Agenda

Select day:
10:00 am

Virtual Networking And Private Meetings

10:20 am

Welcome Remarks

Robert McGlinchey, co-founder, EQDerivatives

Andres Schmitz, EMEA co-head of global markets distribution, UBS

10:35 am

Beyond 2020: How Can QIS Address Evolving Portfolio Needs?

Spyros Mesomeris, global head of QIS structuring, UBS

11:15 am

Networking Break: Table Discussions

Seated around the tables, peers should discuss the questions raised during the presentation, exchange opinions and discuss questions submitted before the event by attendees. Please feel free to ask any questions, even if they are not provided. Each table has a discussion leader.

12:00 pm

Institutional Perspectives – Systematic Strategies And The Evolution Of Portfolio Construction

Moderator: Giulio Alfinito, EMEA head of QIS structuring, UBS

Panelists: 

  • Stephen Coltman, senior investment manager, Aberdeen Standard Investments
  • Carl Fredrik Pollack, senior portfolio manager, AP7
  • Laura de Frutos Sastre, head of alternative risk premia, BBVA Asset Management
  • Hannes Huett, executive director- quantitative strategies, UBS Global Wealth Management Chief Investment Office
1:00 pm

Networking Break

1:45 pm

Day 1 Concludes | The platform will remain open for networking until 2:30 pm

2:00 pm

Virtual Networking And Private Meetings

2:15 pm

Welcome Remarks

Robert McGlinchey, co-founder, EQDerivatives

Alexandrina Sapunova, global head of solutions trading, UBS

2:25 pm

Epsilon Theory Narrative Alpha: A Novel and Powerful Investment Factor

Ben Hunt, co-founder and partner, Second Foundation Partners

2:45 pm

Digitalization And Model Risk Management: An Asset Owner Perspective

Gerben De Zwart, managing director of quantitative strategies, APG

3:05 pm

Networking Break: Table Discussions

Seated around the tables, peers should discuss the questions raised during the presentation, exchange opinions and discuss questions submitted before the event by attendees. Please feel free to ask any questions, even if they are not provided. Each table has a discussion leader.

3:35 pm

From Multi-Asset To ARP: Portfolio Diversification In The New Regime

Moderator: Spyros Mesomeris, global head of QIS structuring, UBS

Panelists: 

  • Andrew Spellar, chief investment officer, Employees’ Retirement System Fairfax County Retirement Systems
  • Alain Forclaz, client portfolio manager, multi asset, Lombard Odier IM
4:20 pm

Reflections And Outlook: Strategic Asset Allocation And Quantitative Investing

Moderator: Côme Cavillot,  americas head of QIS structuring, UBS

Panelists: 

  • Julio Delgado, chief investment strategist, American Red Cross
  • Mohan Balachandran, senior managing director of multi-asset strategies, Teacher Retirement System of Texas
5:00 pm

Concluding Remarks

Spyros Mesomeris, global head of QIS structuring, UBS

5:05 pm

Networking Break

5:30 pm

Conference Concludes | The platform will remain open for networking until 6:30 pm

The Quantitative Investment Strategies Summit, In Partnership With UBS

Day I | November 17, 10:00 AM - 2:30 PM CET Day II | November 18, 2:00 PM - 5:30 PM CET This is a private-event for asset allocators and asset managers only. To request an invitation, please contact Faizah Choudhury at choudhury@eqderivatives.com
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Day I | November 17, 10:00 AM - 2:30 PM CET
Day II | November 18, 2:00 PM - 5:30 PM CET

This is a private-event for asset allocators and asset managers only. To request an invitation, please contact Faizah Choudhury at choudhury@eqderivatives.com

This two-day virtual conference, in partnership with UBS, will bring together leading institutional investors from across the globe to discuss the latest developments in systematic strategies and portfolio construction. This private event will be split into main stage presentations and panel discussions as well as a unique breakout format for all attendees to join focused roundtable discussions on current investment challenges and strategies.

Don’t miss this exclusive event that will allow you to interact one-on-one with peers, hear about the latest strategies and perspectives as well as case studies on how investors seek to increasingly diversify their portfolios.

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