Europe EQD

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Multi-Asset ¦ Risk Premia ¦ Volatility ¦ ESG ¦ Fixed Income ¦ Global Macro ¦ Alternatives

Europe EQD is the largest systematic investing forum for institutional investors in EMEA. Europe EQD allows asset managers, pension funds, sovereign wealth funds, insurers, family offices and private banks to network and connect with peers, to learn about the latest approaches to systematic investing across asset classes and markets, and to hear case studies on how investors seek to increasingly diversify their portfolios. The content at Europe EQD is shaped by the leading institutional investors and portfolio managers active in systematic investing.

The theme of Days 1 and 2 is diversified alternatives covering a broad range of topics. Speakers and panelists will provide case studies covering areas such as multi-asset investing, risk premia, volatility, fixed income, global macro as well as traditional alternatives such as commodities and private equity.

Day 3 is an institutional investor-only day covering the latest approaches in socially responsible investing and systematic ESG. During Day 3, investors will network and listen to case studies covering ESG implementation across asset classes, what challenges exist – data, monitoring, reporting, dialogue, implementation – and ultimately how SRI/ESG can be recognized as a driver of value. 

Europe EQD 2019

The 3rd annual Europe EQD – The Volatility & Alternative Risk Premia Forum – took place at the Hotel Arts in Barcelona on Jan. 28-29, 2019. This intensive two-day event 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 in the Americas, EMEA and Asia Pacific. More global institutional investors attended than in 2018. The agenda can be found below or viewed in PDF  here.

Keynote Speaker

Professor Michael Kearns, head of research in the AI Center of Excellence at Morgan Stanley & professor in the Computer and Information Science Department at the University of Pennsylvania


DAY 1: January 28, 2019

8:00am - 12:30pm

Private Buyside Meetings & Seminars

Main Conference

12:55am: Introduction & Welcome Remarks

Rob McGlinchey, director, EQDerivatives

1:00pm: After 2018, Is Machine Learning The Way Forward For Factor Investing

Sandrine Ungari, head of cross-asset quantitative research at Société Générale
Andrew Lapthorne, head of quantitative equity research, Société Générale

1:45pm: Keynote Session: In Conversation With Professor Michael Kearns 

Chiente Hsu, quantitative investment strategy, Morgan Stanley
Michael Kearns, AI Center of Excellence, Morgan Stanley

2:30pm: Multi-Asset Allocation Using Deep Learning 

Laurent Carlier, data scientist, BNP Paribas
Julien Turc, head of QIS Lab, BNP Paribas

3:15pm: Networking Break & Private Meetings

4:00pm: Volatility As An Asset Class In An Evolving Cycle 

Moderator: Tobie Duprey, equity derivatives sales, J.P.Morgan
Presenter: Rachid Alaoui, equity derivatives trading, J.P.Morgan
Panelists: Deepak Gulati, CEO, Argentière Capital | Angel Serrat, partner, Capula Investment Management | Sarah Dahan, partner, BlueMountain Capital Management | David Elms, head of diversified alternatives, Janus Henderson | Benjamin Clerget, partner, BTG Pactual 

4:50pm: Leaders In Exchange-Traded Solutions 

Moderator: Elinor Comlay, Editor-In-Chief, EQDerivatives
Panelists: Matt Riley, buyside engagement, Eurex | Rob Hocking, head of derivatives strategy, Cboe | Nicolas Bertrand, global head of derivatives and commodities, London Stock Exchange Group | Paul Woolman, head of EMEA Equity Products, CME Group Ulrich Stoof, EMEA product management for derivatives licensing and exchange relationships

5:30pm: Strategies For A Transitioning Vol Regime 

Moderator: Megan Morgan, head of sales, Eurex
Panelists: Matt Rowe, CIO, Headwaters Volatility | Natasha Sibley, portfolio manager, Janus Henderson | Mark Mehtonen, portfolio manager, Ilmarinen | Chris Rodarte, portfolio manager, Pine River Capital Management | Alfred Mallol, portfolio manager, BTG Pactual 

6:15pm: Networking Cocktail Reception

DAY 2: January 29, 2019

7:30am – 8:45am: Networking Breakfast 

8:45am: From Vol To QIS To Machine Learning

Peter Thompson, president, EQDerivatives

9:00am: Amplified Momentum

Garrett DeSimone, head of quantitative research, OptionMetrics 

9:30am: Lead Day 2 Session: Multi-Asset & Dynamic Portfolio Management 

Moderator: Delphine Limpalaër, head of U.K. flow sales, Société Générale
Panelists: Adam Rudd, portfolio manager, Aberdeen Standard Investment | Tatjana Xenia Puhan, head of multi-asset, Swiss Life AM | Michael Ho, global head of multi-asset & alternatives, Janus Henderson | Sunil Krishnan, head of multi-asset funds, Aviva Investors ¦ Julio Delgado, chief investment strategist, American Red Cross

10:15am: Transparency-Based Monitoring of Risk Premia Portfolios 

Alejandro Bonilla, head of LumRisk

10:35am: Coffee Break & Private Meetings 

11:15am: Alternative Risk Premia Portfolio Design: From Macro to Micro 

Farouk Jivraj, Head of QIS Research, Barclays 

11:55pm: Liquidity, Style Drift or Scale: Getting To Grips With ARPs Disperse Returns 

Moderator: Chiente Hsu, Morgan Stanley
Panelists: Lea Vaisalo, lead portfolio manager, Nordea | Laura de Frutos, portfolio manager, BBVA Asset Management | Joan Lee, portfolio manager, Unigestion | Leah Read, financial engineer, Janus Henderson 

12:55pm: Effective Risk Management Through Innovative Portfolio Construction 

Moderator: Shane Edwards, global head of equity derivatives, UBS
Panelists: Henrik Nordestgaard, chief portfolio manager, PFA | Achim Motamedi, fund manager, TAO Alternatives | Ryozo Ishikawa, director, Simplex Asset Management | Sebastian Rohm, senior portfolio manager, Union Investment | Renato Zaffuto, head of investments, Fideuram Investimenti SGR 

1:40pm: Lunch

2:40pm: The Opportunity Set In Fixed Income Risk Premia 

Tony Morris, head of quantitative research, Nomura 

3:20pm: Delivering Carry & Diversification With FICC Risk Premia 

Moderator: Michele Cancelli, Global Head of QIS Product Development, Citigroup

Panelists: Patrick Houweling, portfolio manager, Robeco | Jay Raol, director of quantitative research, Invesco | Lieke van der Horst, portfolio manager, APG Asset Management | Paolo Scripelliti, portfolio manager, GAM

4:10pm: Closing Address - Where Is Alt Risk Premia Heading In 2019? 

Pat Fay, head of research & consulting, EQDerivatives 

4:30pm: Conference Ends

Sponsorship for 2020

For more information on sponsorship, contact Pete Juncaj in New York:

2019 Sponsors



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Platinum Exchange Sponsor


Lead Asset Manager Sponsor


Lead Tech Sponsor 












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Exhibitor Sponsor

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Program Sponsors