
Agenda
Registration Opens and Opening Coffee Break
EQDerivatives Opening Remarks
Faizah Choudhury, head of investor content strategy, EQDerivatives
Laura Lalinde, chief executive officer, EQDerivatives
Welcome Address
Michael Steliaros, global head of equity portfolio engineering and trading, Abu Dhabi Investment Authority (ADIA)
Through The Lens Of HKEX — Unlocking Asia And The Middle East's Growth Potential
Brian Roberts, managing director, head of equity product development, HKEX
Quantitative Equities: From ‘Factor Dispersion’ To ‘Elevating Equity Strategies: Driving Performance With Active Extensions’
Moderator: Daniel Giamouridis, co-editor, Financial Analysts Journal
Presenters:
- Grigory Vilkov, professor of finance, Frankfurt School of Finance and Management
- Fanesca Young, director, equity portfolio management, Acadian Asset Management
Networking Break And Private Meetings
Quantitative Fixed Income: ‘The Quant Credit Question: Are We Fooling Ourselves?’ And ‘Pricing And Constructing International Government Bond Portfolios’
Moderator: Bernd Scherer, head of quantitative portfolio management, Abu Dhabi Investment Authority (ADIA)
Presenters:
- Robert Lam, co-head of credit, Man Numeric
- Josef Zechner, professor of finance and investment, WU Vienna University of Economics and Business
Inconsistency Of The Capital Asset Pricing Model In A Multi-Currency Environment
Khalifa Al-Thani, associate director, investment strategy, Qatar Investment Authority
Dr. Domenico Mignacca, executive director of investment risk investment strategy, Qatar Investment Authority
Academic Keynote: Active Vs. Passive —Tracking The Chameleon
Dr. Eric Sorensen, president and chief executive officer, PanAgora Asset Management
Networking Lunch
Rebalancing And Total Portfolio Management
- Redouane Elkamhi, professor of finance, Rotman School of Management, University of Toronto
- Jacky Lee, senior managing director and head, total portfolio group, Healthcare of Ontario Pension Plan (HOOPP)
Navigating Liquid Markets — Building And Managing A Levered Multi-Asset Portfolio
Christian Kjaer, senior vice president, head of liquid markets, ATP
Risk Management In Portfolio Construction
David Dredge, chief executive officer, Convex Strategies
Opportunities In U.S. Markets, How Market Makers Have Improved Liquidity
Jason Roelke, head of institutional equity derivatives sales, Citadel Securities
David Silber, head of institutional equity derivatives , Citadel Securities
Networking Coffee Break
Monetizing Opportunities Across The Volatility Ecosystem
Moderator: Kristin Boyd, vice president, head of global derivatives sales, Cboe Global Markets
Panelists:
- Will Bartlett, chief executive officer, Parallax Volatility Advisers
- Michele Cancelli, managing director, global head of QIS Trading and structuring, Citi
- Jeroen Kruk, head of global macro trading, Optiver
- Mudit Mehta, senior portfolio manager, Millenium
Commodity Investing — Achieving Diversification Against Traditional QIS Strategies
Stefan Ask, portfolio manager, systematic commodities, Teal Rock Asset Management
Pravin Chandrasekaran, director, AiLA Indices
The Evolution Of Futures Markets
Moderator: George Hanna, chief investment officer, Al Ramz
Panelists:
- Jamie Lear, director, Dubai Mercantile Exchange (DME)
- Paul Woolman, managing director and global head of equity index products, CME Group
Portfolio Construction Through The Lens Of Systematic Implementation
Moderator: Faheem Osman, managing director – global head of QIS structuring, Macquarie
Panelists:
- Hashim Kudsi, managing partner, Liwa Capital Advisors
- Tammam Mouakhar, director of total portfolio solutions, GIC
- Shawn Wishmeier, chief investment officer, Margaret A. Cargill Philanthropies
Closing Remarks
Michael Steliaros, global head of equity portfolio engineering and trading, Abu Dhabi Investment Authority (ADIA)
Networking Reception
Event Concludes

Investor EQD - Abu Dhabi 2024 is a unique gathering of institutional investors active in multi-asset, quantitative and absolute return strategies.
Attendees will have the opportunity to hear the latest academic and practitioner approaches in quantitative research while also networking with leading asset allocator professionals from regional and international pensions, sovereign wealth funds, asset managers, family offices and private banks.
Featured Speakers
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