PAPERS
Aug-10, P. Lequeux, M. Menon, "An Eigen Value Approach to Risk Regimes in Currency Markets",
Journal of Derivatives and Hedge Funds
May-08, P. Lequeux, "Herausforderungen und Moglichkeiten des Aktiven Wahrungsmanagements",
Absolut Report
Oct-05, P. Lequeux, I. Petej, "Tapping into Currency Alpha", Currency Alpha: An Investor's Guide ,
Deutsche Bank
Jun-01, P. Lequeux, "Trading Style Analysis of Leveraged Currency Funds", Journal of Asset Management
Jun-01, C. Dunis, P. Lequeux, "The information Content of Risk Reversals", Derivatives Use ,Trading &
regulation
Mar-01, E. Acar , P. Lequeux, "Pursuing the Debate on Active Currency Management", The Journal of
Alternative Investments
Sep-99 , C. Dunis, P. Lequeux, "Improving Hedge Ratio Efficiency with Intraday Data", Derivatives Use
,Trading & regulation
Dec-98 , E. Acar , P. Lequeux, "A Dynamic Index for Managed Currencies Funds Using CME Currecny
Contracts", European Journal of Finance
Sep-98, P. Lequeux, "True Trading Volume and Price Action in the Foreign Exchange Markets", AIMA
Newsletter
Sep-98 , P. Lequeux, "On the Impact of High Frequency Data", Derivatives Use ,Trading & regulation
Mar-98 , P. Lequeux, P. Dugue, "Uncovering the Bund's Volatility", Liffe's Strategic Review
Mar-98 , P. Lequeux, P. Dugue, "A statistical View of the Liffe German Governement Bund Future",
Derivatives Use ,Trading & regulation
Jan-98, P. Lequeux, " Review of Methodology and Utilisation of Alternative Investment Benchmark and
Indices", AIMA sponsored publication
Oct-97 , P. Lequeux, "A new Bencvhmark for Dynamic Currency Management", Global Investors
Magazine
Aug-97, P. Lequeux, "Empirical Note on the Simex Nikkei 225 Futures at a Ten-Minutes Frequency",
Market Link a Simex Publication
Jun-97, P. Lequeux, "Trading Style Analysis of Currency Managers", EMFA Newsletter
Mar-97 , P. Lequeux, "Empirical Evidence of Information Spillover: The Gilt-FTSE Relationship",
Liffe Equity Products Review
Jan-97, P. Lequeux, "An empirical Study of the French Notionel Contract on a Ten Minutes Time Frame",
EMFA Newsletter
Dec-96 , P. Lequeux, "The Volume Price Relationship in Short Sterling", Liffe Money Market Review
Sep-96 , P. Lequeux, " A tick Data Case Study of the Bund and BTP Markets", Liffe Bond Review &
Liffe Trading Advisor Newsletter
Jun-96 , E. Acar , P. Lequeux , "An empirical Study of the BTP/Bund Spread Trading", Liffe Smart
Spreads review
Jun-96 , P. Lequeux, "Tick Data, Empirical Study: Notional Bond Contract", MATIF
Jan-96 , E. Acar, P. Lequeux, "Intraday Patterns and the Role of Volume: Applied to the DAX Futures
Contract", DTB Reporter, Deutsche Borse
Dec-95 , E. Acar , P. Lequeux , "Dynamic Benchmark for Managed Currency Funds", EMFA
Newsletter
Sep-94 , E. Acar , C. Bertin, P. Lequeux, "Tests de Marche Aleatoire Bases sur la Profitabilite des
Indicateurs Techniques", Analyse Financiere
Conferences
Tradetech Sep-12 London Panel FX within Cross Asset Quantitative Processes
IQPC Jun-11 London Presentation Generating Alpha Returns Using Algorithmic Trading
Terrapinn Jun-11 London Presentation Currency Alpha and Market Regimes
Terrapinn Jun-11 London Panel Strategies and Instruments in a Currency as an Asset Class context
Euromoney May-11 London Panel The Dollar: A Dead Man Walking
RBS Apr-11 London Presentation FX in Focus
Fx Invest Mar-11 Zurich Presentation Market Risk Behaviour and the Link to Achieving Alpha
Marcus Evans Feb-11 London Presentation A Turning Point in the FX Landscape
Fx Week Nov-10 London Panel Potential Currency Moves and New Opportunities
FX Invest Mar-10 Zurich Panel Optimal Trading
Fx Week Nov-09 London Presentation Detecting Risk in Currency Markets
Marcus Evans Sep-09 London Presentation Managing Currency Risk in Today's Market
FFM May-09 London Presentation An Eigen Value Approach to Risk Regimes in Currency Markets
FFM May-09 London Presentation FXDX and Trading Style Analysis
FX Week Nov-08 London Presentation Statistical Features of G10 Exchange Rates
FX Week Jul-08 NYK Panel Panel discussion: Opportunites and Risks for FX Traders
Euromoney May-08 London Panel The changing nature of the FX Business
FFM May-08 France Presentation The Positioning of the Median Currency Manager
FX Week Oct-07 Singapore Panel Perspective on Managing Risk and Creating Alpha
IIR Sep-06 Holland Presentation Currency Overlay in an Alpha Context
Fiance IQ May-06 London Presentation Bid Ask and Transaction Prices in a Specialist Market
FFM May-05 London Presentation Allocating by Liquidity and Time Horizon
Euromoney Jan-04 London Panel Liquidity and Efficient Delivery of Currencies
Scotia bank Nov-03 Toronto Presentation Currency Programs: Implementation Issues
FFM May-99 London Presentation Real Trading Volume and Price Action in the FX Markets
HFDF Apr-98 Zurich Presentation Hedge Ratio & Spread Trading with High Frequency Data
IFF Apr-98 London Panel The Currency Factor
Guildhall Sep-97 London Presentation Practical approach to Currency Trading
FFM May-97 London Presentation FXDX and Trading Style Analysis
FFA Jun-96 Paris Presentation A Dynamic Index for Managed Currencies Funds
FFM Mar-95 London Presentation Dynamic Strategies: A correlation Study
Tradetech Sep-12 London Panel FX within Cross Asset Quantitative Processes
IQPC Jun-11 London Presentation Generating Alpha Returns Using Algorithmic Trading
Terrapinn Jun-11 London Presentation Currency Alpha and Market Regimes
Terrapinn Jun-11 London Panel Strategies and Instruments in a Currency as an Asset Class context
Euromoney May-11 London Panel The Dollar: A Dead Man Walking
RBS Apr-11 London Presentation FX in Focus
Fx Invest Mar-11 Zurich Presentation Market Risk Behaviour and the Link to Achieving Alpha
Marcus Evans Feb-11 London Presentation A Turning Point in the FX Landscape
Fx Week Nov-10 London Panel Potential Currency Moves and New Opportunities
FX Invest Mar-10 Zurich Panel Optimal Trading
Fx Week Nov-09 London Presentation Detecting Risk in Currency Markets
Marcus Evans Sep-09 London Presentation Managing Currency Risk in Today's Market
FFM May-09 London Presentation An Eigen Value Approach to Risk Regimes in Currency Markets
FFM May-09 London Presentation FXDX and Trading Style Analysis
FX Week Nov-08 London Presentation Statistical Features of G10 Exchange Rates
FX Week Jul-08 NYK Panel Panel discussion: Opportunites and Risks for FX Traders
Euromoney May-08 London Panel The changing nature of the FX Business
FFM May-08 France Presentation The Positioning of the Median Currency Manager
FX Week Oct-07 Singapore Panel Perspective on Managing Risk and Creating Alpha
IIR Sep-06 Holland Presentation Currency Overlay in an Alpha Context
Fiance IQ May-06 London Presentation Bid Ask and Transaction Prices in a Specialist Market
FFM May-05 London Presentation Allocating by Liquidity and Time Horizon
Euromoney Jan-04 London Panel Liquidity and Efficient Delivery of Currencies
Scotia bank Nov-03 Toronto Presentation Currency Programs: Implementation Issues
FFM May-99 London Presentation Real Trading Volume and Price Action in the FX Markets
HFDF Apr-98 Zurich Presentation Hedge Ratio & Spread Trading with High Frequency Data
IFF Apr-98 London Panel The Currency Factor
Guildhall Sep-97 London Presentation Practical approach to Currency Trading
FFM May-97 London Presentation FXDX and Trading Style Analysis
FFA Jun-96 Paris Presentation A Dynamic Index for Managed Currencies Funds
FFM Mar-95 London Presentation Dynamic Strategies: A correlation Study
In the below you will find a none exhaustive list of papers and conferences I participated to. I will add links to the papers and conference proceeding wherever possible.
Disclosure
This website does not constitute an offer to sell, or a solicitation of an offer to buy or sell, any commodities interests, managed futures accounts or securities, and is intended for informational purposes only.I do not make any representations as to the accuracy or completeness of any data or information contained herein and such information should not be relied upon as such. Alternative investments products, including hedge funds and managed futures, involve a high degree of risk and can be volatile. An investor could lose all or a substantial amount of his or her investment. Past performance is not indicative of futures results.
This website does not constitute an offer to sell, or a solicitation of an offer to buy or sell, any commodities interests, managed futures accounts or securities, and is intended for informational purposes only.I do not make any representations as to the accuracy or completeness of any data or information contained herein and such information should not be relied upon as such. Alternative investments products, including hedge funds and managed futures, involve a high degree of risk and can be volatile. An investor could lose all or a substantial amount of his or her investment. Past performance is not indicative of futures results.