FX Algo Webinar Series
FXSpotStream, in association with The FullFX, will be hosting a series of webinars with our LPs to discuss the benefits of accessing the FX Algos of the LPs that are available over FXSpotStream. Over the course of 4 webinars, our LPs and FXSpotStream will discuss the Algos offered and each LP will outline how their particular Algo offering addresses the needs of clients .
View the Webinar Series
Webinar 4: Algo Strategies: The time to be aggressive and the impact on your execution/the market
Featuring: Dan MacGregor (State Street), Ajay Kataria (Barclays), Loic Bourgeois Ducournau (Societe Generale) and Alan Schwarz (FXSpotStream)
Understanding your market impact is a huge factor in any trade. Algos can be configured to your desired execution styles (passive, neutral or aggressive) and altered during execution. In our final episode we will discuss the WHY. When is the time to be aggressive, and when to pull back. We sit with representatives from State Street, Barclays and Societe Generale to discuss what market conditions suit each execution style, and how clients can leverage particular algos to take advantage of these conditions.
Originally aired Wednesday May 11, 2022 @ 8am Eastern Time
Webinar 3: Algo Customization: Strategies and Parameters to help you get the desired execution
Featuring: Mark Meredith (Citi), Nickolas Congdon (Commerzbank), Evangelos Maniatopoulos (Credit Suisse) and Raju Dantuluri (FXSpotStream)
In episode 3 we take a look at algo strategies with speakers from Citi, Commerzbank and Credit Suisse. Strategies are the big differentiator when choosing an algo and although some may appear similar on the surface, by controlling the parameters of each algo the results can differ considerably. While most will be familiar with VWAP, TWAP and Fixing Orders, Algo strategies have evolved and now encompass and now take into accounta variety of factors including slicing methods, market impact and fill duration.
Originally aired Thursday April 28, 2022 @ 8am Eastern Time
Webinar 2: Algo Types: Accessing Spot Contingent Forwards and NDF Algos
Featuring: Paris Pennesi (HSBC), Alexander Nowak (J.P.Morgan), Asif Razaq (BNP) and Tom San Pietro (FXSpotStream)
Understanding how the LPs deal with Spot contingent Forwards where clients can set a forward date on order entry and the Algo would automatically roll forward after it has executed. Popularity of NDF currencies with respect to deliverable currencies for Algos. Electronification of the NDF inter-bank market and improved liquidity.
Originally aired Thursday April 14, 2022 @ 8am Eastern Time
Webinar 1: Algo Execution: Internal vs External liquidity pools, pros and cons
Featuring: Mauricio Sada Paz (Bank of America), Ralf Donner (Goldman Sachs), Josh Listanwosky (UBS) and Matthew Fic (FXSpotStream)
Join host, Colin Lambert, and FXSpotStream as we discuss algo execution with representatives from Bank of America, Goldman Sachs and UBS. In this episode, Colin digs into algo execution, including internal vs external liquidity pools. We will discuss functionality offered by some banks to convert algo orders from internal to external liquidity pools, while others will continually source liquidity using internal and external venues.
