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FINCAD User Forum Reveals Best Practices for Managing Derivatives

FINCAD recently held its 2016 Americas User Forum in New York City. The event gave FINCAD clients from across the United States the opportunity to network, gather new ideas and learn best practices for using FINCAD solutions to optimally manage their multi-asset derivatives portfolios.

2016 marked the first year that the Americas forum was held in the Big Apple. And I think the other attendees would agree with me that the energy of the city served as a great backdrop for this very productive event. As a FINCAD team member, I found it incredibly beneficial to be able to connect with our clients, and hear about what is driving their businesses and development efforts.

In the forum sessions, attendees heard from FINCAD product management and R&D staff that offered insight into our product strategy and roadmap direction, and presented some practical client implementation stories. Our clients also heard from renowned thought leader Alan White, PhD of the L. Rotman School of Management, University of Toronto. In his presentation, Alan reviewed research that he and John Hull, PhD have been pursuing in the area of improving delta hedging. Alan looked at the impact of hedging under different market environments, as well as the effectiveness of varied hedging instruments. A big thank you to Alan for sharing his thoughts on such an intriguing topic.

We’d also like to express our thanks to the Frontlight Capital team, especially Ahmad Namini, CTO and Director of Quantitative Analytics, who presented some very thought-provoking material on building an enterprise analytics engine for a hedge fund. Ahmad provided perspective on his fund’s strategy, including the importance of financial modeling in the firm’s trading and evaluation processes. He also covered the development that went into the successful build of Frontlight’s analytics solution for their opportunistic global macro hedge fund, where they exploit absolute and relative market dislocation with a variety of financial instruments.

The entire FINCAD team appreciates the fact that so many of our clients took time out of their busy days to attend the user forum and make it a success. We will surely keep all of you posted on the details of our 2017 Americas forum. Plans are already in the works to make next year’s event even larger and more comprehensive than ever before. 

If you are interested in hearing about our upcoming London User Forum for our EMEA-based clients, or would like to participate in our next Americas event, please contact me at m.streeter@fincad.com.

About the author

Matthew Streeter CFA's picture

Matthew Streeter CFA

Capital Markets Strategist, FINCAD

Matthew Streeter, Capital Markets Strategist at FINCAD, has expertise in derivatives trading, structuring & pricing models as well as a background in operations, pension fund analysis, hedging strategies and PnL / performance reporting. He has held positions at JP Morgan, Société Generale, Wachovia Capital Markets, Bank of America and Deutsche Bank.

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