Australia EQD

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The third annual Australia EQD will be held at the Park Hyatt Hotel Melbourne on March 24-25, 2020, featuring Australian superannuation funds, overseas investors, asset managers and sellside counterparties coming together to share the latest thinking in systematic investing, alternative risk premia, volatility as well as to connect with their peers. 

This is an intensive two-day event that will cover the latest developments in cross-asset volatility, ARP, machine learning in quantitative investment management and environmental, sustainable and governance investing from the perspectives of traders, portfolio managers and asset allocators based around the world.

Australia is a natural venue for a systematic investing focused conference, with the fourth largest pool of pension fund assets in the world active across multiple markets and strategies. The asset growth and sheer size of the superannuation funds are driving them to look at areas such as ESG/SRI to optimize returns along with systematic strategies across asset classes to diversify, generate yield and hedge risk.

Australia EQD 2019

The second annual Australia EQD was held at the Park Hyatt Hotel Melbourne over March 19 and 20 2019, featuring an array of Australian superannuation funds, overseas investors, asset managers and sellside counterparties coming together to share the latest thinking in alternative risk premia, volatility investing and to connect with their peers. 

This was an intensive two-day event that covered 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 around the world. The agenda can be found below:

March 19, 2019, Day 1

1pm-1:05pm: Introduction & Welcome

Daniel O’Leary, head of APAC, EQDerivatives

1:05-1:45pm: Day One Keynote: Volatility and the Allegory of the Eagle and Serpent

Chris Cole, founder, Artemis Capital Management

1:45-2:30pm: Themes In Volatility – Portfolio Manager Outlook For 2019

Moderator: Shane Carroll, head of equity derivative strategy, UBS

Matt Rowe, cio, Headwaters Solutions

Chris Cole, founder, Artemis

Nancy Davis, managing partner & cio, Quadratic

2:30-3pm: Coffee & Tea break

3pm-3:20pm: Eurex Exchange-Traded Products Update

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

3:20-4:05pm: Using Deep Learning & Alternative Data In Systematic Strategies

Moderator: Charles Wu, deputy cio and GM DC investments, State Super

Julien Turc, head of QIS Labs, BNP Paribas

Michael Kollo, general manager - quantitative solutions and risk, HESTA

4:05-4:50pm: Deploying Risk Premia in a World of Macro Uncertainty

Moderator: Chiente Hsu, quantitative investment strategy, Morgan Stanley

Megan Ford, director of equities, Future Fund

Allison Miller, assistant portfolio manager, quant, VFMC

Joan Lee, multi-asset portfolio manager, senior vice president, Unigestion

5pm: Cocktail Reception, Sponsored by Unigestion

March 20, 2019, Day 2

7:45-9:00am: Buffet Breakfast Reception

9:00-9:30am: A Scandi Pension Fund Approach To Overlay

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

9:30-10:15am: Fireside Chat: Mitigating Drawdowns In The Aftermath Of 2018

Paul Winter, Head of Quantitative Research, Asia Pacific, UBS

Imene Moussa, executive director, UBS

Josh Heller, co-head investment solutions, Challenger

10:15-10:45am: Keynote: ARP: A Macro Risk-Based Allocation Framework

Joan Lee, multi-asset portfolio manager,senior vice president, Unigestion

10:45-11:00am: Coffee & Tea Break

11:00-11:30am: Controlling ARP Sub Components To Match Allocation & Risk

Max Townshend, head of portfolio construction, Local Pension Partnership

11:30am-12:10pm: Portfolio Positioning In An Overheated Economy

Nancy Davis, Quadratic

Alexson Lee, portfolio manager, AMP Capital

David O’Sullivan, ceo, BUSSQ

12:10-12:35pm: What It Takes To Own Volatility Risk Premia

David Iverson, head of asset allocation, NZ Super Fund

12:35-1:35pm: Conference Lunch

1:35-2:10pm: Reflections & Outlook: Ensuring ARP Is Truly A Diversified Solution

Julien Turc, head of QIS Labs, BNP Paribas

2:10-2:50pm: Risk Aware Portfolio Construction And The Benefits of Using CVAR

Deepak Maharaj, executive director, equity derivatives structuring, J.P.Morgan

2:50-3:15pm: Quant address: The Market in Mainland China and Beyond

Qilong Zhang, CICC HK AM

3:15-3:30pm: Coffee & Tea Break

3:30-4:10pm: Equity Factor Investment – The Importance of Data

Clement Florentin, director - APAC head of solutions structuring, Credit Suisse

Scott Chessum, director, head of HOLT Australia, Credit Suisse

4:10-4:50pm: Asset Allocation 2.0 – Using Derivatives to Manage Exposures

John Burke, co-head investment solutions, Challenger

Rennie Greig, Senior Investment Analyst, Portfolio Execution, Cbus 

Charles Wu, deputy cio and GM DC investments, State Super

4:50pm Coffee & Tea - Conference Concludes

With Global EQD ( www.eqderivatives.com/global-eqd), Europe EQD (www.eqderivatives.com/europe-eqd) and Asia EQD (www.eqderivatives.com/asia-eqd), EQDerivatives is the leading platform provider of views and strategies from the leading thinkers in ARP and volatility strategies.

Sponsorship for 2020

For more information on sponsorship, contact Daniel O’Leary in Sydney: oleary@eqderivatives.com or Pete Juncaj in New York: juncaj@eqderivatives.com

2019 Sponsors

Platinum Sponsors


  

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Gold Sponsors

        

         

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Program Sponsors


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