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FXCM Algo Summit

Take Your Algo Trading to the Next Level

Friday, 15th June 2018

London

Join a group of algo experts with FXCM this summer as we host the FXCM Algo Summit - Algo Next Level.

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Build your own Algo Trading Business by using APIs, machine learning strategies, Python, Artificial Intelligence and more to create automated systems. Quants, Data Scientists, Programmers and Algo Traders can learn from industry leading experts in addition to receiving in-depth tips and answers to all your algo trading questions. All traders will also receive access to FXCM's Market Data solutions for volume, price and sentiment to help power your strategies. Network, meet and collaborate with like-minded algo traders and professionals.

Register Today — Seating is Limited!

Agenda

Speakers Presentation/Workshop Content
Rob Carver (Keynote) Presentation: Trading Strategies That Are Designed Not Fitted
Workshop: An interactive Q&A session on trading system design
Yves Hilpisch Presentation: Artificial Intelligence and Algorithmic Trading -A use case based on FXCM's REST API
Artur Sepp Presentation: Trend-following strategies for tail-risk hedging and alpha generation
Stéphane Ifrah Presentation: How to create a quantitative trading system based on various algorithms
Workshop: Cryptocurrencies
Andreas Clenow Presentation: From Trading Strategy to Becoming an Industry Professional – How to break into the investment management business
Did you know? 

To learn more about FXCM’s market data, API integration & team services and how you can start the process, please visit:
www.fxcm.com/uk/algorithmic-trading/

Schedule

Time Main Hall Breakout 1 Breakout 2
08:00 - 08:45 ---------- Registration & Welcome Coffee ----------
08:45 - 10:00 Yves Hilpisch [Presentation]
10:00 - 11:00 Stéphane Ifrah [Presentation]
11:00 - 12:15 Stéphane Ifrah
[Workshop: Cryptocurrencies]
FXCM Session
[Workshop: Market data solutions, rest API etc. incl. practical demo]
12:15 - 01:00 ---------- Lunch ----------
01:00 - 02:15 Rob Carver - Headline Session [Presentation]
02:15 - 03:00 Artur Sepp [Presentation]
03:00 - 3:30 ---------- Coffee Break ----------
03:30 - 4:15 Andreas Clenow [Presentation]
04:15 - 5:00 Rob Carver [Workshop: An interactive Q&A session on trading system design] FXCM Session and Q&A
[Workshop: Market data solutions, rest API etc. incl. practical demo]
---------- FXCM Q&A ----------

KeyNote

Rob Carver

Rob Carver

Robert Carver is an independent systematic futures trader, writer and research consultant; and a visiting lecturer at Queen Mary, University of London. He is the author of "Systematic Trading: A unique new method for designing trading and investing systems" (Harriman House, 2015), and "Smart Portfolios: A practical guide to building and maintaining intelligent investment portfolios" (Harriman House, 2017)

Until 2013 Robert worked for AHL, a large systematic hedge fund, and part of the Man Group. He was responsible for the creation of AHL's fundamental global macro strategy, and then managed the funds multi billion dollar fixed income portfolio. Prior to that Robert worked as a research manager for CEPR, an economics think tank, and traded exotic derivatives for Barclays investment bank. He spent his early career in the Middle East.

Robert has a Bachelors degree in Economics from the University of Manchester, and a Masters degree, also in Economics, from Birkbeck College, University of London.


Speakers

Dr. Yves J. Hilpisch

Dr. Yves J. Hilpisch

Dr. Yves J. Hilpisch is founder and managing partner of The Python Quants, a group focusing on the use of open source technologies for financial data science, artificial intelligence, algorithmic trading and computational finance. He is author of the following books:

  • Python for Finance (O'Reilly, 2nd edition, 2018),
  • Listed Volatility and Variance Derivatives (Wiley, 2017),
  • Derivatives Analytics with Python (Wiley, 2015) and
  • Python for Finance (O'Reilly, 2014).

Yves lectures on computational finance at the CQF Program and on algorithmic trading at the EPAT Program. He is also the director of the first online training program leading to a University Certificate in Python for Algorithmic Trading.

Yves has written the financial analytics library DX Analytics and organizes meetups, conferences and boot camps about Python for quantitative finance in Frankfurt, Berlin, Paris, London and New York. He has given keynote speeches at technology conferences in the United States, Europe and Asia.

Artur Sepp

Artur Sepp

Artur works as a Quantitative Strategist at the Swiss wealth management company Julius Baer in Zurich. His focus is on quantitative models for systematic trading strategies, risk-based asset allocation, and volatility trading. Prior to that, he worked as a front office quant in equity and credit at Bank of America, Merrill Lynch and Bear Stearns in New York and London with emphasis on volatility modelling and multi-asset derivatives valuation, trading and risk-managing. His research area and expertise are on econometric data analysis, machine learning, and computational methods with their applications for quantitative trading strategies, asset allocation and wealth management.

He has a PhD in Statistics focused on stopping time problems of jump-diffusion processes, an MSc in Industrial Engineering from Northwestern University in Chicago, and a BA in Mathematical Economics. He has published several research articles on quantitative finance in leading journals and is known for his contributions to stochastic volatility and credit risk modelling. He is a member of the editorial board of the Journal of Computational Finance and keeps a regular blog on quant finance and trading at artursepp.com.

Stéphane Ifrah

Stéphane Ifrah

Stéphane started developing algorithmic strategies more than 10 years ago at BNP Paribas. Stéphane headed an investment team managing EUR 4.0bn until 2013. He then turned to entrepreneurship and participated in the launch of a Hedge Fund. He has developed more than 20 long standing scalable strategies library over the years. More recently, he has started developing for the crypto currency world. He graduated from the best MS in France (École Polytechnique) and holds another MS degree from ENPC. He also holds a Data Science certification from École Polytechnique.

Andreas Clenow

Andreas Clenow

Andreas F. Clenow is a Swiss financier and the CIO of Acies Asset Management, a Zurich based investment group with a nine figure asset base. Starting out as an IT entrepreneur in the 90s, he had a management career as the global head of commodity and equity quant modeling for Reuters before leaving for the hedge fund world.

Having founded, managed and seeded multiple hedge funds, Mr. Clenow is now overseeing investment management across all asset classes, covering quant trading, private equity and venture capital. He is the author of the critically acclaimed book Following the Trend and can be reached through his website www.FollowingTheTrend.com.