Evaluating New Methods Of Trading
360 Perspective: What are the business requirements for the buy side to transition from a price taker to a price maker?
Head of US Fixed Income Trading,
Deutsche Asset Management
Head of Fixed Income Trading,
Norges Bank Investment Management
Formerly Head of Fixed Income Trading - US,
Formerly Aberdeen Asset Management
Head of Sales,
- Buy side as price makers- What tools do the buy side need to advance their price making capabilities?
- What has changed in the buy sides workflow and how are they defining liquidity and making prices?
- The do’s and don’ts- What is the functional underpinning of pricing and how can you create a methodology for accurate pricing?
- Discovery methodology- How can you find out who has bonds, how to get them and the potential impact on pricing if they start to trade?
- Pricing illiquid funds- With limited data points is it possible to create reliable and accurate prices yourself?
David Parker joined MTS Markets in 2016 as Head of Sales, responsible for business development and managing the sales and facilitation teams in the U.S. Prior to joining MTS, he served from 2012 as Head of U.S. Sales for Vega-Chi, which was acquired by Liquidnet in 2014. Before joining the electronic trading space, Parker worked in cash and de
Synergy Workshop: What makes a credible TCA system? Outlining the building blocks for obtaining reliable pre and post trade fixed income TCA
- How should the buy side look at fixed income TCA and what is their methodology?
- How can you implement fixed income TCA to meet your execution needs?
- What types of fixed income TCA models are being developed and how are they different to other asset classes?
- Can a reliable fixed income TCA model encompass the full fixed income product range or should you use different TCA methodology for different products?
- Is there the appropriate level of reference data within fixed income to create a reliable TCA methodology?
- Pre and post trade TCA- How to use TCA to measure your trading performance
Adapting To A New Derivatives Market Order
360 Perspective: Opening the door to OTC ‘All to All’- What are the structural impediments restricting the evolution of the OTC markets and what can be a catalyst for change?
Rates and Absolute Return,
Old Mutual Global Investors
- Trade execution in swaps- Is a dominant ‘order book’ beyond the realms of possibility in OTC trading?
- Do the buy side desire more access to IDB liquidity and if so how can this be achieved?
- The growth of D2C volumes for swaps- How are these venues adapting to offer new models of execution to the buy side?
- With traditional incumbents dominating, how can any market utility change behaviour to shift liquidity to a new venue?
- The future of SEF trading- Do the buy side have the appetite to trade on an order book over RFQ in the long term?
David B. Weiss is a senior analyst with Aite Group, with more than five years’ experience covering multi-asset market structure, global derivatives, electronic trading, global financial regulation, and capital markets intellectual property, all with a subtle undercurrent of trading technology.
Mr. Weiss brings to Aite Group over 10
Preparing for OTC Derivative Reforms
Synergy Workshop: New trading, clearing and collateral requirements-How can small and large buy side firms practically pr
The OTC Partners
- Where are the current clearing proposals up to and how will you be impacted?
- Uncleared swaps- How will they be handled under the new mandate?
- What are documentation protocols associated with central clearing and who can help with this?
- Moving systematic risk- What are the recovery and resolution rules for CCP’s themselves?
- Swaps trading in Europe- How do the mandatory trading rules in the US differ from the European trading requirements?
Rethinking Traditional Portfolios
360° Perspective: Alternative investment strategies in a low yield environment- Which strategies should you implement to give your portfolio the best exposure?
Tixall Global Advisors
Co-Head, Rates Team,
Old Mutual Global Investors
Director, US Public Fixed Income,
Sunlife Investment Management
Global Macro Portfolio Manager,
American Century Investments
- How should you position your portfolio on the yield curve and how can you minimise the impact of negative yields?
- Yield vs. risk- How can you position your portfolios to keep yield while keeping risk well managed?
- Long term investments- How can investors find the yield they need to be successful over a longer timeframe?
- What asset classes, sectors and geographies are investors looking at to find yield.
- Corporate vs. Municipal bonds- What products and strategies support a low yield environment?
Zack Ellison is a Director in U.S. PublicFixed Income and a corporate credit trader at Sun Life Investment Management,whose teams manage over $100 billion in assets for the Sun Life Financial groupof companies. Sun Life Investment Management designs and delivers investmentsolutions for liability-based institu
Edward Boyle is Vice President and Portfolio Manager for American Century Investments®, a premier investment manager headquartered in Kansas City, Missouri. He is based in the company's New York office.
Mr. Boyle is a member of the Rates and Currency Markets team within the firm's Fixed Income group. He also serves as a portfolio ma
Erik Vynckier was co-opted to the Board of Foresters Friendly Society in 2016.
He was previously Chief Investment Officer at Alliance Bernstein responsible for asset management solutions to support the investment, capital management and product development of insurers. Before, Erik managed with-profits and annuity funds at Scottish Wid