The Quantitative Trader

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 &  

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  

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  

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  

Sep-94 , E. Acar , C. Bertin, P. Lequeux, "Tests de Marche Aleatoire Bases sur la Profitabilite des  
Indicateurs Techniques",  Analyse Financiere


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.
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.