is there a clear vulnerability for the sterling? Will London remain the global FX trading hub?

• Will there be a significant amount of currency volatility over the next 12 months, another black swan event? If the franc shock 2.0 comes, will the market be ready?

• What are the dangers and opportunities resulting from the macro landscape for investment managers?

Benjamin Lesch

Senior Quantitative Analyst
MAN Investments

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As both external and internal environments keep evolving, leaders need to provide a consistent yet flexible, innovative and responsive approach to how they steer their business and people through new times. In this inspiring session, restricted to 10 people on a first come first served basis – refresh your leadership skills through quality time with your peers.

• How are heads of trading staying ahead of the curve in terms of regulatory developments, the evolving market structure and technology innovations – what are your pain points and where do you see the opportunities?

• What is the cost of trading? How do we properly evaluate this? Is it worth doing a trade when so much margin goes towards collateral?

• How do you see the impact of Brexit on the FX trading market? Will London remain the global FX trading hub and will certain aspects of trading and/or clearing need to move to other European hubs?

• The importance of internal stakeholder engagement in the new regulatory environment: who do you need to interact with and how often to avoid an isolated trading desk?

• When if ever does it make sense to outsource all or part of FX trading?

• What are the practical implementation challenges involved with outsourcing and how can they be overcome?

Andrew MacLeod

Head of FX Trading
BNP Paribas Asset Management

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Paul Goater

Director, Wholesale Markets and Collateral Management
Prudential Capital

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Nicolas Tissot

Head of FX Trading
BCV

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• Where are we with improvements on the drive for automation in emerging markets?

• In light of the lack of transparency in China how can investment managers make accurate forecasts?

• How do you address the illiquidity in emerging market as banks pull back from their market making responsibilities?

• Where do you see the biggest emerging market currencies opportunities?

David Denison

Deputy CIO and Partner
Florin Court Capital LLP

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Peter Panholzer

Managing Director
DynexCorp

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Achim Walde

Senior Currency Overlay Manager
B. Metzler

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Derek Arnold

FX Portfolio Manager
Pioneer Investments

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• How are firms looking to take their post-trade data and feed it back into the pre-trade decision tools with minimal rework?
• What are the crucial insights pre-trade TCA can give your FX trading desk?
• What methods of algo trading are important for you to prosper in today’s electronic FX world?
• How can sell side expert shops use algorithms to offer a more cost effective service to the buy side?
• Next generation algos - how can algos be moved from currency pairs to multi currency basket trades to offer more effective execution of a large number of instruments?
• Moving towards the ‘super algo’: Is machine learning – or AI more broadly –a holy grail for investment, merely a new, advanced gizmo to supplement your existing toolkit, or is it simply a case of clever marketing?

Romael Karam

CEO
Harmonic Capital

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Daniel Chambers

Head of Trading
Sequoia Capital Fund Management

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Asif Razaq

Global Head of FX Algorithmic Execution
BNP Paribas

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Glen Sargeant

Product Manager, Buy Side FX
Flextrade

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Svante Hedin

Global Head of Electronic Markets
SEB

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Danielle Caravetta

Director of Institutional Sales
Pragma

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Mauricio Sada-Paz

Co-Head EMEA FX Sales
BAML

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Fully engage with the most contentious and divisive issues facing your industry. Sit back and witness industry-leading figures pitting themselves against each other in a battle to deliver the knockout argument. Then, continue the debate in your own small roundtable groups until you reach a majority viewpoint. Will you reconsider your position? And will you walk away with a fresh mindset and better prepared to take on this key conundrum?

• Audience vote at the start of the debate to see if the audience votes in favour of discretionary trading vs. automated trading strategies: which are yielding the best results?

• What is the most popular active currency management style currently?

• What sort of data sources are providing the most value in providing sentiment based indicators?

• Examining alternative ETF products – how and when should they be incorporated into a strategy?

• Where are we seeing true innovation in FX investment strategies?

• Audience vote at the end of the debate to see if the panelists have been able to influence the vote in favor of their argument

Paul Chappell

Chief Investment Officer
C View

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Emidio Sciulli

Partner and Head of FX
MAN AHL

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Helen Thomas

Senior Currency Portfolio Manager
SSGA

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Felix Adam

Founder
ACT Currency

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Per Ivarsson

Investment Partner
Harmonic Capital

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• What are the drivers in other asset classes that are making FX look like an interesting alpha source?
• In an environment with low returns how do asset allocators view the alpha opportunity presented to them by FX?
• What concerns do asset allocators have about including FX as an asset class?
• What do asset allocators need to see to include FX in their asset allocation portfolio?

Olivier Doleires

Head of Foreign Exchange Management
Union Bancaire Privee

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Yoav is the Managing Director and Portfolio Manager at Victory FX, the Macro accounts manager and consultant, focusing on: G10 currencies, gold, silver and oil. He is responsible for managing funds and consulting to firms and HNIs based on the unique Orbits trading strategy which he developed for seven years. The strategy identifies genuine (from false) breakouts of long term price range with 90% probability. Such breakout represents a strategic decision made by the market which will trigger very large moves("Orbits") with a new market theme. Yoav will be sharing his insights on:

• Identifying genuine (from false) breakouts of long term price range with 90% probability

• New price cycle, 5% move, time horizon - days/weeks, macro theme

• G10, gold, silver, oil

• 10-14 Orbits in a year, discretionary, risk management

Yoav Barnes

Managing Director
Victory FX

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