Pierre-Yves Guillo


Algo Trading Portfolio Manager
Graham Capital Management

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

Download The Latest Agenda

Day 1

Wednesday, February 1st, 2017


14:00 Drill Down Roundtables: E-trading evolutions in FX- What technologies should you invest in over the next 12 months?

Join these informal subject-specific roundtables won e-trading and new FX technologies. Each roundtable host has been selected based on their specialist area of expertise to offer you a unique opportunity to drill down on the detail of an issue. One roundtable is limited to 10 people for maximum interaction.

1) TCA- How to use TCA to make informed trading decisions and add value to the execution process.
RT1 Host: Pete Eggleston, Managing Director, Morgan Stanley

2) Automated execution- How can you keep track of what brokers are trying to do and what data is being aggregated?
RT2 Host: Pierre-Yves Guillo, Managing Partner, QTS Asset Management LLC

3) Algorithmic Trading- Defining algorithmic trading and how it differs from automated trading: How can it benefit your FX trading strategies?
RT3 Host: Victor Lebreton, Managing Director, Quant Hedge Fund

4) Multi-asset FX- How should you manage risk and risk tolerance when trading FX from a multi-asset point of view?
RT4 Host: Steven Geovannis, Managing Director, Lyxor Asset Management

14:50 360° Perspective: How can buy side FX traders use algorithmic trading to improve speed and consistency?

With the evolution of e-trading, algorithmic trading is a major growth area for the industry. Algos have been in FX for a number of years now but key questions are being asked about how they can be refined and improved to be taken to the next level. Find out by attending this panel where they will discuss:
  • Should you use your own algorithms, broker algorithms or 3rd party algorithms- What are the pros and cons of each?
  • How can exchanges translate streaming prices from a virtual limit order book into a central limit order book?
  • How can a largely ungoverned algorithmic market be taken towards a more regulated and protected environment?
  • Next generation algorithms- How can current algorithms be refined and improved to be taken to the next level?

Day 2

Wednesday, March 1st, 2017


11:00 360° Perspective: Is working with brokers now more performance or relationship driven?

With the changing market structure and influx of new technologies coming forward, the buy and sell side relationship is drastically changing. Not only will this senior level panel
discuss the pros and cons of relationship and performance based brokers, but it will also provide an insight in exactly what you should be demanding from your broker in order to stay ahead in a new market. Attend this panel discussion to find out:
  • In the new market, how should you judge your relationship with your broker?
  • What are the pros and cons of relationship over performance based connections?
  • How can you use technology to measure your broker performance and ensure you are achieving best execution?
  • What is the key criteria buy side now looks for in their broker?