Australia EQD Coming To Melbourne

head to agenda page to see 2018's program

The second annual Australia EQD will be 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 is an intensive two-day event that will cover 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: Keynote: Volatility and the Allegory of the Eagle and SerpentChris Cole, founder, Artemis Capital Management

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

Matt Rowe, cio, Headwaters Solutions

Chris Cole, founder, Artemis

Nancy Davis, managing partner & cio, Quadratic

Moderator: UBS speaker TBC

2:30-3pm: Coffee & Tea break

3pm-3:30pm: Global Listed Vol – Access, Products, Liquidity

Panelists: Eurex, CME speakers TBC

Moderator: Georgia Reynolds, senior reporter, EQDerivatives

3:30-4:30pm: Using Deep Learning & Alternative Data In Systematic Strategies

Presenter: Julien Turc, head of QIS Labs, BNP Paribas

Co-presenters TBC

4:30-6pm: Networking Cocktail Reception

March 20, 2019, Day 2

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

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

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

9:30-10:15am: Mitigating Drawdowns/Portfolio Convexity With Options

Moderator: UBS speaker TBC

Panelists: TBC

10:15-10:45am: Controlling ARP Sub Components To Match Allocation & Risk

Max Townshend, head of portfolio construction, Local Pension Partnership

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

11-11:45am: Portfolio Positioning In An Overheated Economy

Nancy Davis, Quadratic

Further speakers TBC

11:45-12:30pm: Reflections & Outlook: Ensuring ARP Is Truly A Diversified Solution

Moderator: BNP speaker TBC

Panel: Local & int’l asset owners TBC

12:30-1:30pm: Conference Lunch

1:30-2pm: Quant address: The market in mainland China and beyond

Qilong Zhang, CICC HK AM

2:00-2:45pm: Portfolio Construction & Optimal Hedges

JPMorgan Quant Research Team speaker TBC

2:45-3:30pm: Credit Suisse-Led Session

Speaker TBC

3:30-4:15pm: Macro Meets Machine Learning

Chiente Hsu, quantitative investment strategy, Morgan Stanley

4:15pm 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

Contact EQDerivatives President Peter Thompson at  thompson@eqderivatives.com or Head of APAC Daniel O'Leary at oleary@eqderivatives.com for Australia EQD 2019 sponsorship opportunities.

2019 

Registration

Asset owner registration may be completed here

Asset manager registration may be completed here

Platinum Sponsors


  

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Gold Sponsors

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