Asia EQD 2024
Attendance is for sponsoring banks, non-bank sellside and buysiders only. You must register to secure a spot in the room. Registrations are subject to approval.
Featured speakers
Vincent Au
chief investment officer, ALPS Capital Management
Chengmiao Cai
deputy head of equity derivatives, CITIC Securities International
Keving Chang
head, quantitative strategy and performance analytics, Temasek International
Tan Song Chao (Gary Tan)
portfolio manager, Allspring Global Investments
David Chua
chief investment officer, Income Insurance Limited
David Dredge
chief investment officer, Convex Strategies
Mike Duncan
senior investment officer, SingLife
Govert Heijboer
co-chief investment officer, True Partner Capital
Tze-Houng Lee
systematic strategies / machine learning and researcher, UOB
Bart Lijnse
former managing director
Ning Lin
managing director, CICC Hong Kong Asset Management
Dr Domenico Mignacca
executive director of investment risk investment strategy, Qatar Investment Authority
Thomas Schmelzer
quantitative R&D lead and visiting scholar, The Abu Dhabi Investment Authority (ADIA) and Stanford University
Academic Keynote
Aditya Sehgal
head of capital market solutions, international wealth management, Nomura
Kate Simpson
vice president, prime financial services, JPMorgan
Andries (Chris) Steyn
associate director, public market risk and portfolio analysis, Qatar Investment Authority
Khashayar Surti
head, APAC multi-asset trading, UBS Asset Management
Daniel Tidbury
portfolio manager, strategic tilting, NZ Super Fund
Christopher Tjahjadi
portfolio manager, Antimo LLC
Brandon Yeo
deputy portfolio manager, Teal Rock Asset Management
Asia EQD is the leading forum for asset allocators, portfolio managers and market makers to detail the latest trends, developments and opportunities in multi-asset, alternatives, volatility strategies and systematic investing across global markets.
The 9th annual Asia EQD agenda will feature panels and case studies with exclusive insights from international investors, portfolio managers and traders covering topics including portfolio construction, diversification through multi-asset investing, sourcing effective cross-asset defensive strategies and the benefits of systematic strategies in the current economic climate.
This unique in-person event provides the opportunity to interact with peers and hear about the latest strategies and perspectives from institutional investors from across the globe.
Keynote speaker
Dr. Thomas Schmelzer, quantitative research and development lead at the Abu Dhabi Investment Authority (ADIA), collaborates on diverse topics and strategies with some of the best minds in industry. With a DPhil in Computing from the University of Oxford as a Rhodes Scholar at Balliol College under Lloyd Nick Trefethen FRS, his academic and professional journey is extensive.
Previously, Dr. Schmelzer held senior quant roles at Winton Capital, IMC Trading, and Oxford Asset Management, later he became the Head of Research at Lobnek Wealth Management in Geneva. His experiences at these hedge funds led to the development of the “Seven Sins in Portfolio Optimization” with Raphael Hauser.
In 2023, Thomas undertook a sabbatical at Stanford University, working with Stephen Boyd, Kasper Johansson and Philipp Schiele. Their collaboration focused on high-performance algorithms for portfolio construction, statistical arbitrage opportunities, covariance matrix estimation and revisiting Markowitz’s critical line algorithm. Dr. Schmelzer will discuss his recent papers, including ongoing research, stemming from his time in Palo Alto.
Thomas Schmelzer
quantitative R&D lead and visiting scholar, The Abu Dhabi Investment Authority (ADIA) and Stanford University