Global EQD 2018
Las Vegas
Agenda
Select day:
Buyside Only Session - The Evolution Of Risk Recycling Across The Investor Spectrum
Presenters:
- Michele Cancelli, director, global head of product development, Citi
- Christophe Pochart, co-head NAM equity derivatives sales, head of multi-asset group, Citi
- Robert Smolen, head of exotics and global hybrids trading, Citi
Opening Address
Garrett DeSimone, quantitative research, OptionMetrics
X-Asset Tipping Points - Focusing On The Impact Of Interest Rate Levels On X-Asset Vols
Presenter: Andrew Scott, head of flow strategy and solutions, Societe Generale
The February Vol Spike - A Warmup Act To The Global Vol Short Unwind
Moderator: Jared Dillian, editor, The Daily Dirtnap
Panelists:
- Christopher Cole, founder and CIO, Artemis Capital Management
- Michael Green, portfolio manager, Thiel Macro
- Matt Rowe, CIO, Headwaters Solutions
Networking Coffee Break Sponsored By f(t) Options
The Exchange Perspective - Developments In Listed Solutions
Moderator: Rob Hocking, global head of volatility trading, DRW Holdings
Panelists:
- Markus-Alexander Flesch, global head of equity and index sales, Eurex
- Tim McCourt, global head of equity products, CME Group
- Paul Stephens, global head of product advancement, Cboe Global Markets
Machine Learning And AI: Paving The Way For The Future Of Asset Management
Presenter: Julien Turc, head of quantitative investment strategies lab, BNP Paribas
Coffee Break Sponsored By Credit Suisse
Leaders In Volatility Portfolio Management - Opportunities Ahead
Moderator: Megan Morgan, head of equity and index sales, Eurex
Panelists:
- Benn Eifert, CIO, QVR Advisers
- Naren Karaman, portfolio manager, Millennium management
- Vishnu Kurella, associate poartner Caxton Associates
- Pierre de Saab, partner, Dominice & Co.
- Pav Sethi, founder and CEO, Gladius Capital Management
Cocktail Reception Sponsored By Optiver
Breakfast Sponsored by Eurex
EQDerivatives Research - Mapping Volatility And Alternative Risk Premia
Peter Thompson, president and co-founder, EQDerivatives
Pat Fay, head of research, EQDerivatives
Keynote Address: The Markets Through The Lenses Of Game Theory
W. Ben Hunt, chief investment strategist, Salient Partners
Forecasting The Distribution Of Option Returns
Roni Israelov, principal, AQR Capital Management
Fireside Chat - Evolution Of Option Strategy Allocations
Moderator: Scott Maidel, director – institutional solutions, Gladius Capital Management
- Paul Johnson, elected board member, SURS
- Neil Rue, managing director, Pension Consulting Alliance
Refresh And Recharge Break Sponsored By HSBC
Alternative Risk Premia - Looking Beyond Equity Replacement
Moderator: Francisco Blanch, head of commodities and derivatives research, Bank of America Merrill Lynch
Panelists:
- Nicholas Johnson, head of quantitative investment strategies, PIMCO
- Kazuhiro Shimbo, CIO, Mizuho Alternative Investment
- Gustavo Soares, asset allocation Team, BWGI
Evolving Strategy And Portfolio Construction in Systematic Crisis Alpha
Presenter: Devin Anderson, managing director, Deutsche Bank
Finding Value In Cross-Asset Factors
Presenter: David Jessop, global head of quantitative research, UBS
Enabling Active, Non-Discretionary Strategies with Options Artificial Intelligence
Introduction: Chris Cook, equity derivatives structuring, UBS
Presenter: Gideon Agar, CEO, Tradelegs
Lunch Break Sponsored By Natixis
The Many Colours Of CAPE
Presenter: Farouk Jivraj, head of investment strategies research, Barclays
Lost In Translation - Same Trade, Different Stories
Presenter: Maarten Nederlof, founding partner, CEO and CIO, RPI
Francois Gagnon, managing director of investments, University of Michigan
Coffee Break Sponsored By FTSE Russell
Alternative Risk Premia - Strategy Selection And Portfolio Construction
Presenters: Simon Henniaux, multi-asset structuring, Citigroup
Spencer Ogden, portfolio manager, K2 Advisers
Leaders In Alternative Risk Premia: Challenges And Opportunities Ahead
Moderator: Mike Clark, managing director, Societe Generale
Panelists:
- Mohan Balachandran, senior managing director of asset allocation, TRS
- Julio Delgado, chief investment strategist, American Red Cross
- Russell Korgaonkar, director of investment Strategies, Man Group
- Bill Park, head of investment risk, alternative investment solutions, UBS
- Dan Scholz, director of investment strategies, NISA Investment Advisors
Conference Concludes
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