TradeTech FX USA 2018

February 12-February 14, 2018

Eden Roc Hotel, Miami FL.

Contact Us: 44 (0) 207 367 9576

Ralf Donner

Global Head of Client FX Algo Execution
Goldman Sachs
Ralf Donner is Global Head of Client FX Algo Execution at Goldman Sachs, responsible for the firm’s FX algorithmic execution offering, pre- and intra-trade liquidity and transaction cost analytics, and post-trade reporting. Ralf started his professional career at ABN Amro in 2006 as an FX options quant, followed by 8 years with Morgan Stanley in London and New York, first in model validation of options pricing models and then in quant sales, focusing on systematic FX trading strategies and FX market microstructure. From 2014-16 he ran Morgan Stanley’s QSI team in New York. Ralf holds a Masters in physics and a doctorate in theoretical physics from Oxford University.

4:00 PM Workshop 1: Advanced Algos- How to establish the best use cases for algos to enrich your execution capabilities

  • Algo building blocks- How are they   built, how do they work and how do different types of algos trade?
  • In what trading scenarios would   algos outperform manual execution through minimizing market impact, reducing   slippage and hitting the benchmark?
  • Generic vs. bespoke- How can you   establish the best type of algos for different trading strategies and   scenarios?
  • How can you identify the areas of   greatest risk when using algos and what can you do to minimize these?
  • Dynamic optimization and basket algos- What can be developed to take FX algos to the next level and satisfy buy side needs?

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

Download the Latest Agenda