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 found below or viewed in PDF 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

Agenda

DAY 1: January 28, 2019

8:00am - 12:30pm

Private Buyside Meetings & Seminars

Main Conference

12:55am: Introduction & Welcome Remarks

Rob McGlinchey, director, EQDerivatives

1:00pm: After 2018, Is Machine Learning The Way Forward For Factor Investing

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

1:45pm: Keynote Session: In Conversation With Professor Michael Kearns 

Chiente Hsu, quantitative investment strategy, Morgan Stanley
Michael Kearns, AI Center of Excellence, Morgan Stanley

2:30pm: Multi-Asset Allocation Using Deep Learning 

Laurent Carlier, data scientist, BNP Paribas
Julien Turc, head of QIS Lab, BNP Paribas

3:15pm: Networking Break & Private Meetings

4:00pm: Volatility As An Asset Class In An Evolving Cycle 

Moderator: Tobie Duprey, equity derivatives sales, J.P.Morgan
Presenter: Rachid Alaoui, equity derivatives trading, J.P.Morgan
Panelists: 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 | Benjamin Clerget, partner, BTG Pactual 

4:50pm: Leaders In Exchange-Traded Solutions 

Moderator: Elinor Comlay, Editor-In-Chief, EQDerivatives
Panelists: Matt Riley, buyside engagement, Eurex | Rob Hocking, head of derivatives strategy, Cboe | Nicolas Bertrand, global head of derivatives and commodities, London Stock Exchange Group | Paul Woolman, head of EMEA Equity Products, CME Group Ulrich Stoof, EMEA product management for derivatives licensing and exchange relationships

5:30pm: Strategies For A Transitioning Vol Regime 

Moderator: Megan Morgan, head of sales, Eurex
Panelists: Matt Rowe, CIO, Headwaters Volatility | Natasha Sibley, portfolio manager, Janus Henderson | Mark Mehtonen, portfolio manager, Ilmarinen | Chris Rodarte, portfolio manager, Pine River Capital Management | Alfred Mallol, portfolio manager, BTG Pactual 

6:15pm: Networking Cocktail Reception

DAY 2: January 29, 2019

7:30am – 8:45am: Networking Breakfast 

8:45am: From Vol To QIS To Machine Learning

Peter Thompson, president, EQDerivatives

9:00am: Amplified Momentum

Garrett DeSimone, head of quantitative research, OptionMetrics 

9:30am: Lead Day 2 Session: Multi-Asset & Dynamic Portfolio Management 

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 AM | Michael Ho, global head of multi-asset & alternatives, Janus Henderson | Sunil Krishnan, head of multi-asset funds, Aviva Investors ¦ Julio Delgado, chief investment strategist, American Red Cross

10:15am: Transparency-Based Monitoring of Risk Premia Portfolios 

Alejandro Bonilla, head of LumRisk

10:35am: Coffee Break & Private Meetings 

11:15am: Alternative Risk Premia Portfolio Design: From Macro to Micro 

Farouk Jivraj, Head of QIS Research, Barclays 

11:55pm: Liquidity, Style Drift or Scale: Getting To Grips With ARPs Disperse Returns 

Moderator: Chiente Hsu, Morgan Stanley
Panelists: Lea Vaisalo, lead portfolio manager, Nordea | Laura de Frutos, portfolio manager, BBVA Asset Management | Joan Lee, portfolio manager, Unigestion | Leah Read, financial engineer, Janus Henderson 

12:55pm: Effective Risk Management Through Innovative Portfolio Construction 

Moderator: Shane Edwards, global head of equity derivatives, UBS
Panelists: 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 

1:40pm: Lunch

2:40pm: The Opportunity Set In Fixed Income Risk Premia 

Tony Morris, head of quantitative research, Nomura 

3:20pm: Delivering Carry & Diversification With FICC Risk Premia 

Moderator: Michele Cancelli, Global Head of QIS Product Development, Citigroup

Panelists: Patrick Houweling, portfolio manager, Robeco | Jay Raol, director of quantitative research, Invesco | Lieke van der Horst, portfolio manager, APG Asset Management | Paolo Scripelliti, portfolio manager, GAM

4:10pm: Closing Address - Where Is Alt Risk Premia Heading In 2019? 

Pat Fay, head of research & consulting, EQDerivatives 

4:30pm: Conference Ends

Agenda is available here.

Registration available here

Accommodation

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

Asset managers and allocators 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