Asia EQD Agenda 2018

Draft 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 Société Générale

Main Conference

1:00pm: Opening Address - [China Fixed Income & FX Presentation]

Citi speaker TBC

Danny Scinto, portfolio manager, BFAM Partners

2:00pm: BNP Presentation

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

Buyside speakers TBA

2:45pm: Exchange Product Update: CME Group

Tim McCourt, global head of equity products, CME Group

3:00pm: Coffee Break

3:45pm: UBS Presentation

Shane Carroll, head of equity derivatives strategy, UBS

Portfolio Manager Client TBA

4:30pm: Exchange Product Update: Eurex

Markus-Alexander Flesch, Head Sales and Marketing

Mezhgan Qabool, Derivatives Trading and Clearing Sales and Business Development

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 Maubourget, volatility portfolio manager, Argentiere Capital

Trevor Easterbrook, portfolio manager, Levitas

5:40pm: Cocktail Reception, sponsored by Optiver

Day 2:

8:00am – 9:00am: Buffet Breakfast

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

Peter Thompson, president, EQDerivatives

Pat Fay, head of research and consulting, EQDerivatives

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

Michael Green, portfolio manager, Thiel Macro

10:00am: [Session Topic TBD]

Farouk Jivraj, QIS structuring, Barclays

10:40am: Coffee Break

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

Further panellists TBC

11.45pm-12.15 Is Repo An Alternative Risk premium?

Natasha Sibley, fund manager, Janus Henderson Investors

12:15pm-1.15 pm: Lunch

1:15-2.00pm: APAC Asset Owners: Overcoming Barriers To Growing ARP Allocations

Moderator: [To Be Announced]

Nader Naeimi, AMP Capital

Further panellists TBC

2.00-2.30: Coffee Break

2:30pm-3:30pm Machine learning, AI panel/ presentation.

Moderator: Sandrine Ungari, quantitative analyst, Societe Generale

Soujit Ghosh, Squared-S Artificial Intelligence

Further panelists TBC

3:30pm: The future of risk premia - implementation and delivery

Moderator: [To Be Announced]

Panelists: TBC

4:15pm: Conference Ends