Paul Aston

Paul has worked in the financial industry since 1994, specializing in quantitative finance for multi‐asset strategies, including currency. Throughout his career he has held positions on both the buy and sell sides of the industry, cultivating unique experiences, expertise and insights as a quantitative strategist, portfolio manager, trader and sales person in global equities, global fixed income, derivatives and global foreign exchange. Paul spent the first half of his career on the buy‐side holding prominent positions at Baring Asset Management, Santander Global Advisors, Putnam Investments, Fleet/Columbia Management and at his own fund Prometheus Quantitative Strategies. On the sell‐side Paul has spent the later part of his career specializing in strategies and quantitative alpha generation, utilizing electronic and algorithmic trading techniques, at Bank of America, Morgan Stanley and TD Securities. Paul is established as one of the industry’s leading authorities on the subject of market microstructure in global foreign exchange and transaction cost analysis (TCA), having published a myriad of widely read papers on these subjects as well as being the named inventor of two important patented solutions for FX TCA. Paul will be contributing his expertise to the Panel ‘360° Perspective: Shining A Light On The Blurring Boundaries Amongst FX Market Players - How Is The Provision, Distribution And Consumption Of Liquidity Shifting?’ on the 14th Sept and the Debate ‘Execution Model Pros And Cons - Is A Pure Shift Towards The Agency Model A Wise One, Or Should Principal And Hybrid Models Still Have A Key Role To Play?’ on the 15th September.