EQDerivatives has announced the initial raft of speakers at Australia EQD, the latest event platform bringing asset owners, asset managers and sellside counterparties together to share the latest thinking in alternative risk premia and volatility and connect with their peers.
- Henry Zhang, senior investment analyst, First State Super Investment
- Max Townshend, investment director, Local Pensions Partnership
- David Iverson, head of asset allocation, NZ Super Fund
- Joseph Cole, senior portfolio manager, QSuper
- Andrew Fisher, portfolio manager, Sunsuper
- Kari Vatanen, head of cross assets and allocation, Varma
- Chris Drew, investment manager, Australian Catholic Superannuation
- Kevin Wong, investment manager, Sunsuper
- Kent Sutherland, head of equities, VFMC
- Gus Dhothar, head of portfolio management, AHA Capital Management
- Alexis Maubourguet, senior portfolio manager, Argentière Capital
- Christopher Cole, founder & cio, Artemis Capital Management
- Josh Heller, co-head, Challenger Investment Solutions
- Pav Sethi, founder & cio, Gladius Capital Management
- John Fujiwara, portfolio manager, liquid alternatives, Janus Henderson Investors
- Andrew Kaleel, co-head of global commodities and managed futures, Janus Henderson Investors
- Tanuj Dutt, Nikko Asset Management
- Will Bartlett, managing member, Parallax Volatility Advisers
- Mike Pollard, portfolio manager, Perennial Value Management
- Sam Watkins, Goldman Sachs
- Arnaud Jobert, J.P.Morgan
- Paul Winter, UBS
- Yoram Layani, BNP Paribas
- Luke Galloway, Deutsche Bank
With Global EQD (www.eqderivatives.com/global-eqd), Europe EQD (www.eqderivatives.com/europe-eqd) and Asia EQD (www.eqderivatives.com/asia-eqd), EQDerivatives is the leading platform provider of views and strategies from the leading thinkers in ARP and volatility strategies.
The Australia EQD agenda will cover:
- Opportunities in implementation
- Overcoming challenges to ARP - factor timing & crowding
- International alternative risk premia perspectives
- Evolution of fee structures
- Australian perspectives on alternative risk premia investing
- Volatility, hedging and the Australian experience
- Internalizing, or externalizing alternative risk premia
- Portfolio manager perspectives
- Moving risk premia from equity to cross asset
- Building out internal quant capabilities
- Active versus passive approaches
Dates & Times
Day 1 - March 20, 2018
1pm - 5.30pm Main Sessions on Volatility
5.30pm - 7.30pm - Networking Cocktails, sponsored by Parallax
Day 2 - March 21, 2018
7.45-9.00am Breakfast for all conference attendees
9.00am-5.30pm Main Sessions on Alternative Risk Premia
Registration is complimentary for qualified asset owners. Contact Dennis Kesolitz for details at email@example.com.
Sellside firms and asset managers wishing to attend should contact EQDerivatives President Peter Thompson at firstname.lastname@example.org for current sponsorship opportunities.
Accommodation & Event Location
The Westin Sydney, right in the heart of the Central Business District, will host Australia EQD.
Our discounted room block is now sold out. Please contact the hotel for current room availability at email@example.com.
For agenda questions, contact Dan O'Leary, managing editor firstname.lastname@example.org
Registration - asset owners should register on this link to reserve a complimentary seat. Please note this event is only open to asset owners
Accommodation - Our discounted room block is now sold out. Please contact the hotel for current room availability at email@example.com.