Join Us In Hong Kong

The 3 rd annual Asia EQD – The Volatility & Alternative Risk Premia Forum – will take place at The Ritz Carlton Hong Kong on Oct. 24-25, 2018. The tallest volatility, alternative risk premia and machine learning focused event around the world will feature presentations and panels led by the leading traders, strategists, asset managers and institutional investors active in the market. Agenda updates are available  here.

Keynote Speaker

Michael Green, Thiel Macro

Modern Portfolio Theories In The Context Of Embedded Short Vol

Michael Green, CFA, has over twenty years of direct investment management experience across multi-strategy hedge funds, mutual funds and separate account management. Prior to joining Thiel Macro, LLC, Mr. Green founded Ice Farm Advisors, a discretionary global macro hedged fund. Mr. Green founded and managed the New York office and global macro strategies for Canyon Capital Advisors, a $23B multi-strategy hedge fund based in Los Angeles and was a Portfolio Manager with Royce & Associates, a $39B AUM division of Legg Mason where he managed open end, closed and mutual funds. He is a graduate of the Wharton School at the University of Pennsylvania and a member of the New York Society of Security Analysts (NYSSA).

Asia EQD 2018 Speakers Include:

Nader Naeimi, AMP Capital
Alexis Maubourguet, Argentière Capital
Daniel Scinto, BFAM Partners
El Mehdi Benhmade, Capula Investment Management
Pete Fung, Managing Director, Citigroup
Stewart Warther, CLSA Alternative Investment Management
Stephan Kessler, Goldman Sachs Asset Management
Natasha Sibley, Janus Henderson Investors
Yann le Her, La Francaise Global Investment Solutions
Jacob Weinig, Malachite Capital Management
Michael Dyer, Neuberger Berman Asia Ltd.
Chi Kit Chai, Ping An
Sandrine Ungari, Societe Generale

Asia EQD is a private event for fund managers, allocators and traders, and focuses on the latest trends and developments in volatility and alternative risk premia investing in APAC and in other global cross-asset markets, as well as the growing trend of machine learning in investment management.

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: Volatility Regime Analysis to Enhance Vol Trading Returns

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: Alternative Risk Premia Portfolio Design: From Macro to Micro

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: Technology and Alternative Risk Premia: Tools of the Trade

Moderator: Selim Piot, vp, equity structuring Barcalys

Paul Sandhu, head of investment solutions, Conning Asia Pacific

Pierre Trecourt, co-founder of PremiaLab

Panelists TBC

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4:15pm: Conference Ends

Agenda

Registration available here

Book your discounted Ritz Carlton accommodation here

2018 Sponsors

Platinum

   

  

Gold

   

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Program Sponsor