Global EQD 2018 Agenda

Day 1

11am – 12pm Buyside-Only Session

The Evolution of Risk Recycling Across The Investor Spectrum

  • Risk Recycling from retail flows: The existing “pay-off” - where do we stand and what's next
  • The hybrid case : Risk management tool for Insurers / investment solution for long-only & Macro investors - how to facilitate the demand
  • Dispersion investing: From tactical / custom to systematic dispersion investing

[Speakers To Be Announced]

Drinks & Refreshments Provided

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12:45pm: Opening Address

Garrett DeSimone, quantitative research, OptionMetrics


1:00pmX-Asset Tipping Points’ - Focusing On The Impact of Interest Rate Levels On X-Asset Vols

Andrew Scott, head of flow strategy & solutions, Société Générale


1:40pm: The February Vol Spike – A Warmup Act To The Global Vol Short Unwind?

Moderator: Jared Dillian, editor, The Daily Dirtnap

Panellists: Christopher Cole, founder & CIO, Artemis Capital Management

Michael Green, portfolio manager, Thiel Macro

Jason Goldberg, portfolio manager, PIMCO

Matt Rowe, CIO, Headwaters Solutions


2:30pm: Networking Coffee Break


3:15pm: The Exchange Perspective – Developments In Listed Solutions

Moderator: Rob Hocking, head of volatility trading, DRW Holdings

Panellists: Paul Stephens, director of global client services, CBOE

Tim McCourt, global head of equity products, CME Group

Markus-Alexander Flesch, global head of equity and index sales, Eurex


3:45pm: The PnL Attribution Of Vol Managers – A Seasoned Portfolio Managers’ View

Jason Goldberg, portfolio manager, PIMCO


4:15pm: Coffee Break


4:30pm: Quant Perspective: Alpha Generation Strategies

Julien Turc, quantitative structuring, BNP Paribas


5:15pm: Leaders In Volatility Portfolio Management – Opportunities Ahead

Moderator: Megan Morgan, head of equity and index sales, Eurex Exchange

Panelists: Naren Karanam, partner, Millennium Management

Vishnu Kurella, associate partner, Caxton Associates

Benn Eifert, CIO, QVR Advisors

Pierre de Saab, partner, Dominice & Co.

Pav Sethi, founder & CEO, Gladius Capital Management


6:00pm-7:30pm: Cocktail Reception, Sponsored By Optiver


Day 2

8:30am: EQDerivatives Research - Mapping Volatility & Alternative Risk Premia

Peter Thompson, president, EQDerivatives

Pat Fay, head of research, EQDerivatives


9:00am: Keynote Address: The Markets Through The Lenses Of Game Theory

W. Ben Hunt, chief investment strategist, Salient Partners


9:45am: Forecasting the Distribution of Option Returns

Roni Israelov, principal, AQR Capital Management


10:15am: Fireside Chat - Evolution Of Option Strategy Allocations

Moderator: Scott Maidel, director, institutional solutions, Gladius Capital Management

Panellists: Paul R.T. Johnson, elected board member, SURS

Neil Rue, managing director, Pension Consulting Alliance


10:45am: Break: Refresh & Recharge sponsored by HSBC


11:30am: Alternative Risk Premia – Looking Beyond Equity Replacement

Presenter: Francisco Blanch, head of commodities and derivatives research, BofAML

PanelistsNicholas J Johnson, managing director, PIMCO 

Kazuhiro Shimbo, CIO, Mizuho Alternative Investments


12:15pmEvolving Strategy and Portfolio Construction in Systematic Crisis Alpha

Presenter: Devin Anderson, managing director, Deutsche Bank


12:45pm: Finding Value In Cross-Asset Factors

Presenter: David Jessop, global head of quant research, UBS


1:15pmEnabling Active, Non-Discretionary Strategies with Options Artificial Intelligence

[TradeLegs Speaker TBA - Introduction From Chris Cook, equity derivatives structuring, UBS] 


1:30pm: Lunch, sponsored by Natixis


2:30pm: The Many Colours of CAPE

Presenter: Farouk Jivraj, QIS structuring, Barclays


3:15pm: Lost In Translation - Hedge funds and risk premium managers: Same trades, different stories

Presenter: Maarten Nederlof, founding partner, CEO & CIO, RPI

Presenter: Francois Gagnon, Managing Director of Investments, University of Michigan Investment Office


3:45pm: Coffee Break


4:00pmAlternative Risk Premia – Strategy Selection and Portfolio Construction

Presenter: Simon Henniaux, multi-asset structuring, Citigroup


4:30pm: Leaders In Alternative Risk Premia: Challenges & Opportunities Ahead

Moderator: Mike Clark, managing director, Société Générale

Panellists: Russell Korgaonkar, director of investment strategies, Man Group

Bill Park, head of investment risk, alternative investment solutions, UBS

Mohan Balachandran, senior managing director of asset allocation, Teacher Retirement System of Texas

Julio Delgado, chief investment strategist, American Red Cross

Dan Scholz, Director, Investment Strategies, NISA Investment Advisors


5:15pm: Conference Ends

Accommodation

Discounted accommodation at the Wynn is available on this private link here

Registration

A discounted early registration rate of $2,250.00 is available here.

Asset owners should contact Dennis Kesolitz for special rates at kesolitz@eqderivatives.com

Sponsors

Platinum


Gold

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Program & Cocktail Sponsor


Program & Lunch Sponsor


Program Sponsors

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Sponsorship Opportunities

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