2018 Agenda

2018 Agenda

2018 agenda

08:20

Registration and refreshments

08:50am

FX WEEK OPENING REMARKS: Eva Szalay, Editor, FX WEEK

09:00am

CHIEF ECONOMIST’S ADDRESS: 5 key themes for FX markets in 2019

Torsten Slok, Chief International Economist, DEUTSCHE BANK

9:20am

FOLLOW ON DEBATE: Central banks in motion

  • What to expect from the dollar until the end of year and early 2019?
  • Historical lookback at the Fed rate-hiking cycles: Where in the cycle are we now
  • Can the Fed continue to hike? Which Central Bank will increase interest rates next?
  • Central banks divergence or convergence: Where are the opportunities for FX investors?

Moderator: Torsten Slok, Chief International Economist, DEUTSCHE BANK
Michael Gapen, Managing Director, Head of US Economics Research , BARCLAYS
Michael Hanson, Head of Global Macro Strategy,  Global Strategy, TD SECURITIES
Arnab Das, Global Market Strategist, INVESCO

10:00am

PANEL DISCUSSION: TCA and execution for next-gen FX  trading

  • As the use of execution algorithms widens, how can the buy-side gain more transparency around their pre-trade, execution and post-trade performance?
  • Analytics and TCA – how different approaches to performance measurement and counterparty selection are driving execution decisions?
  • Data and FX – what do you measure against and what data does your TCA provider relies on?
  • ML, AI, Blockchain – what role will new technology play in meeting buy-side needs?

Moderator: Brad Bailey, Research Director, CELENT
Daniel Lavigne. Director, Trading, OMERS  
Peter Carey, Chief Operating Officer, LUMINT CORPORATION
Erik Lehtis, Head of FX, QUADEYE SECURITIES
Pete Eggleston, Co-founder, BESTX
Griffin Frank, Trading Analyst, VANGUARD

10:50am

Morning break and opportunity to network

KNOWLEDGE CAFÉ: Grab a coffee and join a table of your choice to share ideas and network with fellow industry professionals.

  • Outlook for G10 currencies in early 2019 and beyond -  Led by: Greg Anderson, Global Head of FX Strategy, BMO
  • Crypto funds: What will it take for investors to trust crypto? - Led by: Amit Kaushik, Head of Quantitative Research and Portfolio Manager, BLOCKSEED INVESTMENTS
  • Execution and TCA: Share your experience about industry providers - Led by: Brad Bailey, Research Director, CELENT

11:20am

SPOTLIGHT  ON CRYPTO INVESTING: Understanding how crypto exposure may affect the portfolio performance

  • Overview of crypto markets and what’s in it for investors
  • Comparing crypto portfolios against traditional assets e.g., FX, precious metals, crude oil, etc.
  • Illustrating how a small exposure to crypto may enhance Sharpe ratios

Amit Kaushik, Head of Quantitative Research and Portfolio Manager, BLOCKSEED INVESTMENTS

11:50am

BUY-SIDE & GLOBAL CODE OF CONDUCT:  What should buy side firms active in FX know about the GCoC and how can further indications of adhere from buy side be achieved

  • Why have many buy side market participants so far been hesitant to sign statements of commitment to the GCC?
  • Do buy side firms lack the necessary understanding as to expectations around the principles in the GCC and the implications of signing up?
  • Building a case for the GCoC and why buy-side support is essential to its success

Interviewed by: Brad Bailey, Research Director, CELENT
John Drohan III, President, ACI FINANCIAL MARKETS ASSOCIATION
Michael O'Brien, Vice President, Director of Global Trading, EATON VANCE

12.30pm

PANEL DISCUSSION: Intraday liquidity - and illiquidity

  • Analysing complexity and composition of liquidity in the FX market today
  • When does liquidity become a problem? What trades have been the most challenging to execute?
  • What are the optimal times to trade during the day depending on the currency?
  • With liquidity structure increasingly complex, what is your liquidity strategy? How do you plan ahead for your daily trading needs - generic and/or bespoke?
  • Are there too many or too few LPs?

Moderator: Eva Szalay, Editor, FX WEEK
Andrew Poston, Director, Derivatives and Quantitative Strategies, SUN LIFE INVESTMENT MANAGEMENT  
Sash Sarangi, Senior Strategist, INVESCO  
Robert Savage, Chief Executive Officer, CCTRACK SOLUTIONS
Ken  Monahan, Senior Analyst, Market Structure and Technology, GREENWICH ASSOCIATES

1:10pm

Sit down lunch and networking

2:10pm

 PANEL DISCUSSION: All change in credit – the rise of clearing and the return of FXPB

  • The increasing competition in clearing NDFs: What does it mean for traders and investors?
  • What are the new products in the market and how could these benefit market participants?
  • Clearing and regulations: How can one help the other?
  • What are the key factors for a PB when choosing a client? Had regulation have an impact on PB's preferences

Moderator: Eva Szalay, Editor, FX WEEK
Justin Slaughter, Political and Business Consultant, MERCURY STRATEGIES
John Drohan III, President, ACI FINANCIAL MARKETS ASSOCIATION
Ken  Monahan, Senior Analyst, Market Structure and Technology, GREENWICH ASSOCIATES

2:50pm

PRESENTATION: A new way to uncover FX trade opportunities


Stephen Morton, Chief Investment Officer, INYO CAPITAL MANAGEMENT  

3:10pm

PANEL DISCUSSION: Looking out for pockets of opportunity  and warning signs in emerging markets

  • As the US tightens policy, EM currencies will be affected – how?
  • Countries with ongoing political turbulence - Bazil, Turkey, South Africa – how attractive are they for currency managers?
  •  What are the opportunities in economies linked to Euro and distress in Greece and Italy, e.g. Hungary, Poland, Czech Republic?
  • The cost of harvesting opportunities in emerging markets

Moderator: Indrani De, Managing Director, Macro and Country Risk, TIAA
Arnab Das, Global Market Strategist, INVESCO
Daniel Hui, Executive Director, Global FX Strategy, J.P. MORGAN  
Dimitri Grechenko,  Senior Portfolio Manager, MARYLAND STATE RETIREMENT AND PENSION SYSTEM
Ulf Lindahl, Chief Executive Officer, A.G. BISSET ASSOCIATES LLC
John Velis, FX and Macro Strategist, BNY MELLON

3:50pm

Afternoon break

4.10pm

OPEN DEBATE WITH THE AUDIENCE: From daily Tweets to trade wars: Analysing the impact of the  global political arena on FX markets

  • The impact of uncertainty Trump brings: What are short and long term implications for the US dollar?
  • Looming trade wars: Will the US dollar be a winner or loser?
  • What predictions do you have for NAFTA negotiations?
  • The emerging major power of China: Will it replace the US in a long-term race?
  • What will Russia and North Korea do next?
  • Europe and the Brexit: Will the Old Continent rise in solidarity? 
  • How well are currency managers pricing geopolitical risks? What are the effective strategies for hedging  political risk?

Moderator: Robert Savage, Chief Executive Officer, CCTRACK SOLUTIONS
Indrani De, Managing Director, Macro and Country Risk, TIAA
Win Thin, Global Head of Currency Strategy, BROWN BROTHERS HARRIMAN 
Greg Anderson, Global Head of FX Strategy, BMO
Holly MacDonald , Managing Director, Chief Investment Strategist, BESSEMER TRUST 
Arnab Das, Global Market Strategist, INVESCO

Submit your questions and opinions through Sli.do to join the debate!  

5.10pm

FX WEEK CLOSING REMARKS: Eva Szalay, Editor, FX WEEK

5:20pm

Drinks reception