Agenda

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9:00 am

Registration Opens — Gourmet Coffee Break sponsored by Optiver

The registration desk will remain open throughout the entire conference.

9:30 am

Leaders In Volatility Portfolio Management - A Roundtable Discussion sponsored by Nasdaq

11:00 am

The Multi-Asset Investing Workshop sponsored by Eurex

12:30 pm

EQDerivatives Opening Remarks

Laura Lalinde, chief executive officer, EQDerivatives

12:35 pm

How The ‘greeks’ Can Help Portfolio Construction

Anthony Morris, global head of quantitative strategies, Nomura

1:00 pm

The CIO Perspective — Where Portfolio Construction Will Evolve In 2024

Moderator: Stephane Mattatia, managing director, global head of derivatives licensing and thematic indexes, MSCI

 

Panelists:

  • John Hydeskov, deputy chief investment officer, Velliv 
  • Tatjana Puhan, chief investment officer, Copernicus Wealth Management SA
  • Kari Vatanen, chief investment officer, Veritas Pension Insurance Company
1:45 pm

Exploring The Buyside Perspective On Equity Options

Joe Elmlinger, head of client solutions, Lake Hill Capital Management

Paul Woolman, executive director, global head of equity index products, CME Group

 

2:15 pm

How Positive Asymmetry Can Transform Your Portfolio

Julien Turc, head of the QIS lab, BNP Paribas

2:40 pm

Fireside Chat — US Markets And Executions Of Listed Options

  • Kristin Boyd, vice president, head of global derivatives sales, Cboe
  • Greg Ferrari, head of north american exchange trading, Nasdaq
  • Jason Roelke, head of institutional equity derivative sales, Citadel Securities
3:10 pm

Networking Coffee Break sponsored by Macquarie

3:45 pm

Looking Across The Multi-Asset Ecosystem — Allocation Drivers In 2024

Moderator: Benedict Redmond, head cross-asset QIS structuring EMEA, Barclays

 

Panelists:

  • Luiz Felix, global head of asset allocation, Santander Asset Management 
  • Varun Jain, global head of sales, MerQube
  • Florian Ielpo, head of macro and multi asset portfolio manager, Lombard Odier Investment Managers
  • Matthias Moch, head of asset allocation and treasury, SUVA
4:30 pm

Approaches To Tail Risk And Volatility Risk Premium In The Current Regime

Moderator: Kirt Bains, head of QIS client solutions, Société Générale

 

Panelists:

  • James Barty, director of investment strategy, Church Commissioners For England
  • Farouk Jivraj, portfolio manager and head of alternative risk premia, Fidelity Investments
  • Roxton McNeal, director, head of multi asset investment strategy and allocation, UPS Investment Trust
  • Sandrine Ungari, head of cross asset quantitative research, Société Générale
5:15 pm

0DTE, Dispersion And Hedging — Latest Approaches To Volatility Investing

Moderator: Rob Hocking, SVP, head of product innovation, CBOE

 

Panelist:

  • Alex Chatfield, senior trader, Optiver
  • Tim Edwards, managing director, global head of index investment strategy, S&P Dow Jones Indices
  • Alexis Maubourguet, lead portfolio manager, 1789 ADAPT
  • Peter Van Dooijeweert, head of defensive and tactical alpha, Man Solutions
6:00 pm

Networking Reception

7:30 pm

Day One Concludes

8:30 am

Registration Opens — Welcome Coffee

The registration desk will remain open throughout the entire conference.

9:05 pm

Capacity Of Systematic Corporate Bond Strategies

Robert Kosowski, professor of finance, Imperial College Business School

9:35 am

Monetizing Dislocation In Rates In An Evolving Inflationary Environment

Moderator: Lee Bartholomew, head of fixed income derivatives product R&D, Eurex

 

Panelists:

  • Oleg Gustap, rates portfolio manager, Pacific Asset Management
  • Jack Roberts, lead manager, Atlantic House Group
10:00 am

Networking Coffee Break sponsored by Deutsche Bank

10:35 am

Systematic Commodities — Diversification, Inflation And Protection

Moderator: Jigna Gibb, head of index products, commodities, Bloomberg

Panelists:

  • Marco Aiolfi, head of multi-asset, PGIM Quantitative Solutions
  • Gillis Björk Danielsen, expert portfolio manager, research lead, APG Netherlands
  • William Dorsey, portfolio manager, Schonfeld
  • Diego Parrilla, principal, 36 South Capital
11:20 am

Using Options to Gauge Expectations and To Target Outcomes

Christopher Jacobson, derivatives strategist, Susquehanna Financial Group

11:40 am

Dividends, Volatility And Relative Value In 2024

Moderator: Matthew Riley, equity and index sales EMEA, Eurex

Panelists:

  • Simon Lepine, senior portfolio manager, implied volatility strategies, LFIS Capital
  • Hassan Malongo, portfolio manager, Amundi
  • Bertrand Marchal, head of index exotics EMEA, JPMorgan
12:05 pm

Accessing Opportunities And Managing Risks In Asia Markets

Robert Newcombe, business development – equities, HKEX

12:35 pm

Lunch

1:45 pm

Discretionary Vs. Systematic — The Portfolio Construction Battle

Moderator: Alan Dunne, founder and chief executive officer, Archive Capital

 

Panelists:

  • Didier Anthamatten, head of macro discretionary and systematic strategies, Credit Suisse 
  • Irene Perdomo, co-head of systematic strategies, Ocean Leonid Investments
2:20 pm

Systematic Hedging Overlay — A Nordic P&C Insurance Case Study

Niels Christensen, founding partner, Alignment Capital Partners

Peter Possing Andersen, head of investments, Tryg Invest

2:45 pm

QIS — Technology And Innovation

Pierre Trecourt, co-founder, PremiaLab

3:05 pm

Quantitative Investing Leaders — Latest Trends And Opportunities In QIS

Moderator: Arnaud Jobert, managing director, co-head global strategic indices, JPMorgan

 

Panelists:

  • Wagner Dada, managing director, systematic strategies group, capital markets and factor investing, Canada Pension Plan Investment Board
  • Hao Li, multi-asset strategies, BlackRock 
  • Matt Talbert, director, multi-asset strategies, Teacher Retirement System of Texas
3:55 pm

EQDerivatives Closing Remarks

4:00 pm

Day Two Concludes

8:45 am

Registration Opens — Welcome Coffee

Attendance to Day Three is limited to institutional investors only. You must register to secure a spot in the room. This is a separate registration from the main programming on Day One and Day Two. All registrations are subject to approval.

9:25 am

EQDerivatives Welcome Remarks

Robert McGlinchey, co-founder, EQDerivatives

9:30 am

The Path Less Traveled — Investing Sustainably In Commodities And Government Bonds

Harry Moore, senior client portfolio manager, MAN AHL

10:00 am

Eurex ESG Index Derivatives: Navigating The Next Frontier

Dorte Carlsen, index and equity derivatives sales, nordics and UK, Eurex

Nico Langedijk, managing director, global strategic accounts, STOXX

10:30 am

Breaking ESG Out Of Adolescence — Intentions And Beliefs

Pierre Lenders, head of sustainability, CFM

11:00 am

Networking Coffee Break During Roundtable Discussion

At curated table discussions, institutional investor peers will tackle topics raised during the panel and presentation, exchange opinions and address questions submitted in advance of the event. Each table has a discussion leader.

11:35 am

The Voice Of The Asset Owner — ESG Investing

Arnold Gast, director of ESG research, Morningstar Indexes

12:05 pm

3D Investing: Jointly Optimizing Return, Risk, and Sustainability

Clint Howard, quant researcher, Robeco

12:30 pm

Systematic Investing And The Evolution Of The SRI Toolkit

Moderator: Nico Langedijk, managing director, global strategic accounts, STOXX

 

Panelists: 

  • Nelson Cabral, portfolio manager, DGAM
  • Anna Hawley, managing director and senior portfolio manager, BlackRock 
  • Erhard Radatz, global head of portfolio management, Invesco Quantitative Strategies
1:15 pm

EQDerivatives Closing Remarks

Kathrine Fiksdal, senior manager, content and investor relations, EQDerivatives

1:15 pm

Europe EQD 2024 Concludes

Europe EQD 2024

Europe EQD is the largest multi-asset, volatility and cross-asset systematic investing forum for institutional investors.
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Europe EQD is the largest multi-asset, volatility and cross-asset systematic investing forum for institutional investors.

The 7th annual Europe EQD event will feature exclusive presentations and panel discussions from leading researchers, portfolio managers and industry practitioners in quantitative strategies. The event also offers opportunities to meet institutional peers and share case studies, while learning about the latest innovations in portfolio diversification.

On day one and two, speakers and panelists will present and share perspectives across multi-asset investing, volatility, tactical asset allocation and global macro as well as the latest systematic approaches in alternatives, incorporating commodities and illiquid assets.

On day three, the Socially Responsible Investing Workshop will cover the latest approaches in sustainable investing and systematic ESG specific to derivatives, quantitative investing and ETFs. Attendees will hear the latest case studies covering ESG implementation across asset classes, how responsible investing is adding value, and how challenges surrounding data, monitoring, reporting, dialogue and implementation are being overcome. Attendance to the workshop is limited to institutional investors only.

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