Victor Lebreton

Managing Director
Quant Hedge

Victor Lebreton manages the strategies and the portfolio for Quant Hedge a prop-trading fund. His experience in developing electronic trading platforms, and quantitative trading allows him to discuss how systemic and algorithmic trading can assist towards investment research, and act as a tool towards more controlled and smarter trading.

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

Download The Latest Agenda

14th April - The evolution of equity trading and technology

Thursday, February 4th, 2016

16:00 DISCUSSION PANEL: Smarter order routing- What are the current market capabilities and where does the responsibility lie?

Taking greater control over your orders and being accountable for how they are routed, falls under new requirements from the FCA’s systemic review. These two key hedge funds discuss what technologies and processes need to be in place to ensure full compliance and improved execution.

» Overcoming challenges in order routing with the buys side and sell side and what current technologies are being developed to avoid confl ict of interests

» Developing your abilities to effectively allocate block trades in the market place

» The importance of time of trade in ensuring the trade at the right place and right time

» How can SOR provide the trader with real time information about where they are impacting their stock?

15th April- Best execution and new market opportunities

Friday, March 4th, 2016

14:40 ROUNDTABLE CAFÉS: Expanding your portfolio into new asset classes

Table 1: Fixed Income (Lee Sanders, Head, FX and FI Dealing, AXA Investment Managers)
Table 2: FX (Victor Lebreton, Managing Director, Quant Hedge)
Table 3: Equity Futures (Christoph Hock, Head, Trading, Union Investment)