Mr Fatih Yilmaz,, speaking at FX Investment World 2011

Mr Fatih Yilmaz,,
Director of Quantitative Research
BlueGold Capital Management

Fatih Yilmaz is currently Director of Quantitative Research at BlueGold Capital Management and his primary role is to develop trading models for commodity and FX markets.

Previously, he was Managing Director and Head of Quantitative Strategies within Global FICC Division (2005-2009) at Bank of America Merrill Lynch. In that role, Fatih managed quantitative research and product development process in diverse areas such as directional trading models, risk management, overlay and performance measurement, and fixed income and commodity related trading models. He also collaborated with prop trading desks to leverage several models and ideas developed within his team. His quant research was consistently ranked top by a large of number key players in currency markets. Before that, Fatih was Chief European Currency Strategist within the Global FX Strategy team (2003-2005). Previously Fatih worked for Morgan Stanley as Currency Economist and Quantitative Analyst (2000-2003) within its Global Economics team.

Before joining the industry, Fatih was an Assistant Professor of Finance at the University of Exeter in the UK. He was a member of the school board and the postgraduate committee. His primary tasks were to design and teach postgraduate courses in financial economics and quantitative finance, supervision of MA and PhD students, and conducting academic research in finance and applied econometrics.

Fatih holds a PhD in Financial Economics, an MA in Finance and Investment from Exeter, and a BSc in Economics from the University of Istanbul.

Appearing:

Day One - Wednesday 15 June 2011: The Fundamentals of FX Investing

17.10

Panel Debate: Examining the wide selection of FX strategies

Are systematic strategies superior?

What drives the decisions of currency managers in strategy selection?
Can you use economic models when deciding on strategies?
Multi-strategy or Single-strategy, which is better?
Are investors moving away from carry, trend, and valuation towards new strategies?
What new investment strategies are evolving?
Are ETFs and passive strategies of more interest than active strategies?
Analysing carry strategy- how has it coped after the GFC?
Can trend/momentum strategies be more effective than carry?
Which strategy provides the most returns?

Mr Philippe Bonnefoy,,

Founder,
Cedar Partners

Mr Fatih Yilmaz,,

Director of Quantitative Research,
BlueGold Capital Management

Mr Patrick Fleur,

Manager of Trading and Execution,
PGGM

Dr Jessica James,

Managing Director, Global Head of Quantitative Investor Solutions ,
Citigroup Global Markets Limited

Helie D'Hautefort,

Managing Director,
Overlay Asset Management

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