2010 Program

8:20 Registration and breakfast

8:50 Chairperson's welcome address

Maxime Tessier, Vice President, Currencies, Caisse de dépôt et placement du Québec

9:00 *Keynote address*

Donna Howard, Chair of the Canadian Foreign Exchange Committee and Chief of the Financial Markets Department, BANK OF CANADA

9:30 Panel discussion: FX and the evolving market landscape

  • The drivers behind the changing market
  • Lessons learnt from the crisis
  • Managing FX settlement risk
  • Getting political: Is there a need to intervene in the currency markets?
  • Current landscape of Canadian alternative industry and opportunities
  • The next phase of growth and what it means for the loonie

Moderator: Peter Kane, Principal, GREENWICH ASSOCIATES
Jeffrey Boyko, Chief Currency Strategist, CASTLE CURRENCY MANAGEMENT
Gary K. Ostoich, Chairman, AIMA CANADA, President, SPARTAN FUND MANAGEMENT
Richard Whelan, CEO, KING’S CROSSING CAPITAL INC.

10:20 Morning break

10:50 Presentation: Currency in a pension fund portfolio

  • Where is currency in your portfolio?
  • The natural progression of currency in pension portfolios
  • What strategy is right for your plan?

Mark Abbott, Portfolio Manager, Currency Management, STATE STREET GLOBAL ADVISORS

11:20 Panel discussion: Dynamic strategies for investing FX

  • Role of FX in your portfolio: Currency as an asset class?
  • Achieving alpha with active currency management
  • Benefits of adopting an overlay strategy to enhance returns
  • Comparing the performance of currencies with other asset classes
  • Looking beyond the world of FX: Employing a global macro approach

Chris Lori, Private Client Fund Manager, SEAVIEW CAPITAL
Jason Russell, President and Chief Investment Officer, ACORN GLOBAL INVESTMENTS
Tom Nakamura, Portfolio Manager, AGF INVESTMENTS INC.
Cory Vardy, FX Trader, GOODMAN INVESTMENT COUNSEL

12:10 Lunch break

13.10 *Keynote address*: Taking a closer look at the relationship between commodities and currencies

  • Exploring the strong influence of commodity price movements on currencies
  • Taking advantage of the Canadian Dollar’s sensitivity of changes in energy prices
  • The end of CAD/JPY carry trade?

Ronald G. Layard-Liesching, Founder, PARETO PARTNERS and Chairman, MOUNTAIN PACIFIC GROUP

13:40 Panel discussion: Beefing up your algorithmic trading capabilities in FX

  • Examining how algorithms are being adopted by buy-side firms
  • Adopting high-frequency trading as an investment strategy
  • Using algorithms for cross and multi-asset class trading
  • What does high frequency trading mean for the buy-side?
  • Identifying the hurdles of trade automation in the FX market

Paul Buckley, Head of AES FX Sales, Americas, CREDIT SUISSE
Azeem Lakdawalla, Trader, HILLSDALE INVESTMENT MANAGEMENT
Tom Murphy, FX Application Specialist, BLOOMBERG TRADEBOOK

14:30 Panel discussion: Identifying the optimal FX trading model

  • The buy-side selection criterion
  • Expanding your business through various models
  • Looking at the benefits and risk involved
  • Future of trading: Bypassing the broker and moving online?

Dr. Photios Harmantzis, Former Systematic Trading Models R&D, Product Development Committee, FX CONCEPTS
More panelists to be confirmed shortly

15:20 Afternoon break

15:50 Presentation: The Holy Grail: Generating alpha while hedging your exposure

  • Outperforming in a tougher environment
  • Best practices to hedging as an effective risk management tool
  • How has the lack of credit influenced alpha
  • Exploring the cost of generating alpha

  • What is the most appropriate strategy?

Luc Lapointe, Vice President and Portfolio Manager, SIGMA ALPHA CAPITAL
André Marsan, President, SIGMA ALPHA CAPITAL

16:20 *Concluding debate*: Exploring the FX outlook for 2010 and beyond

  • Identifying the latest opportunities and unique obstacles in FX
  • Predictions on the future performance of the Canadian dollar: Will it continue to remain attractive or spiral out of control?
  • The rising East and its impact on FX
  • Forecasting volatility for 2010

Moderator: Mark Chandler, Head of North American Fixed Income and Currency Strategy, RBC CAPITAL MARKETS
Jason Daw, CIO, ROYAL OAK CAPITAL MANAGEMENT
Craig LeVeille, Director, FX Products, CME
Erik Postnieks, CEO and CIO, WOOSTER ASSET MANAGEMENT LLC
Hans-Guenter Redeker, Global Head of Foreign Exchange Strategy, BNP PARIBAS
Maxime Tessier, Vice President, Currencies, CAISSE DE DEPOT ET PLACEMENT DU QUEBEC

17:10 Chairperson’s closing remarks

Maxime Tessier, Vice President, Currencies, Caisse de dépôt et placement du Québec

17.20 Drinks Reception

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