Asia EQD 2019
in coordination with Cboe
Multi-Asset | Risk Premia | Fixed Income | Commodities | Volatility | ESG | Currencies | Global Macro | Machine Learning | Data Science
The 4th annual Asia EQD – The Systematic Investing Forum – will take place at The Ritz Carlton Hong Kong on October 16-17, 2019. Asia EQD is 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.
For speaker enquiries, email Robert McGlinchey: firstname.lastname@example.org
For sponsorship enquiries, email Pete Juncaj: email@example.com.
Day One – Wednesday, October 16
Pre-Event Session - Morning
9:00am – 12:00pm: The Cboe Volatility Trading Master Class
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 - Afternoon
12:00pm: Registration Opens
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
Bwochau Fu, CIO – fixed income, CICC HK Asset Management
SHI Zheng, Equity CIO, ICBC Credit Suisse Asset Management
1:45pm: Academic Keynote: Speculation, Sentiment & Rates
Professor Andrea Buraschi, chair in finance, Imperial College London
2:25pm: Tactical Opportunities Across Asia Pacific Markets
Bharat Sachanandani, head of flow strategy and solutions, Asia Pacific, Société Générale
3:10pm: Networking Coffee Break sponsored by imc
3:50pm: Portfolio Manager Perspectives: The Best Charts of the Year
Moderator: Antoine Segaud, director, equity & commodity derivatives group, BNP Paribas
El Mehdi Benhmade, portfolio manager, Capula Investment Management
Benjamin Clerget, associate partner & CIO Global Derivatives Opportunity Fund, BTG Pactuals
Yann Le Her, senior portfolio manager, LFIS
Siu Taur Pang, trader, D.E. Shaw
4:35pm: Accessing China Through Diversified Quant Strategies
Joel Coverdale, Axiom
Stephane Goursat, head of investment solutions sales, Asia Pacific, Global Markets, Credit Suisse
Jason Hsu, chief investment officer, Rayliant Global Advisors
Chintan Parikh, HOLT, Credit Suisse
5:05m: Extracting Correlation Risk Premium Through Dispersion
Stephen Crewe, director & portfolio manager, Fulcrum Asset Management
5:30pm: Networking Cocktail Reception, sponsored by Optiver
Day Two - Thursday, October 17
7:45am: Networking Breakfast
8:45am: The Institutional Quantitative Evolution: From Factors To Machine Learning
Robert McGlinchey, director & co-founder, EQDerivatives & machineByte
9:00am: Morning MC Introductory Remarks
Tim McCourt, global head of equity index products, CME Group
9:10am: From Emerging To Developed Asia: Accessing Value In Cross-Asset APAC Markets
Moderator: To be announced
Tobias Bland, CEO, EIP Alpha Ltd.
Bliss Chang, assistant vice president, derivatives, Singapore Exchange
Bill Sarran, distribution and relationship manager, Asia derivatives, Optiver
Jianbin Xiao, quantitative commodity trading, Olam
9:50am: Overcoming Implementation Challenges In Fixed Income & Commodity ARP Strategies
Luc Dumontier, Head of Factor Investing and Senior Portfolio Manager, LFIS
10:30am: Networking Coffee Break sponsored by FTSE Russell
11:00am: Keynote Address – Machine Learning Asset Allocation
Marcos López de Prado, former head of machine learning, AQR
11:40am: The Evolution of Multi-Asset Allocation Techniques Using Deep Learning
Moderator & Presenter: Julien Turc, head of the QIS Lab, BNP Paribas
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
Ahcene Gareche, head of quantitative strategies, AXA IM Chorus
1:30pm: Afternoon MC Introductory Remarks
Mezhgan Qabool, senior vice president, sales and business development APAC, Eurex
1:40pm: Alternative Risk Premia Implementation In Fixed Income, Currencies & Commodities
Moderator: Pete Fung, managing director, Citigroup
Lieke van der Horst, senior portfolio manager, APG Asset Management
Rasmus Højgaard Frederiksen, portfolio manager, PKA
APAC investor speakers to be announced
2:25pm: A Macro Approach To Alternative Risk Premia
Yun Li, quantitative investment director, investment innovation, Aberdeen Standard Investment
3:00pm: Networking Coffee Break
3:25pm: Institutional Investor Case Study: A Scandinavian Pension Fund Approach To Overlays
Henrik Stig Eybye Nordestgaard, chief portfolio manager - liquid overlay, PFA
4:00pm: Institutional Investor Case Study: Integrating ESG Factors Across Asset Classes
Tomas Morsing, head of quantitative strategies, AP2
4:30pm: Conference Ends
Marcos López de Prado
Professor Andrea Buraschi
Marcos López de Prado has over 20 years of experience developing investment strategies with the help of machine learning algorithms and supercomputers. He has recently sold his patents to AQR Capital Management, where he was a principal and AQR’s first head of machine learning. Marcos also founded and led Guggenheim Partners’ Quantitative Investment Strategies business, where he developed high-capacity investment algorithms that consistently delivered superior risk-adjusted returns, receiving up to $13 billion in assets. Concurrently with the management of investments, between 2011 and 2018 Marcos was a research fellow at Lawrence Berkeley National Laboratory (U.S. Department of Energy, Office of Science). He has published dozens of scientific articles on machine learning and supercomputing in the leading academic journals, and SSRN ranks him as the most-read author in economics.
Professor Andrea Buraschi’s research interests are in the fields of Financial Economics, Asset Pricing and Derivatives, and Financial Econometrics. Professor Buraschi has previously held roles at The University of Chicago Booth School of Business as a Visiting Professor of Finance (2011 - 2013), where he taught in the MBA and Executive MBA Program. Earlier he has been at London Business School and Columbia University. He earned his PhD from The University of Chicago specializing in Financial Economics and Econometrics. His research interests encompass five key areas: Economic Uncertainty and Differences in Beliefs, Term Structure, Monetary Policy and Derivative Markets, Hedge Fund Performance and Shadow Banking, General Equilibrium, Networks, and Asset Pricing, and Portfolio Management.
Download the full 2019 agenda here.
Register for the 2019 conference here. The deadline to register is October 1, 2019.
Asset owners and managers should contact Pete Juncaj for special rates at firstname.lastname@example.org.
Rooms are available at the Ritz Hong Kong for non-local participants until 24 September 2019. Click here to secure your booking. EQDerivatives cannot guarantee room rates or availability after the deadline.