Asia EQD 2019 Agenda

The 4th Annual Asia EQD Conference

The Systematic Investing Forum

October 16-17, 2019 The Ritz Carlton Hong Kong

Multi-Asset | Risk Premia | Fixed Income | Commodities | Volatility | ESG | Machine Learning

The premier institutional investing conference covering the evolution of systematic investing featuring the latest strategies, portfolio construction techniques and innovations across asset classes and markets both locally and globally. Speakers, ranging from pension funds to asset managers to hedge funds, across the globe. The conference will feature thoughtleaders from countries including China, Australia, Denmark, Sweden, Netherlands, France, U.K., Japan and Singapore. The conference will cover the full breadth of systematic strategies being applied by institutional investors in Asia and across the globe, including multi-asset solutions, alternative risk premia, fixed income, commodities, volatility, ESG / SRI, as well as the use of machine learning and alternative data. This conference will allow local investors and international investors to network, share approaches to portfolio construction and portfolio management, profile areas of innovation as well as how they are seeking to increasingly diversify their portfolios.

Day 1 – October 16, 2019

9:00am – 12:00pm: The CBOE Volatility Trading MasterClass

A private, educational forum for Asia Pacific institutional investors interested and/or active in derivatives, options and quantitative investment strategies.

The Session Will Feature:

Two sessions featuring presentations and panel discussions on options and volatility strategies in the context of institutional portfolio management.

Investors Will Receive:

Certification, volatility investing educational material & case studies

Main Conference

12:50pm: MC Introductory Remarks

Sharon Ang, head of Asia Pacific, Cboe Global Markets

1:00pm: Why China Is Worth The Prize – Data, Liquidity, Trading & Regulation

Moderator: Lu Sun, china strategist, Citigroup

Panelists: Lin Ning, head & managing director, CICC Hong Kong Asset Management

Other panelists to be confirmed

1:45pm: Academic Keynote: Speculation, Sentiment & Rates

Professor Andrea Buraschi, chair in finance, Imperial College London

2:25pm: Solutions & Strategy Address: Tactical Opportunities Across Asia Pacific Markets

Bharat Sachanandani, head of flow strategy and solutions, Asia Pacific, at Société Générale

3:10pm: Networking Coffee Break

3:50pm: Optimization Innovation: Extracting Correlation Risk Premium Through Dispersion

Stephen Crewe, director & portfolio manager, Fulcrum Asset Management

4:15pm: [Academic Session – To Be Announced]

Speaker To Be Announced

4:40pm: Portfolio Manager Perspectives: The Best Charts of the Year

Moderator: Antoine Segaud, director, BNP Paribas

Panelists: El Mehdi Benhmade, portfolio manager, Capula Investment Management

Benjamin Clerget, associate partner & CIO Global Derivatives Opportunity Fund, BTG Pactual

5:30pm: Networking Cocktail Reception, sponsored by Optiver

Day Two, October 17

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

8:45am: The Institutional Quantitative Evolution: From Factors To Machine Learning

Robert McGlinchey, director & co-founder, EQDerivatives & machineByte

9:00am: Morning MC Introductory Remarks

Tom McCourt, global head of equity index products, CME Group

9:10am: From Emerging To Developed Asia: Accessing Value In Cross-Asset APAC Markets

Moderator: Michael Syn, head of derivatives, Singapore Exchange

Panelists: Eddie Ng, portfolio manager & head of quantitative strategies, EIP Alpha Limited

Bill Sarran,distribution and relationship manager, Asia derivatives, Optiver

Govert Heijboer, co-CIO, True Partner

Jianbin Xiao, quantitative commodity trading, Olam

9:50am: Accessing China Through Diversified Quant Strategies

Stephane Goursat, head of investment solutions sales, Asia Pacific, Global Markets, Credit Suisse

Jason Hsu, chief investment officer, Rayliant Global Advisors

10:30am: Networking Coffee Break

11:00am: Institutional Investor Case Study: A Scandinavian Pension Fund Approach To Overlays

Henrik Stig Eybye Nordestgaard, chief portfolio manager - liquid overlay, PFA

11:35am: A Macro Approach To Alternative Risk Premia

Yun Li, quantitative investment director, investment innovation, Aberdeen Standard Investments

12:10pm: Overcoming Implementation Challenges In Fixed Income & Commodity ARP Strategies

[Asset Manager – awaiting compliance approval]

12:45pm: Lunch

1:45pm: Afternoon MC Introductory Remarks

Mezhgan Qabool, senior vice president, sales and business development APAC, Eurex

1:50pm: Alternative Risk Premia Implementation In Fixed Income, Currencies & Commodities

Moderator: Pete Fung, managing director, Citigroup

Panelists: Lieke van der Horst, senior portfolio manager, APG Asset Management

Rasmus Højgaard Frederiksen, portfolio manager, PKA

Allison Miller, assistant portfolio manager, quant, VFMC [Awaiting Approval]

*** Citi to confirm additional panelist for the session ****

2:35pm: Institutional Investor Case Study: Integrating ESG Factors Across Asset Classes

Tomas Morsing, head of quantitative strategies, AP2

3:00pm: Networking Coffee Break

3:20pm: Keynote Address – Microstructure in The Machine Age

Marcos López de Prado, former head of machine learning, AQR

4:00pm: The Evolution of Multi-Asset Allocation Techniques Using Deep Learning

Moderator & Presenter: Julien Turc, head of the QIS Lab, BNP Paribas

Panelists: Ni Chen, investment manager, China Minsheng Bank

Chak Wong, head of quantitative investments, Ping An

Marcos López de Prado, former head of machine learning, AQR

[Speaker Awaiting Compliance Approval]

4:45pm: Conference Ends

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.