Global EQD 2017 Agenda

Return to Global EQD event homepage

Day 1 (May 24)

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

Scott Maidel, Gladius Capital Management

Rich Excell, Wolverine Asset Management

Benjamin Bowler, Bank of America Merrill Lynch

This event is exclusively for asset managers and asset owners. Contact Peter Thompson to attend.

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, Societe Generale

3:00pm: Coffee Break

3:30pm: Developments In Exchange-Traded Solutions

Rob Hocking, DRW

Laurent Partouche, Eurex

Michael Mollett, CBOE

Tim McCourt, CME Group

Daniel Carrigan, Nasdaq

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

Pete Clarke, UBS

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

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

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, Societe Generale

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

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

Moderator: Tom Haines, 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

Register & Book Your Discounted Wynn Accommodation Here

2017 Event Sponsors





BNPP BL Q2.png


CBOE logo-NoTag cmyk-2.jpg








OptionMetrics.Logo 1.jpg





Program Sponsors

Screen Shot 2016-11-08 at 10.59 .15 AM .png

Tradelegs logo.png

Sponsorship Opportunities

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