TradeTech FX USA 2020

February 11 - 13, 2020

Eden Roc Miami Beach

44 (0) 207 036 1355

Kevin McPartland, Head of Market Structure Research at Greenwich Associates
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Kevin McPartland

Head of Market Structure Research
Greenwich Associates

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

Download The Latest Agenda

Innovation Day - Tuesday February 11th

Tuesday, February 11th, 2020

12:50 PM MARKET STRUCTURE KEYNOTE - The biggest market structure trends to watch out for in 2020: How will the role of people and technology evolve in 2020?

  • Seperating the hype from reality - Has the electronification of FX markets plateaued?
  • Transparency and data- How can you establish and prove you are really getting best execution?
  • Algo execution- How are algos being evolved to offer improved execution capabilities?
  • Liquidity aggregation- How are venues competing and differentiating with each other on the back of increased M&A activity alongside fragmentation?  

Day 1 - Wednesday February 12th

Wednesday, February 12th, 2020

9:00 AM BUY SIDE KEYNOTE PANEL - Operating in an era of low yield and compressed margins: How can you set your FX desk up for success to become leaner, innovative and do more with less to maximize returns for your investors?

  • How are different buy side firms maximizing efficiencies across the full trade life cycle to succeed in the current trading environment?
  • How are the buy side using new innovative ways including automation and technology to boost maximize returns?
  • From best to smart execution: Where can you best leverage technology in your trade lifecycle for new alpha generation opportunities?
  • The future of FX: What will the buy side desk look like in 5 years and how should you adapt now to keep up with the changing landscape?

12:50 PM FIRESIDE CHAT - Assessing the use and reliability of pre-trade best execution analysis: How are the buy side, sell side and wider market participants evolving to offer transparency and help you meet best execution obligations earlier in the trade lifecycle?

  • Increasing transparency in best execution analysis: How can the market create metrics to evaluate the reliability and quality of algos and pre-trade analysis?
  • In-house vs. 3rd party TCA: How can you best establish when it is better to use 3rd party provider and what are the standards you should be expecting from providers?
  • Can you achieve a single source of data consolidates trading and peer data all in one place to give accurate pre-trade analysis?
  • Addressing the challenges of less liquid currencies: How can you construct your benchmark and TCA for less developed currency pairs to develop accurate execution analysis?