TradeTech FX USA 2017 (past event)

February 13 - 15, 2017

Contact Us: 44 (0) 207 367 9576

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Mr Kevin McPartland


Head of Market Structure Research
Greenwich Associates

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

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Day 1- Tuesday February 14th 2017

Tuesday, March 8th, 2016

10:00 All Star Panel: How are non-bank liquidity providers approaching FX markets and what are the implications on your FX business?

  • The evolution of non-bank liquidity- What is the value proposition of non-bank liquidity providers and how can you benefit from this?
  • How do non-bank liquidity providers structure their models to offer a tailored service to the buy side?
  • Does the credit risk outweigh the benefits of using non-traditional market makers?
  • Are the non-bank liquidity providers working with or providing direct competition to the sell side?
  • How can non-bank liquidity providers survive major 'black swan' events if they are now taking up the role of risk takers and market makers?

23:40 Oxford Style Debate: True or False- Creating a consolidated tape in FX will become a reality in the next 5 years

  • Outlining the pros and cons- What are the benefits and drawbacks of setting up a consolidated tape in FX?
  • Do FX markets have the need for a consolidated tape to improve transparency and create fairer market conditions?
  • Is there sufficient technology in FX to now push a consolidated tape or do FX markets still have to innovate further before this becomes a reality?
  • Is it realistic to engage all market participants to report to one tape and have one central repository and if so who would initiate this change?
  • Will the release of the code of conduct and ongoing regulation help push FX markets towards a consolidated tape?

15:00 360 Perspective: More than just box ticking- How to use your FX TCA throughout the trade life cycle to maximize your chances of best execution

  • Realizing the benefits of FX TCA during the full trade life cycle- How can you maximize the value of your current TCA system?
  • Fuelling your TCA- Where can you find reliable data and how can you establish the good from the bad to ensure a more dependable TCA offering?
  • How can you prove to your end clients that your TCA methodology is best suited and guaranteed to prove best execution?
  • FX vs Equities TCA- Why is the equities TCA methodology flawed for FX and how can FX TCA catch up to equities TCA standards?
  • How can the current FX TCA methodologies be improved for the future to satisfy your best execution needs?

16:10 360 Perspective: Accelerating your algo capabilities- What are the standards you should expect from FX algos to best meet your best execution needs?

  • Adding algos to your execution process - How can you make more informed decisions when selecting what algos to use and when?
  • Principal vs Agency Algos - What are the differences between the two offerings and when can you use them?
  • Differentiation-How can you establish the differences between different sets of algos from different providers?
  • Implementing algos to your trading processes- How do you source algos, measure their performance, and establish the best times to use them?
  • Is the increased usage of algo trading diminishing the relationship element between buy side and sell side?