Australia EQD Agenda

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All conference sessions are in the Heritage Ballroom

March 20, 2018, Day 1

Cross-Asset Volatility Investing

1:45pm: Opening Address: EQDerivatives Market Mapping - How Asset Owners Are Using Alternative Risk Premia Strategies

Peter Thompson, president and co-founder, EQDerivatives

2:00 -2.45pm: Keynote Session: So Now What? Is This The End of the Short Vol Trade?

Pav Sethi, Founder & CEO, Gladius Capital Management

2:45 -3:30pm AS51 skew; Expensive or Cheap? Practical hedging insights

Pete Clarke, Global Head of Equity Derivatives Strategy, UBS

Scott Stewart, Portfolio Manager, ‎Perennial Investment Partners

3:30pm: Coffee Break

3:50 -4:10pm: Volatility, Machine Learning, and the Alchemy of Risk

Christopher Cole, founder & CIO, Artemis Capital Management

4:10 -4:50pm: Volatility Perspectives: Global Leaders In Cross-Asset Volatility Investing

Moderator: Alexander Staab, JPMorgan

Will Bartlett, CEO, Parallax Volatility Advisers

Christopher Cole, founder & CIO, Artemis Capital Management

Alexis Maubourguet, senior portfolio manager, Argentière Capital

Michael Pollard, portfolio manager, Perennial Value Management

4:50pm: Alternative Perspectives; Commodities and Risk Premia

John Fujiwara, Portfolio Manager, Liquid Alternatives, Janus Henderson Investors

Andrew Kaleel, Co-Head of Global Commodities and Managed Futures, Janus Henderson Investors

5:30pm: Day One Ends

6:00pm: Cocktail Reception

Relax and network over drinks and substantial bites, courtesy of sponsor Parallax Volatility Advisers @ The Heritage Ballroom.

March 21, 2018, Day 2

Alternative Risk Premia

7:45-9:00am: Buffet Breakfast Reception

9:00am: Opening Address: Trends In Institutional Use Of Systematic Trading Strategies

Thomas Leake, Head of Systematic Trading Strategies, ‎Goldman Sachs

9.45am: A Modern Framework For Risk Premia Investing - Separating Fundamental, Behavioral and Structural Premia

Kari Vatanen, head of cross-assets and allocation, Varma

10:20am: Exploring ARP - The Antipodean Experience

Moderator: Sam Watkins, managing director, Goldman Sachs

Henry Zhang, senior investment analyst, First State Super Investment

David Iverson, head of asset allocation, NZ Super Fund

Joseph Cole, senior portfolio manager, QSuper

11:10am: Coffee Break

11:30am -12:15pm: Fireside Chat: The Impact of Demographic Changes on ARP Allocations

Paul Winter, Head of APAC Quantitative Research, UBS 

Jose Mazoy, Executive Director - Dynamic Strategies, UBS

Andrew Fisher, Portfolio Manager, Sunsuper

12:15pm: Case Study: Implementing An Insurance Risk Premia Strategy

Max Townshend, investment director – total return, LocalPensions Partnership

12:45pm: Lunch

1:45 -2:30pm: Overcoming The Challenges Of Implementation

Moderator: Josh Heller, co-head of investment solutions, Challenger Investor Solutions

‎Chris Drew, Investment Manager, Australian Catholic Superannuation

Kevin Wong, Investment Manager, Sunsuper

2:30pm: Latest Developments, Challenges & Opportunities in the Use of Alternative Risk Premia

Arnaud Jobert, EMEA head of equity structuring, J.P.Morgan

3pm: Coffee Break

3:30- 3:50pm: DB Presentation

Spyros Mesomeris, Managing Director – Global Head of Quantitative and Global Investment Solutions Research, Deutsche Bank

3:50- 4:15pm: The Melbourne View: Victorian Allocators Talk ARP

Moderator: Luke Galloway, Deutsche Bank

Speakers to be confirmed

4:15 -5pm: Asset Manager Perspectives: The Outlook For Alternative Risk Premia

Moderator: Yoram Layani, BNP Paribas

Gus Dhothar, chief investment officer, AHA Capital

Tanuj Dutt, senior portfolio manager, Nikko Asset Management

Further Panelists To Be Announced

5pm Conference Concludes

Platinum Sponsors

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Gold Sponsors