Registration Closed

The fourth annual gathering of volatility and alternative risk premia buysiders, asset owners and sellsiders takes place at the Wynn Las Vegas on May 23-24. The agenda for the 2018 conference can be found below.

Global EQD connects the best minds in cross-asset volatility and alternative risk premia. The intensive two-day event targets U.S. and global themes across areas including dividends, dispersion, repo and market structure on Day 1 (Cross-Asset Volatility Investing & Trading), and allocating to alternative risk premia, branching, portoflio construction, factor timing, benchmarking, etc on Day 2 (Alternative Risk Premia). Global EQD is a private event aimed at institutional investors and global allocators. 

Global EQD 2018 Agenda

Day 1: May 23, 2018

11am – 12pm Buyside-Only Session

Palmer Room

The Evolution of Risk Recycling Across The Investor Spectrum

  • Risk Recycling from retail flows: The existing “pay-off” - where do we stand and what's next
  • The hybrid case : Risk management tool for Insurers / investment solution for long-only & Macro investors - how to facilitate the demand
  • Dispersion investing: From tactical / custom to systematic dispersion investing

Presenter: Robert Smolen, head of exotics and global hybrids trading, Citi

Presenter: Christophe Pochart, co-head NAM equity derivatives sales, head of multi asset group, Americas, Citi

Presenter: Michele Cancelli, director, global head of product development, Citi

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Main Conference

Margaux Room: 1 & 2

12:45pm: Opening Address

Garrett DeSimone, quantitative research, OptionMetrics


1:00pm: X-Asset Tipping Points - Focusing On The Impact of Interest Rate Levels On X-Asset Vols

Andrew Scott, head of flow strategy & solutions, Americas, Société Générale


1:40pm: The February Vol Spike – A Warmup Act To The Global Vol Short Unwind?

Moderator: Jared Dillian, editor, The Daily Dirtnap

Panellists: Christopher Cole, founder & CIO, Artemis Capital Management

Michael Green, portfolio manager, Thiel Macro

Matt Rowe, CIO, Headwaters Solutions


2:30pm: Networking Coffee Break, sponsored by FT Options (Lafleur Room)


3:15pm: The Exchange Perspective – Developments In Listed Solutions

Moderator: Rob Hocking, head of volatility trading, DRW Holdings

Panellists: Paul Stephens, vice president, global head of product advancement, Cboe Global Markets

Tim McCourt, global head of equity products, CME Group

Markus-Alexander Flesch, global head of equity and index sales, Eurex


3:45pmQuant Perspective: Alpha Generation Strategies

Julien Turc, head of QIS Lab, BNP Paribas


4:30pm: Coffee Break, sponsored by Credit Suisse (Lafleur Room)


4:45pm: Leaders In Volatility Portfolio Management – Opportunities Ahead

Moderator: Megan Morgan, head of equity and index sales, Eurex Exchange

Panelists: Naren Karanam, portfolio manager, Millennium Management

Vishnu Kurella, associate partner, Caxton Associates

Benn Eifert, CIO, QVR Advisors

Pierre de Saab, partner, Dominice & Co.

Pav Sethi, founder & CEO, Gladius Capital Management


5:30pm-7:00pm: Cocktail Reception, Sponsored By Optiver (Mouton Room)


Day 2: May 24, 2018


7:30-8:30am: Breakfast, sponsored by Eurex (Mouton Room)


8:30am: EQDerivatives Research - Mapping Volatility & Alternative Risk Premia

Peter Thompson, president, EQDerivatives

Pat Fay, head of research, EQDerivatives


9:00am: Keynote Address: The Markets Through The Lenses Of Game Theory

W. Ben Hunt, chief investment strategist, Salient Partners


9:45am: Forecasting the Distribution of Option Returns

Roni Israelov, principal, AQR Capital Management


10:15am: Fireside Chat - Evolution Of Option Strategy Allocations

Moderator: Scott Maidel, director, institutional solutions, Gladius Capital Management

Panellists: Paul R.T. Johnson, elected board member, SURS

Neil Rue, managing director, Pension Consulting Alliance


10:45am: Break: Refresh & Recharge sponsored by HSBC (Lafleur Room)


11:30am: Alternative Risk Premia – Looking Beyond Equity Replacement

Presenter: Francisco Blanch, head of commodities and derivatives research, BofAML

Panelists: Nicholas J Johnson, head of QIS, PIMCO

Kazuhiro Shimbo, CIO, Mizuho Alternative Investments

Gustavo Soares, Asset Allocation Team, BWGI


12:15pm: Evolving Strategy and Portfolio Construction in Systematic Crisis Alpha

Presenter: Devin Anderson, managing director, Deutsche Bank


12:45pm: Finding Value In Cross-Asset Factors

Presenter: David Jessop, global head of quant research, UBS


1:15pm: Enabling Active, Non-Discretionary Strategies with Options Artificial Intelligence

Introduction: Chris Cook, equity derivatives structuring, UBS

Presenter: Gideon Agar, CEO, Tradelegs


1:30pm: Lunch, sponsored by Natixis (Mouton Room)


2:30pm: The Many Colours of CAPE

Presenter: Farouk Jivraj, QIS structuring, Barclays


3:15pm: Lost In Translation - Hedge funds and risk premium managers: Same trades, different stories

Presenter: Maarten Nederlof, founding partner, CEO & CIO, RPI

Presenter: Francois Gagnon, Managing Director of Investments, University of Michigan Investment Office


3:45pm: Coffee Break, sponsored by FTSE Russell (Lafleur Room)


4:00pm: Alternative Risk Premia – Strategy Selection and Portfolio Construction

Presenter: Simon Henniaux, multi-asset structuring, Citigroup

Presenter: Spencer Ogden, portfolio manager, Franklin Templeton


4:30pm: Leaders In Alternative Risk Premia: Challenges & Opportunities Ahead

Moderator: Mike Clark, managing director, Société Générale

Panellists: Russell Korgaonkar, director of investment strategies, Man Group

Bill Park, head of investment risk, alternative investment solutions, UBS

Mohan Balachandran, senior managing director of asset allocation, Teacher Retirement System of Texas

Julio Delgado, chief investment strategist, American Red Cross

Dan Scholz, Director, Investment Strategies, NISA Investment Advisors


5:15pm: Conference Ends

Presentations and coverage from the 2017 conference can be found here

The 2017 agenda can be found here

Agenda

The agenda for Global EQD 2018 can be accessed below. A PDF version of the agenda can be accessed here.

Accommodation

Discounted accommodation at the Wynn is available on this private link here

Registration

Register here.

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

Sponsors

Platinum

   

   

Gold

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Program & Cocktail Sponsor

  

Program & Lunch Sponsor

   

Program Sponsors   

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Sponsorship Opportunities

Contact EQDerivatives president & co-founder Peter Thompson for opportunities and availability.