Free places for qualifying buy-side delegates!

Program, FX Week USA, July 15, 2014, New York


8:00 Registration and breakfast

8:50 Welcome address: Eva Szalay, Editor, FX WEEK

9:00 *Keynote address*: The global effort to strengthen systematically important payment, clearing and settlement systems 

  • Bedding down the new principles for financial market infrastructures
  • Successes and challenges in meeting the new principles
  • Recovery planning begins

Lawrence Sweet, Senior Vice President, Payments Policy, FEDERAL RESERVE BANK OF NEW YORK

9:30 Panel discussion: From regulation to innovation: a look at the evolution of the market and what it means for your business

  • How is the market measuring up in terms of volatility and volumes?
  • Examining the market composition, issues of fragmentation and the potential for consolidation
  • A look at the innovative new solutions presently on offer and how they can transform your trading processes and outcomes
  • Are we seeing a change in the most popular trading instruments being used? How does this affect execution?
  • Now that the bulk of rules have been codified, how must the market evolve and adapt?

Moderator: Eva Szalay, Editor, FX WEEK
Yaacov Heidingsfeld, Co-founder, Chief Executive Officer, TRADERTOOLS
David Mercer, Chief Executive Officer, LMAX EXCHANGE
John Stead, Technical Sales, SMARTTRADE

10:20 Morning break and opportunity to network

 

STREAM ONE

FX trading

STREAM TWO

FX for investors

10:50

Chairperson's opening remarks: Kevin McPartland, Principal, Market Structure & Technology, GREENWICH ASSOCIATES

Chairperson's opening remarks: Christoffer Eriksson, Head of Bank Sales Americas, CITI

11:00

Presentation: Using machine learning techniques for trading

  • Data mining and pattern recognition
  • Machine learning and generalization for prediction
  • Prediction vs explanation & attribution
  • Supervised and unsupervised learning
  • Applications: optical character recognition, credit scoring, diagnosis, spam detection, purchase recommendations, proprietary trading
  • Techniques: classiļ¬cation, regression, ranking, clustering, dimension reduction
  • Algorithms: neural networks, clustering, nearest-neighbor, support vector machines, ensemble methods, logistic regression

Philippe Burke, Founder, Portfolio Manager, APACHE CAPITAL MANAGEMENT

Presentation: The sixty-four thousand dollar question: debating the future of the American currency

  • How will the dollar fare amidst QE tapering and the beginning of economic recovery?
  • A look at the most promising dollar based currency pairs
  • Understanding the future role of the USD as a global reserve currency - will it carry on in this key role or will other currencies edge in?
  • Defining the short and long-term outlooks for the US currency

Rebecca Patterson, Managing Director, Chief Investment Officer, BESSEMER TRUST

11:30

 

Panel discussion: Panel discussion: Navigating the maturing e-FX space

  • With the FX industry transitioning towards a largely electrontic space, what new developments can market participants expect?
  • How can a solid e-FX strategy including algos bolster your returns?
  • With so much on offer in the electronic market, how can you make sense of it all? What services do you actually need?
  • What innovative new technology can help you achieve compliance and best execution? Is regulation stifling or encouraging innovation?

Moderator: Kevin McPartland, Principal, Market Structure & Technology, GREENWICH ASSOCIATES
Rakesh Purohit, Head of Americas e-FX sales, CITI
Vincent Sangiovanni, Chief Operating Officer, GAIN CAPITAL
Nick Solinger, Head of Product Strategy, Chief Marketing Officer, TRAIANA

Panel discussion: Getting-to-grips with key trends in emerging markets and their impact on your portfolio

  • Examining the underlying drivers of EM currency valuations
  • An update on the internationalization of the renminbi - when will the currency become fully convertible?
  • How is the yen faring so far this year? Is the weakening trend likely to continue?
  • A look at the effect of central bank policy on these valuations
  • Defining the long-term outlook for EM currencies-a safe investment or should buyers be wary?

Moderator: Christoffer Eriksson, Head of Bank Sales Americas, CITI
Nancy Davis, Chief Investment Officer, QUADRATIC CAPITAL MANAGEMENT
John Espinosa
, Director, Head of Sovereign, Municipal & EM Research, TIAA-CREF
Krishna Kumar, Portfolio Strategist, DAVY CAPITAL MANAGEMENT
Eric Stein, Vice President, Portfolio Manager, Co-director of Global Income, EATON VANCE

12:20

Presentation:Taking a look under the hood of foreign exchange price movements to improve your trading results

  • How to locate support and resistance levels using 24-hour trading in derivatives and FX
  • How central banks are affecting price action and volatility
  • Deciphering and leveraging the strategies of algorithmic trading programs
  • Using creative indicators to reduce risk exposure and create stop points for your profits and losses

Daniel Shaffer, President & Chief Executive Officer, SHAFFER ASSET MANAGEMENT

Presentation: Managing FX risk from a corporate perspective

  • How FX risk management is perceived and accepted in the corporate community
  • Steps corporations may want to employ to optimize their FX hedging strategies
  • Tactical FX execution decisions: why strategies based on probabilities are better than market forecasts
  • Maple Leaf Foods' experience with its FX hedging and trading program

Jeff Cheah, Former Risk Manager, MAPLE LEAF FOODS

12:50 Lunch and opportunity to network

1:50 *Afternoon keynote address*: Macro hedge fund investing

  • How do Macro Funds fit in an institutional portfolio?
  • Discretionary strategies versus systematic CTAs
  • Macro risk management from an investors perspective
  • FX, fixed income, commodities: which offer the best opportunities?

Steven Geovanis, Managing Director, Chief Risk Officer, LYXOR ASSET MANAGEMENT

2:20 Panel discussion: Developing a strategic response to the regulatory onslaught

  • Strategies for streamlining your clearing and reporting procedures
  • Understanding how to minimize your compliance costs
  • Coping with issues of extraterritoriality
  • With the buy-side experiencing more choice and control than ever before, how must intra-industry relationships evolve?
  • Assessing the impact of regulatory reform on overall risk and transparency levels within the industry
  • Is there further regulation in store for the market?

Moderator: Irene Aldridge, Managing Director, ABLE ALPHA TRADING
John Griffin
, Senior Risk Manager, HARTFORD INVESTMENT MANAGEMENT COMPANY
Soren Haggensen
, Managing Director, Head of E-Commerce Americas, SOCIETE GENERALE
Dino Kos
, Head of Global Regulatory Affairs, CLS

3:10 Afternoon break and opportunity to network

3:40 Interview: A conversation with Adnan Akant on FX as a modern asset class

  • Where does FX as an asset class fit best within the wider portfolio?
  • After the recent performance of some key currency funds, is multi-asset/multi-strategy the way forward? If so, what is the ideal asset mix?
  • Does FX alpha still exist or are we seeing a shift towards a smart-beta?
  • What lessons has the industry learned over the past few years and how can we best adapt to the difficult trading environment?

Adnan Akant, Head of Foreign Exchange, FISCHER FRANCIS TREES & WATTS, Buy-side Co-chair, FX COMMITTEE
Interviewed by: Robert Mackenzie Smith, Reporter, FX WEEK

4:10 COO keynote panel: Behind the scenes of the world's largest market: an operational perspective

  • What are the priorities in the day-to-day running of a successful FX business?
  • How do you set your company apart in such a highly competitive space?
  • Is regulation really changing the way buy-side companies execute their FX? Are there any efficiencies to be gained from it?
  • The future of FX - what will the operational challenges and opportunities look like over the next five years?

Moderator: Robert Savage, Chief Executive Officer, CCTRACK SOLUTIONS
Richard Estes
, Head of FX and Derivatives Product Management and Implementation, BNY MELLON GLOBAL MARKETS
Mark Schlater
, Former Managing Director, COO FX Derivatives, UBS
Louis Thorne
, Global Chief Operating Officer, FORTRESS INVESTMENT GROUP

5:00 Closing remarks: Eva Szalay, Editor, FX WEEK

5:10 e-FX awards and cocktail reception

 

 

 

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