Asia EQD 2018 Agenda

Day 1 (Oct. 24, 2018)

11:00am – 12:30pm: Buyside-Only Session

  • China Macro Outlook
  • Partial Inclusion of China A-shares into MSCI EM – The Flow So Far
  • Foreign fund flow & ETF dynamics

Led By Societe Generale

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Main Conference

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1:00pm: Opening Address - [Title TBC]

Citigroup speaker – To Be Announced

Danny Scinto, portfolio manager, BFAM Partners

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2:00pm: A Tale of Two Sides: Straddling the Buy/Sell Side Experience

Jason Lui, head of equity derivative strategy, Asia Pacific, BNP Paribas

Stewart Warther, derivatives strategist, CLSA Alternative Investment Management

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2:45pm: Exchange Product Update: CME Group

Tim McCourt, global head of equity products, CME Group

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3:00pm: Coffee Break

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3:45pm: [Presentation Title TBC]

Shane Carroll, head of equity derivatives strategy, UBS

Alexson Lee, portfolio manager, AMP Capital

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4:30pm: Exchange Product Update: Eurex

Markus-Alexander Flesch, Head Sales and Marketing

Mezhgan Qabool, Derivatives Trading and Clearing Sales and Business Development

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4:50pm: From Local To Global: Volatility Portfolio Manager Perspectives

Moderator: Bill Sarran, distribution & relationship manager, Asia Derivatives, Optiver

Panellists: El Mehdi Benhmade, portfolio manager, Capula Investment Management

Jacob Weinig, founding partner, Malachite Capital

Yann le Her, partner & senior portfolio manager, La Francaise

Govert Heijboer, Co-cio, True Partner

Alexis Maubourguet, volatility portfolio manager, Argentiere Capital

Trevor Easterbrook, portfolio manager, Levitas

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5:40pm: Cocktail Reception, sponsored by Optiver

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Day 2 (Oct. 25, 2018)

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8:00am: Buffet Breakfast

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9:00am: EQDerivatives Product Update: Vol & Risk Premia Market Mapping

Peter Thompson, president, EQDerivatives

Pat Fay, head of research and consulting, EQDerivatives

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9:15am: Keynote Address: Embedded Short Vol & Modern Portfolio Theories

Michael Green, portfolio manager, Thiel Macro

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10:00am: [Presentation Title TBC]

Farouk Jivraj, QIS structuring, Barclays

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10:40am: Coffee Break

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11:00am: Leaders In Alternative Risk Premia: The View From The Asset Managers

Moderator: Pete Fung, Managing Director, Citigroup

Stephan Kessler, executive director, Goldman Sachs Asset Management

Michael Dyer, client portfolio manager, Neuberger Berman

Alexson Lee, portfolio manager, AMP Capital

Further Panelists To Be Announced

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11.45am: Is Repo An Alternative Risk Premium?

Natasha Sibley, fund manager, Janus Henderson Investors

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12:15pm: Lunch

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1:15pm: APAC Perspective: Overcoming Barriers To Growing ARP Allocations

Moderator: Clement Florentin, global QIS, Credit Suisse 

Nader Naeimi, head of dynamic markets and senior portfolio manager, multi asset group, AMP Capital

Chi Kit Chai, head of capital markets and CIO, Ping An

PEH Kian Heng, head of the corporate investment unit, United Overseas Bank 

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2:00pm: Coffee Break

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2:30pm: Machine Learning In Quantitative Investment Management

Moderator: Sandrine Ungari, quantitative analyst, Societe Generale

Soujit Ghosh, Squared-S Artificial Intelligence

Gideon Agar, ceo, Tradelegs

Philippe Burke, portfolio manager at Apache Capital

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3:30pm: Looking Ahead - Implementation & Delivery Of Risk Premia Solutions

Session Speakers To Be Announced

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4:15pm: Conference Ends

Registration available here

Book your discounted Ritz Carlton accommodation here

Sponsors

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Program Sponsor

Sponsorship Opportunities

Contact EQDerivatives Head of Asia Pacific Daniel O'Leary, or President & Co-founder Peter Thompson for opportunities and availability.