Asia EQD 2018 Agenda

Day One–Wednesday, October 24

11:00am – Buyside-Only Session Located in Jade II Room

Flow Landscape In Asia Pacific: 

Ann Tranqui, head of cross-asset flow sales, Asia Pierre Yves Philippon, head of equity volatility trading, Asia Pacific

X-Asset Flow Strategy & Solutions: Bharat Sachanandani, head of flow strategy & solutions, Asia Pacific 

Machine Learning & Alternative Risk Premia: Sandrine Ungari, head of cross-asset quantitative research Guillaume Arnaud, global head of QIS & risk premia Olivier Renoux, head of equity pricing, index and strategy, Asia ex-Japan

Main Conference Located in Diamond Ballroom

1:00pm – 1:20pm Keynote: Cross-Asset Correlation and Changes in the Hybrid Space

Anuj Vivek, Hybrid and Cross-Asset Correlations Trading - Citi

1:20pm – 2:00pm Opportunity in the Rapidly Changing Asia Vol Market

Danny Scinto, portfolio manager, BFAM Partners

Benoit Meulot, portfolio manager, Nine Masts Capital

Laurent Ichard, APAC head of EQD sales, Citi

2:00pm: A Tale of Two Sides: Straddling the Buy/Sell Side Experience

Jason Lui, head of equity derivative strategy, Asia Pacific, BNP Paribas

Stewart Warther, derivatives strategist, CLSA Alternative Investment Management

• Transitioning from sellside to buyside: what do you gain and miss?

• How can sellside and buyside work together to build an investment framework?

• Beyond pricing: other considerations for trading equity derivatives

2:45pm: Exchange Product Update: CME Group

Tim McCourt, global head of equity products, CME Group

3:00pm: Coffee Break

3:45pm: Volatility Regime Analysis to Enhance Vol Trading Returns

Shane Carroll, head of equity derivatives strategy, UBS

Alexson Lee, portfolio manager, AMP Capital

• Overview of historical volatility regimes, their key drivers and identifying transitions

• How high volatility impacts carry strategies

• Strategies to play a regime transition and a high volatility world

4:30pm: Exchange Product Update:

Eurex Mezhgan Qabool, Senior VP, Head of Branch Office, Singapore, Eurex

4:50pm: From Local to Global: Volatility Portfolio Manager Perspectives

Panelists: Jacob Weinig, founding partner, Malachite Capital

Yann le Her, partner & senior portfolio manager, La Francaise

Govert Heijboer, Co-cio, True Partner

Alexis Maubourguet, volatility portfolio manager, Argentiere Capital

Trevor Easterbrook, portfolio manager, Levitas

Moderator: Bill Sarran, distribution & relationship manager, Asia Derivatives, Optiver

5:40pm: Cocktail Reception, sponsored by Optiver

Day Two–Thursday, October 25

8:00am: Buffet Breakfast

9:00am: EQDerivatives Product Update: Vol & Risk Premia Market Mapping

Peter Thompson, president, EQDerivatives

Pat Fay, head of research and consulting, EQDerivatives

9:15am: Keynote Address: Embedded Short Vol & Modern Portfolio Theories

Michael Green, portfolio manager, Thiel Macro

• What happened in February?

• Sowing the seeds for the next epic disaster

10:00am: Alternative Risk Premia Portfolio Design: From Macro to Micro

Farouk Jivraj, QIS structuring, Barclays

• Re-defining the diversification goal of alternative risk premia portfolios

• Tools for portfolio design: Macro factors to academic factors

• Performance attribution evaluation: The curse of over diversification and benchmarking

10:40am: Coffee Break

11:00am: Leaders in ARP: The View From the Asset Managers

Panelists: Stephan Kessler, executive director, Goldman Sachs Asset Management

Michael Dyer, client portfolio manager, Neuberger Berman

Alexson Lee, portfolio manager, AMP Capital

Qilong Zhang, head of quantitative strategies, CICC Hong Kong Asset Management

Moderator: Pete Fung, Managing Director, Citigroup

11.45am: Is Repo A Risk Premium?

Natasha Sibley, fund manager, Janus Henderson Investors

• What is Equity Repo and how do you trade it?

• What is the nature of the risk borne?

• And how are you compensated for assuming this risk?

12:15pm: Lunch

1:15pm: APAC Perspective: Overcoming Barriers to Growing ARP Allocations

Panelists: Nader Naeimi, head of dynamic markets and senior portfolio manager, multi asset group, AMP Capital

Chi Kit Chai, head of capital markets and CIO, Ping An

PEH Kian Heng, head of the corporate investment unit, United Overseas Bank

Joel Guglietta, global macro quantitative strategist & PM, Dymon Asia

Moderator: Clement Florentin, global QIS, Credit Suisse

• ARP growth challenges in Asia

• Differences between Europe, US and Asia

• What should be done to overcome it

2:00pm: Coffee Break

2:30pm: Machine Learning in Quantitative Investment Management

Sandrine Ungari, quantitative analyst, Société Générale

2:50pm: Machine Learning, AI and QIS Panel

Panelists: Soujit Ghosh, Squared-S Artificial Intelligence

Gideon Agar, ceo, Tradelegs

Philippe Burke, portfolio manager at Apache Capital

Moderator: Sandrine Ungari, quantitative analyst, Société Générale

• Dataism: new alternatives or popular delusion

• Data in finance

• Machine learning as a tool or an asset class

3:30pm: Technology and ARP: Tools of the Trade

Panelists: Paul Sandhu, head of investment solutions, Conning Asia Pacific

Pierre Trecourt, co-founder of PremiaLab

Moderator: Selim Piot, vp, equity structuring Barclays

• How can Investors navigate the plethora of risk premia factor offering?

• The role of technology in the development of risk premia

• Dynamics between asset owners, fund managers, investment banks and Fintech companies in this space

4:15pm: Conference Ends

machineByte Agenda

Registration available here

Book your discounted Ritz Carlton accommodation here




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Program Sponsor

Sponsorship Opportunities

Contact EQDerivatives Head of Asia Pacific Daniel O'Leary, or President & Co-founder Peter Thompson for opportunities and availability.