Day 1 - Wednesday 18th September 2019
Wednesday, September 18th, 2019
- Challenges of trading in the new market order: Liquidity, transaction costs and regulations – How can the buy side better capture the post trade, margining and custody costs that impact them?
- Alpha generation – How can you empower your trading desk to shift the primary focus from cost savings to alpha generation?
- What steps you can take to establish the best trading protocol to meet your liquidity needs?
- Where are the investments in new technology going and what capabilities are needed on the buy side to actually achieve best execution for clients?
- How can you evolve your best execution processes beyond RFQ with TCA and liquidity transparency?
- The continued drive for innovation and decisions based on meaningful data – How can you make best execution a reality in 2019/20?
- What are currently the most commonly used trading protocols and how can you incorporate and utilise different workflows on the desk?
- Bringing different worlds together- How can you use technology to drive efficiency and leverage individual strengths of specialized pools and protocols?
- RIE, MTF, OTF, SI, Voice- Analysing the spectrum of trade paths, different types of venues and the interrelationship between each of these
- Establishing the best path to trade- How do each of the available protocols differ and what is best suited to different types of trade?
- New methods of finding liquidity- How are platforms and new entrants innovating to continue to offer new avenues of liquidity for the buy side?
- Enabling price discovery through block chain – How can block chain simplify and standardise price mechanisms across the various platforms
- Transparency on pricing - How do liquidity providers price their services and to what extent are capital charges a key driver of these charges?
- Market pricing disruption – What regulations can be put in place to force the market makers to show credible prices?
- If we look at the overall bond ecosystem, what needs to change to achieve better pricing and liquidity?
Day 2 - Thursday, September 19th 2019
Thursday, September 19th, 2019
- Market impact, price, performance, information leakage and risk- How can you establish these factors when incorporating new algos on your desk?
- Evaluating algo performance - What advanced measurements should you incorporate to best understand the success on your trading desk?
- What are the pitfalls you should be aware off when selecting new algos and integrating them in your execution process?
- What considerations go into developers when fine tuning their algos and how are they continuing to push the boundaries of current offerings?
- The future- How will algos further influence FX market over the next 5 years and how can you ensure you are well positioned to take advantage of this?