Europe EQD 2019

The 3rd annual Europe EQD – The Volatility & Alternative Risk Premia Forum – will take place at the Hotel Arts in Barcelona on Jan. 28-29, 2019. This intensive two-day event will cover the latest developments in cross-asset volatility, alternative risk premia and machine learning in quantitative investment management from the perspectives of traders, portfolio managers and asset allocators based in the Americas, EMEA and Asia Pacific. We already have registered for Europe EQD 2019 more global institutional investors than in 2018 – this is an exclusive event to network with institutional investor peers on areas including portfolio construction, x-asset volatility, macro trends, quantitative investment strategies and allocating risk with machine learning. The agenda can be viewed here.

Keynote Speaker

Professor Michael Kearns, head of research in the AI Center of Excellence at Morgan Stanley & professor in the Computer and Information Science Department at the University of Pennsylvania

Featured Speakers

Adrian Banner, CIO - CEO, Intech

Mark Richardson, PhD, portfolio manager, Janus Henderson Diversified Alternatives

Sandrine Ungari, head of cross-asset quantitative research at Société Générale

Andrew Lapthorne, head of quantitative equity research, Société Générale

Chiente Hsu, quantitative investment strategy, Morgan Stanley

Laurent Carlier, data scientist, BNP Paribas

Julien Turc, head of QIS Lab, BNP Paribas

Moderator: Tobie Duprey, equity derivatives sales, J.P.Morgan

Presenter: Rachid Alaoui, equity derivatives trading, J.P.Morgan

Deepak Gulati, CEO, Argentière Capital

Angel Serrat, partner, Capula Investment Management

Sarah Dahan, partner, BlueMountain Capital Management

David Elms, head of diversified alternatives, Janus Henderson

Moderator: Megan Morgan, head of sales, Eurex

Matt Rowe, CIO, Headwaters Solutions

Natasha Sibley, portfolio manager, Janus Henderson

Mark Mehtonen, portfolio manager, Ilmarinen

Garrett DeSimone, Head of Quantitative Research, OptionMetrics

Moderator: Delphine Limpalaër, head of U.K. flow sales, Société Générale

Panelists: Adam Rudd, portfolio manager, Aberdeen Standard Investment

Tatjana Xenia Puhan, head of multi-asset, Swiss Life Asset Management

Alejandro Bonilla, head of LumRisk

Lea Vaisalo, Nordea

Laura de Frutos, BBVA Asset Management

Joan Lee, portfolio manager, Unigestion

Leah Read, financial engineer, diversified alternatives, Janus Henderson

Shane Edwards, head of equity derivatives, UBS

Henrik Nordestgaard, chief portfolio manager, PFA

Achim Motamedi, fund manager, TAO Alternatives

Ryozo Ishikawa, director, Simplex Asset Management

Sebastian Rohm, senior portfolio manager, Union Investment

Renato Zaffuto, head of investments, Fideuram Investimenti SGR

Christian Kjaer, ATP

Tony Morris, head of quantitative research, Nomura

Jean-Luc Bernardi, global head of CIS, Citigroup

Patrick Houweling, portfolio manager, Robeco

Jay Raol, director of quantitative research, Invesco

Farouk Jivraj, QIS Structuring, Barclays

Presentation & Panel Topics Include (Private & Public Sessions): 

Quantimental and Funditative Investing: The Journey Of Alternative Risk Premia 

After A Tough 2018, Is Machine Learning The Way Forward For Equity Factor Investing 

Multi Asset Allocation using Deep Learning 

Real Rates & Risk Resetting 

Effective Risk Management Through Innovative Portfolio Construction 

Building A X-Asset Risk Premia Framework: The Case For FICC 

Diversified Dispersion: The Latest Techniques 

Delivering Diversification With Fixed Income Risk Premia 

Harvesting Risk Premia Through ESG 

Using NLP To Optimise Portfolio Construction 

Transparency Based Monitoring of Risk Premia Portfolios 

Looking Behind & Beyond The Re-correction: Volatility Leaders Outlook For 2019 

The New Cycle: Long Vol, Long Correlation & Long Gamma: Trading Opportunities For 2019

Agenda is available here.

Registration available here

Accommodation

Discounted accommodation at the Hotel Arts is available on this private link here.

Asset managers should contact Dennis Kesolitz for special rates at kesolitz@eqderivatives.com

2019 Sponsors


Platinum

   

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Platinum Exchange Sponsor

                                                                                                                                                                                                                                                                                                                                                                  

Lead Asset Manager Sponsor

  

Lead Tech Sponsor 


Gold

    

              

                              

                                                                                                                                      

                                                                                                     

                                                              

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Exhibitor Sponsor

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Program Sponsors