Global EQD 2017 Agenda

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Day 1 (May 24)

11:00am: Private Buyside Forum, Sponsored By PTR

Main Sessions Begin

1:00pm: VIX – Fear Of What?

David Hait, OptionMetrics

1:30pm: Keynote Fireside Chat: The Great Global Vol Short

Michael Green, Thiel Macro

Christopher Cole, Artemis Capital Management

2:15pm: Dispersion, Volatility Themes & Income: The Outlook For H2 2017

Ramon Verastegui, Société Générale

3:00pm: Coffee Break

3:30pm: Developments In Exchange-Traded Solutions

Rob Hocking, DRW

Laurent Partouche, Eurex

Michael Mollett, CBOE

Tim McCourt, CME Group

NASDAQ, speaker to be announced shortly

4:10pm: New Concept In European Volatility Investing

Pete Clarke, UBS

5:00pm: Portfolio Manager Perspectives: Trends & Opportunities In X-Asset Vol

Moderator: Claire Follezou, Société Générale

Panellists: Jon Loflin, Mariner Coria

Yann Le Her, La Francaise

Further portfolio manager speakers to be announced

5:45pm: Day 1 sessions end

6:00pm: Cocktail Reception @ The Exclusive Private Patio, Wynn Las Vegas, sponsored by Optiver

Day 2 (May 25)

7:30am – 8:30am: Breakfast

8:30am: EQDerivatives Update: Market Mapping & Risk Premia

Peter Thompson, EQDerivatives

Patrick Fay, EQDerivatives

8:45am: Resident Keynote: The Markets Through The Lenses Of Game Theory

Ben Hunt, Salient Partners

9:30am: A Case Study: Risk Transfer, Dividends & Repo

David Elms, Henderson Global Investors

Alastair Beattie, Société Générale

10:20am: Coffee Break

10:50am: Back-Testing: Is It More Art Than Science?

Jason Goldberg, PIMCO

Devin Anderson, Deutsche Bank

11:40am: Fireside Chat - Risk Premia Approaches In The U.S.

Moderator: Mike Clark, Société Générale

Kent Voss, Koch Industries

Additional Pension Fund Manager Speaker To Be Announced

12:30pm: Lunch

1:30pm: Quantitative Research Address: Extending Cross-Asset Carry

Nick Baltas, UBS

2:10pm: Leading The Charge: Canada & Nordic Approaches To Alt Risk Premia

Moderator: Boris Lerner, Morgan Stanley

Puneet Kohli, HOOPP

Kari Vatanen, Varma

Julien Hébert Nguyen, CN Investment Division

Henrik Nordestgaard, PFA

2:55pm: Don't Throw Out The Alpha Baby With The Hedge Fund Bathwater

Maarten Nederlof, RPIMco

Ari Paul, The University of Chicago Office of Investments

3:35pm: Coffee Break

4:00pm: Insurer Flow, Risk Control & Micro Market Structure

Moderator: Tom Haines, UBS

Don Dady, Annexus

Carey Hobbs, Lincoln Financial

Phon Vilayoune, Security Benefit

4:45pm: Leaders In Alternative Risk Premia: Outlook & Challenges For The Market

Moderator: Alexandre Billot, BNP Paribas

John Fujiwara, Janus

Rebecca Hellerstein, Investcorp

Wai Lee, Neuberger Berman

Roni Israelov, AQR Capital Management


5:30pm: Conference Concludes

Register & Book Your Discounted Wynn Accommodation Here

2017 Event Sponsors

Platinum

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Gold

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Program Sponsors

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Sponsorship Opportunities

Contact EQDerivatives president & co-founder Peter Thompson for opportunities and availability.