The turnover in the global FX market is almost ten times larger than in all stock markets combined. However, surprisingly little is known about HFT and algorithmic trading in this space. This webinar will provide insights into some of the unique aspects in this fast-growing market.

Session Outline

Introduction

Overview of the topic

What makes FX a unique asset class?

The importance of market conventions

Three dimensions of liquidity

High-frequency and algorithmic FX trading

Some empirical observations

Implications and takeaways

Questions and answers

Who Should Attend?

Traders, investors, quants and analysts interested in FX

Students and academics

Policymakers, risk managers and compliance officers

Speaker

Dr. Alexis Stenfors

Senior Lecturer, University of Portsmouth and MD, Alexis Stenfors & Co.

Dr. Alexis Stenfors is an economist and author of ‘Barometer of Fear: An Insider’s Account of Rogue Trading and the Greatest Banking Scandal in History’. Before returning to academia in 2009, Alexis spent 15 years as a foreign exchange and interest rate derivatives trader at HSBC, Citi, Crédit Agricole and Merrill Lynch.

Alexis is currently Senior Lecturer in Economics and Finance at the University of Portsmouth and has also held academic positions at SOAS University of London, the University of Leeds, Washington University in St. Louis (London programme) and Meiji University in Tokyo.

He holds a Civilekonom degree and an MSc in Financial Economics from the Stockholm School of Economics, a CEMS Master, as well as a PhD in Economics from SOAS University of London. His recent research includes money market risk premia, anti-competitive behaviour in foreign exchange markets, liquidity issues on electronic trading platforms and unethical trading practices among human and algorithmic traders.

Alexis Stenfors is also a public speaker and consults on issues related to financial markets, risk, compliance and ethics. He has served as an expert advisor on legal cases involving financial benchmarks, cash and derivatives markets in both Europe and North America.

Presentation

You can check out the powerpoint presentation for this webinar here: