Peter Schwendner

Lecturer
Zurich University of Applied Sciences

Peter is a Lecturer at ZHAW since 2013. Peter does quant research about rule-based investment products in the fixed income, FX and commodities space together with asset managers. Prior to joining ZHAW, he was a partner at Fortinbras Asset Management from 2009 to 2013 and previously he was a Managing Director and Head of Quantitative Research at Sal. Oppenheim jr. & Cie. from 1999 to 2009. Currently, Peter focuses on the influence of correlation regimes on trading models.

Check out the incredible speaker line-up to see who will be joining Peter.

Download The Latest Agenda

INFRASTRUCTURE AND LONG-TERM DRIVERS IN FX

Saturday, May 9th, 2015

14:45 Case Study: Currency correlations in various timeframes and what this means for trading strategies

Chair: Carl James, Former Global Head of FX, BNP Dealing Services

• How do correlations evolve on different timeframes

• How to detect interesting trading situations across several currencies

• How value, momentum and carry strategies perform depending on the current environment