Agenda

Select day:
8:30 am

Registration Opens and Opening Coffee Break

9:00 am

EQDerivatives Opening Remarks

Faizah Choudhury, head of investor content strategy, EQDerivatives

Laura Lalinde, chief executive officer, EQDerivatives

9:05 am

Welcome Address

Michael Steliaros, global head of equity portfolio engineering and trading, Abu Dhabi Investment Authority (ADIA)

9:15 am

Through The Lens Of HKEX — Unlocking Asia And The Middle East's Growth Potential

Brian Roberts, managing director, head of equity product development, HKEX

9:35 am

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
10:20 am

Networking Break And Private Meetings

10:45 am

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

 

11:35 am

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

12:00 pm

Academic Keynote: Active Vs. Passive —Tracking The Chameleon

Dr. Eric Sorensen, president and chief executive officer, PanAgora Asset Management

12:25 pm

Networking Lunch

1:30 pm

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)
1:55 pm

Navigating Liquid Markets — Building And Managing A Levered Multi-Asset Portfolio

Christian Kjaer, senior vice president, head of liquid markets, ATP

2:20 pm

Risk Management In Portfolio Construction

David Dredge, chief executive officer, Convex Strategies

2:40 pm

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

3:00 pm

Networking Coffee Break

3:25 pm

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
4:15 pm

Commodity Investing — Achieving Diversification Against Traditional QIS Strategies

Stefan Ask, portfolio manager, systematic commodities, Teal Rock Asset Management 

Pravin Chandrasekaran, director, AiLA Indices

4:35 pm

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
5:05 pm

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

 

5:55 pm

Closing Remarks

Michael Steliaros, global head of equity portfolio engineering and trading, Abu Dhabi Investment Authority (ADIA)

6:00 pm

Networking Reception

7:00 pm

Event Concludes

POSTPONED Investor EQD - Abu Dhabi 2024

Investor EQD - Abu Dhabi 2024 is a unique gathering of institutional investors active in multi-asset, quantitative and absolute return strategies.

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.

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