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The Kpler Financial Flows Briefing brings together the data, analysis, and expertise shaping how commodity traders understand systematic market behaviour.
Join Kpler's Financial Flows team as they explore how CTA models generate signals and build positions across futures markets, when those flows amplify trends or trigger reversals, and how systematic positioning can be viewed alongside fundamental data for deeper market insights.
Held at Morton's The Steakhouse in Downtown Houston on May 19, the session includes an analyst-led briefing and a networking cocktail hour. Walk away with sharper insight into systematic flows and a preview of upcoming advancements in Kpler's Financial Flows coverage.
Event details:
Date: May 19, 2026
Location: Morton’s The Steakhouse (Downtown)
Address: 1001 McKinney St Suite A4, Houston, TX 77002
Time: 2:30pm - 5:30pm
registrations for this event are now closed
Agenda
Registration
Stephen Roseme - Director, Financial Flows and Jack Nealon - Financial Flows Analyst
- How systematic CTA models generate signals, build positions and generate coordinated flows across futures markets
- When systematic flows can amplify markets moves and accelerate trends or trigger reversals
- Why monitoring systematic positioning has become critical for commodity traders
- How systematic positioning can be viewed alongside fundamental data to develop deeper market insights
- Upcoming advancements in Kpler’s Financial Flows coverage
Networking cocktail hour
Destaques
Kpler Financial Flows Briefing | Houston
Event gallery
Want to learn more?
Should you have any question about the event please contact: events@kpler.com
