Europe EQD 2019
The 3rd annual Europe EQD - Volatility & Alternative Risk Premia Forum, from EQDerivatives.
Agenda
Select day:
Alternative Perspectives On Risk Premia - The 2nd Annual Janus Henderson Investor Forum
A Networking Lunch Reception Follows Presentations
Strictly Invite Only For End-Investors
Introduction & Welcome Remarks
Rob McGlinchey, director, EQDerivatives
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
Keynote Session: In Conversation With Professor Michael Kearns
Chiente Hsu, quantitative investment strategy, Morgan Stanley
Michael Kearns, AI Center of Excellence, Morgan Stanley
Multi-Asset Allocation Using Deep Learning
Laurent Carlier, data scientist, BNP Paribas
Julien Turc, head of QIS Lab, BNP Paribas
Networking Break, Sponsored By Macquarie
Volatility As An Asset Class In An Evolving Cycle
Moderator: Tobie Duprey, equity derivatives sales, J.P.Morgan
Presenter: Rachid Alaoui, head of EMEA exotics and flow index 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
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, LSEG
Paul Woolman, head of EMEA Equity Products, CME Group
Ulrich Stoof, global head of index licensing for structured products, MSCI
Strategies For A Transitioning Vol Regime
Moderator: Megan Morgan, global 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
Networking Cocktail Reception, Sponsored By Optiver
Networking Breakfast, Sponsored By Morgan Stanley
From Vol To QIS To Machine Learning
Peter Thompson, president, EQDerivatives
Amplified Momentum
Garrett DeSimone, head of quantitative research, OptionMetrics
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 Investments
Tatjana Xenia Puhan, head of multi-asset, Swiss Life AM
Christian Kjaer, head of liquid markets, ATP
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
Transparency-Based Monitoring of Risk Premia Portfolios
Alejandro Bonilla, head of LumRisk
Networking Break, Sponsored By MSCI
Alternative Risk Premia Portfolio Design: From Macro to Micro
Farouk Jivraj, director in investment strategies origination, Barclays
Continuous Coffee and Refreshments, Sponsored By IMC
Liquidity, Style Drift Or Scale: Getting To Grips With ARPs Disperse Returns
Moderator: Chiente Hsu, Morgan Stanley
Presenter: Stephan Kessler, head of European QIS research, 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
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
Lunch, Sponsored By Eurex
The Opportunity Set In Fixed Income Risk Premia
Tony Morris, head of quantitative research, Nomura
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
Closing Address - Where Is Alt Risk Premia Heading In 2019?
Pat Fay, head of research & consulting, EQDerivatives
Conference Ends
The 3rd annual Europe EQD - Volatility & Alternative Risk Premia Forum, from EQDerivatives.
Europe EQD 2019 is a two-day event that will cover the latest developments
in alternative risk premia implementation, cross-asset volatility themes, macro
trends and machine learning in investment management. Sessions at the
conference will include the latest quantitative approaches to alternative
risk premia investing, volatility and ARP investor focused panels, overcoming
challenges with credit risk premia implementation and forecasting the
distribution of option returns, among other areas. Attendees at the event
include the leading pension funds, asset managers, hedge funds, insurers,
wealth managers, consultants and corporates active in alternative
investments and risk management globally.
Sponsored by
Platinum
Lead Asset Manager
Lead Tech Sponsor
Gold
Exhibitor
Coffee Break
Program
