Global EQD 2017 Agenda

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Day 1 (May 24)

11:00am: VIX/SPX Buyside Selective Strategies Pre-Event Forum, Sponsored By PTR

Scott Maidel, Gladius Capital Management

Alvin Chopra, Caxton Associates

Rich Excell, Wolverine Asset Management

Benjamin Bowler, Bank of America Merrill Lynch

Notes covering topics and discussion points of this session are available exclusively to subscribers. Contact Peter Thompson

Main Sessions Begin

1:00pm: VIX – Fear Of What?

David Hait, OptionMetrics

Related CoverageCall For Fresh Take On Vol

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, Societe Generale

3:00pm: Coffee Break, sponsored by Credit Suisse

3:30pm: Developments In Exchange-Traded Solutions

Rob Hocking, DRW

Laurent Partouche, Eurex

Michael Mollet, CBOE

Tim McCourt, CME Group

Scott Nations, Nations Indexes

Related CoverageCME Sees Appetite For TACO Contracts

4:10pm: Vol markets in Europe vs. US; can VSTOXX compare and compete with VIX?

Pete Clarke, UBS

Related CoverageCan Europe Vol Compare & Compete With The U.S.

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

Moderator: Tim Scanlon, Societe Generale

Panellists: Jon Loflin, Mariner Coria

Yann Le Her, La Francaise

Jason Roth, Highbridge Capital Management

Nancy Davis, Quadratic Capital Management

Related Coverage: Opportunities Spotted In Volatility Spreads On Asia Indices

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

Peter Thompson, EQDerivatives

Patrick Fay, EQDerivatives

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

Ben Hunt, Salient Partners

Related CoverageSalient’s Hunt Details The Narrative Machine

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

David Elms, Henderson Global Investors

Ramon Verastegui, Societe Generale

Related CoverageHenderson Fund Focuses On Long-Dated Forward Contract Mispricing

10:20am: Coffee Break

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

Jason Goldberg, PIMCO

Devin Anderson, Deutsche Bank

Related Coverage: Deutsche Bank Pitches Souped-up Hedging Strategy

Related CoverageDeutsche Bank Launches Novel VKO Distributable Model

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

Moderator: Mike Clark, Societe Generale

Julio Delgado, American Red Cross

Paul RT Johnson Jr., Illinois State Universities Retirement System

Kent Voss, Koch Industries

12:30pm: Lunch, sponsored by XFA

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, Risk Premium Investment Management Co.

Ari Paul, The University of Chicago Office of Investments

3:35pm: Coffee Break, sponsored by FTSE Russell

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

Moderator: Michael Nelskyla, UBS

Eric Denham, 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

Nelson Ramos, Investcorp

Wai Lee, Neuberger Berman

Roni Israelov, AQR Capital Management

5:30pm: Conference Concludes

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2017 Event Sponsors





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Program Sponsors

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Sponsorship Opportunities

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