Roel Oomen

Global Co-Head Of Electronic FX Spot Trading
Deutsche Bank

Roel is the global co-head of electronic FX spot trading at Deutsche Bank. He started his industry career as a quant in cash equity algo trading in 2006. Prior to that he was in academics, most recently as a tenured associate professor of finance at the Warwick Business School. Roel holds a PhD in econometrics, is a senior research fellow at the London School of Economics, and has published widely on the econometric analysis of high frequency data. Roel will be contributing his industry expertise to the keynote “Liquidity Aggregation, Execution Risk And Transaction Cost Analysis For FX Spot” on the 14th September.

Check out the incredible speaker line-up to see who will be joining Roel.

Download The Latest Agenda

Rising Above The Current Market Order – 14th September 2016

Monday, January 9th, 2017

09:30 Sell Side Keynote: Liquidity Aggregation, Execution Risk And Transaction Cost Analysis For FX Spot

How do you select the liquidity providers to include in your aggregator?
Understanding the impact of trading style on transaction costs, market impact and execution risk
Evaluating the merits of “last look” vs “firm” liquidity
Evaluating the merits of agency, principal, and hybrid algos