Australia EQD 2018
Sydney
Agenda
Select day:
Opening Address: EQDerivatives Market Mapping - How Asset Owners Are Using Alternative Risk Premia Strategies
Peter Thompson, president and co-founder, EQDerivatives
Keynote Session: So Now What? Is This The End Of The Short Vol Trade?
Pav Sethi, founder and CEO, Galdius Capital Management
As51 Skew; Expensive Or Cheap? Practical Hedging Insights
Presenters: Pete Clarke, global head of equity derivatives strategy, UBS
Scott Stewart, portfolio manager, Perennial Investment Partners
Coffee Break
Volatility, Machine Learning, And The Alchemy Of Risk
Presenter: Christopher Cole, founder and CIO, Artemis Capital Management
Volatility Perspectives: Global Leaders In Cross-Asset Volatility Investing
Moderator: Alexander Staab, J.P. Morgan
Panelists:
- Will Bartlett, CEO, Parallax Volatility Advisers
- Christopher Cole, founder and CIO, Artemis Capital Management
- Alexis Maubourguet, senior portfolio manager, Argentiere Capital
- Michael Pollard, portfolio manager, Perennial Value Management
Alternative Perspectives; Commodities And Risk Premia
Presenters: John Fujiwara, portfolio manager – liquid alternatives, Janus Henderson Investors
Andrew Kaleel, co-head of global commodities and managed futures, Janus Henderson Investors
Cocktail Reception Sponsored By Parallax Volatility Advisers
Buffet Breakfast Reception Sponsored By Goldman Sachs
Opening Address: Trends In Institutional use Of Systematic Trading Strategies
Thomas Leake, head of systematic trading strategies, Goldman Sachs
A Modern Framework For Risk Premia Investing - Separating Fundamental, Behavioral And Structural Premia
Presenter: Kari Vatanen, head of cross-assets and allocation, Varma
Exploring ARP - The Antipodean Experience
Moderator: Sam Watkins, managing director, Goldman Sachs
Panelists:
- Joseph Cole, senior portfolio manager, QSuper
- David Iverson, head of asset allocation, NZ Super Fund
- Henry Zhang, senior investment analyst, First State Super Investment
Coffee Break
Fireside Chat: The Impact Of Demographic Changes On ARP Allocations
- Andrew Fisher, portfolio manager, Sunsuper
- Jose Mazoy, executive director – dynamic strategies, UBS
- Paul Winter, head of APAC quantitative research, UBS
Case Study: Implementing An Insurance Risk Premia Strategy
Presenter: Max Townshend, investment director – total return, LocalPensions Partnership
Lunch Break Sponsored By Goldman Sachs
Overcoming The Challenges Of Implementation
Moderator: Josh Heller, co-head of investment solutions, Challenger Investor Solutions
Panelists:
Chris Drew, investment manager. Australian Catholic Superannuation
Kevin Wong, investment manager, Sunsuper
Latest Developments, Challenges And Opportunities In The Use Of Alternative Risk Premia
Presenter: Arnaud Jobert, EMEA head of equity structuring, J.P. Morgan
Coffee Break
Deutsche Bank Presentation
Spyros Mesomeris, managing director- global head of quantitative and global investment solutions research, Deutsche Bank
The Melbourne View: Victorian Allocators Talk ARP
Moderator: Luke Galloway, Deutsche Bank
Panelists to be announced
Asset Manager Perspectives: The Outlook For Alternative Risk Premia
Panelists:
Gus Dhothar, chief investment officer, AHA Capital
Tanuj Dutt, senior portfolio manager, Nikko Asset Management
Conference Concludes
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