Save The Date

In January 2017, EQDerivatives brought its highly successful annual Global EQD forum platform to Europe for the first time.

We're delighted to announce Jan. 29-30, 2018 as the dates for this second gathering of the leading asset owners, managers and sellsiders active in alternative risk premia and cross-asset volatility.

We will again be at the Hotel Arts Barcelona.

This intensive two-day event targeted European and global themes across areas including dividends, dispersion, repo and market structure on Day 1 (Cross-Asset Volatility Trading), and constructing VRP, overcoming crowding, arbitrage & fat tails on Day 2 (Alternative Risk Premia).

Presentations Can Be Viewed Here

For sponsorship enquiries for 2018, please contact Peter Thompson: 


DAY 1:

Pre-Event Buysider Forum at Blau 2 on 41st Floor - attendance by invitation

11.00am – 12.30pm: BCS & Eurex Buyside Emerging Markets Pre-Event Workshop
Chair: Tobias Ehinger, product strategy, Eurex Exchange, Frankfurt
Yossi Dayan, head of markets, BCS Global Markets, Moscow
Matthieu Ressencourt, head of equity derivatives, BCS Global Markets, London
Pete Clarke, global head of equity derivatives strategy, UBS, London
Craig Turner, emerging markets derivatives trader, UBS, London

Main Conference Commences in the Saló Pau Casals

1pm: Keynote Session: Fund Leaders Fireside Chat – Where Are We Heading In 2017?
Moderator: Megan Morgan, Head of Equity and Index Sales - Americas, Eurex
Deepak Gulati, CIO, Argentière Capital, Zug, Switzerland
Tobie Duprey, equity derivatives sales, JPMorgan, London
Matthew Sargaison, CIO, Man AHL, London

1.45pm Regulatory Session: Preparing For Margin Requirements
Jeremy Jennings – Mares, partner, Morrison & Foerster, London
Peter Green, partner, Morrison & Foerster, London

2.15pm: Changes In Market Structure
Jamie Cassidy, head of European index options, Susquehanna International Group, Dublin

2.40pm: Coffee Break

3pm: ETD Developments: Weeklys, Listed Variance & ETH
Moderator: Rob Hocking, global head of equity volatility trading, DRW Trading, Chicago
Max Butti, head of business development, London Stock Exchange Derivatives Markets, London
Sascha Semroch, product manager, Eurex Exchange, Frankfurt
Matt McFarland, head of London office, CBOE, London

3.50pm: Finding Opportunities In Dividends & Repo
Martino Boffa, director of investments, alternative structures, McKinley Capital, Chicago
Antoine Deix, equity derivatives strategist, BNP Paribas, Paris
Antoine Porcheret, equity derivatives strategist, BNP Paribas, London

4.45pm: Volatility Portfolio Manager Perspectives
Moderator: Markus-Alexander Flesch, executive director, head of sales & marketing, Eurex Exchange, Frankfurt
Chris Rodarte, portfolio manager, Pine River Capital Management, London
Jacob Weinig, founding partner/portfolio manager, Malachite Capital Management, New York
Sarah Dahan, portfolio manager, BlueMountain Capital Management, London
David Elms, head of multi-strategy equities, Henderson Global Investors, London
Vishnu Kurella, portfolio manager, Caxton Associates, London

6pm: Cocktail Reception

Relax and network over drinks and substantial bites, courtesy of sponsor Morrison & Foerster @ the Cafe Veranda 

DAY 2:


Buffet Breakfast Reception - Saló Pau Casals 

Mingle and feel free to take breakfast into the conference room

8.20am: EQDerivatives Update - Market Mapping, Global EQD
Peter Thompson, president and co-founder, EQDerivatives

8.30am: Keynote Presentation: W. Ben Hunt, Ph.D., chief investment strategist, Salient Partners
Dr. Ben Hunt, the author of Epsilon Theory, will deliver a keynote presentation focused on markets through the lenses of game theory and history.

9.15am: Risk Premia Investing In The Context Of U.K. Pensions: Landscape & Focus
Arnaud Joubert, equity derivatives structurer, JPMorgan, London
Max Townshend, investment manager, quantitative strategy, Local Pensions Partnership, London
Mohamed M Ellouze, investment strategist, multi-asset allocation, USS Investment Management, London

10.15am: Coffee Break

10.45am: Trends, Practices & Challenges In Risk Premia Research: Equities, Cross-Asset & Volatility
Spyros Mesomeris, global head of quantitative and global investment solutions research, Deutsche Bank, London
Caio Natividade, head of cross-asset quantitative research, Deutsche Bank, London

11.30am: Protective Puts & The Volatility Risk Premium
Roni Israelov, portfolio manager and head of volatility strategies, AQR Capital Management, Connecticut 

12:15pm: Lunch – Cafe Verdana

Sponsored by Bank of America Merrill Lynch 

1.15pm: Cross Asset Risk Factor Portfolio Construction: Theory & Practice
Abhinandan Deb, head of EMEA equity derivatives research and global cross-asset quantitative investment strategies, Bank of America Merrill Lynch, London

2.00pm: Constructing A Cross-Asset Carry Portfolio
Nick Baltas, executive director, quantitative equity research, UBS, London

2.45pm: Coffee Break

3.15pm: Asset Owner Case study: Understanding Factor Traps Using Machine Learning
Tony Guida, senior investment manager, alternative risk premia, RPMI, London

3.40pm: Man GLG-Led Presentation: Capturing New Alpha With Machine Learning
Dr Anthony Ledford, chief scientist, Man AHL

4.30pm: Panel Discussion: Institutional Leaders In Risk Premia Investing
Moderator: Sean Flanagan, global head of equity structuring, Deutsche Bank, London
Bill Park, head of investment risk and strategy, UBS Asset Management, New York
Luc Dumontier, head of factor investing, La Francaise Global Investment Solutions, Paris
Eric Bissonnier, co-CIO, alternative solutions, Gottex Fund Management, Guernsey
Kari Vatanen, head of cross assets and allocation, Varma, Helsinki

6pm: Conference Concludes



2017 Platinum Sponsors




Asset Manager Sponsor


Gold Sponsors



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Program Sponsors

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