Agenda

Select day:
8:30 am

Registration Opens

8:30 am

Gourmet Coffee Reception sponsored by ASX

9:00 am

EQDerivatives Opening Remarks

Robert McGlinchey, managing director and co-founder, EQDerivatives

9:05 am

Global Economic And Market Outlook

Ric Deverell, chief economist and head of net zero, Macquarie Group

9:30 am

Factor Based Approach To Portfolio Management: A Playbook

Redouane Elkamhi, professor of finance, Rotman School of Management, University of Toronto
Marco Salerno, principal, total portfolio, Healthcare Of Ontario Pension Plan (HOOPP)

10:10 am

How Index Evolution Propels Further Growth Of Derivatives

Jason Ye, head of strategy and thematic indices, APAC, S&P Dow Jones Indices

10:30 am

Gourmet Coffee Reception sponsored by ASX

11:00 am

Balancing Risk And Reward: Diversification And Alpha In China

Moderator: Robert McGlinchey, managing director and co-founder, EQDerivatives

Panelists:
Satyan Patel, head of buyside, HKEX
Andrew Woo, senior portfolio analyst, public markets, Australian Retirement Trust

11:25 am

Differentiated Dispersion Strategies For A New Macro Regime

Dr.Miao-dan Wu, founder and chief investment officer, Bach Option

11:45 am

Monetizing Dislocations And Avoiding Hedging Pitfalls

Moderator:  Paul Woolman, global head of equity products, CME Group

Panelists:

  • Thomas Ciszewski, lead portfolio manager for alternative duration strategies, Trovio Capital Management
  • Karinvir Gill, senior trader, Optiver
  • Victor Huang, principal and head of investment solutions Asia-Pacific, Milliman
12:30 pm

Networking Lunch

1:30 pm

Carry To Trend: Finding Pockets Of Opportunity In Quantitative Investing

Moderator: Pierre Trecourt, co-founder, PremiaLab

Panelists:

  • Josh Heller, head of solutions, Challenger
  • Justin Lo, portfolio manager, Australian Retirement Trust
  • Faheem Osman, managing director and global head of QIS structuring, Macquarie
2:10 pm

Fireside Chat – Institutional vs. Private Wealth: Approaches In Multi-Asset, Risk Management And Portfolio Diversification

Moderator: Scott Pappas, senior portfolio manager, Queensland Investment Corporation

Panelists:

  • Darren Beesley, head of portfolio management, Evidentia Group
  • Henry Trinh, associate portfolio manager, income and markets, Aware Super

 

 

2:40 pm

Advances In The Construction Of ESG Integrated Portfolios

Moderator: Dianna Enlund, ESG solutions director, S&P Global Sustainable1

Panelists:

  • Elfreda Jonker, client portfolio manager, Alphinity Investment Management
  • Charlotte O’Meare, senior ESG specialist, Challenger Limited
3:15 pm

Machine Learning And Portfolio Optimization

Haifeng You, professor of accounting and director of center for securities analysis with financial technology, Hong Kong University Of Science And Technology and professor in residence, Tsinghua University

3:35 pm

Networking Coffee Break

4:15 pm

Fireside Chat – From Academic To Practitioner: Applications Of Machine Learning In Investment Management

Michael Kollo, chief executive officer, co-founder, Evolved Reasoning

Haifeng You, professor of accounting and director of center for securities analysis with financial technology, Hong Kong University Of Science And Technology and professor in residence, Tsinghua University

4:30 pm

Portfolio Construction And The New Regime

Moderator: Marc Perrigault, senior structurer, Bank of America

Panelists:

  • Tanuj Dutt, portfolio manager and head, AlphaScale, Systematic Investment Group, GIC
  • Luke Galloway, general manager of strategic tilting, HESTA
  • Michael Winchester, head of investment strategy, Aware Super
  • Charles Wu, chief investment officer, State Super
5:15 pm

EQDerivatives Closing Remarks

Robert McGlinchey, managing director and co-founder, EQDerivatives

5:20 pm

Networking Reception

6:30 pm

Australia EQD 2023 Concludes

Australia EQD 2023

Australia EQD is the leading institutional event in Oceania dedicated to all facets of innovation in portfolio construction and quantitative investing, incorporating volatility and derivatives trading, ESG, risk management and alternative assets, among other areas.

Australia EQD is the leading institutional event in Oceania dedicated to all facets of innovation in portfolio construction and quantitative investing, incorporating volatility and derivatives trading, ESG, risk management and alternative assets, among other areas.

The 5th annual Australia EQD will bring together Australian and New Zealand superannuation funds and consultants with international investors and managers in person to share best practices, to learn of the latest investment techniques and how to monetize market opportunities across asset classes.

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