Forum Agenda

8:45 am — Arrival

9:00 am — Mapping The Market For Alternative Risk Premia

Peter Thompson, president and co-founder, EQDerivaives

9:10 am — Trends In Institutional Use Of Systematic Trading Strategies 

Presenter: Tom Leake, head of systematic trading strategies, Goldman Sachs

9:50 am — Defining A Framework For Risk Premia Investing

Presenter: Lea Vaisalo, lead strategist – asset allocation, Nordea

10:10 am — The Man Approach: ARP As An Alternatives Allocation

Presenter: Keith Haydon, CIO, Man Group

10:50 am — Coffee Break 

11:10 am — Betting On Backtests

Presenter: Duncan Moir, senior investment manager, Aberdeen Standard Investment

11:50 am — Defining Crowding In Alternative Risk Premia

Presenter: Mohamed Ellouze, senior multi-asst USS

12:30 pm — Working Lunch Break 

12:50 pm — Open Source Investing At Teacher Retirement System 

Presenter: Mohan Balachandran, senior managing director, Teacher Retirement System of Texas

1:20 pm — Investor Perspectives When Allocating To Alternative Risk Premia

Moderator: Tom Leake, head of systematic trading strategies, Goldman Sachs

Panelists:

• Mohan Balachandran, senior managing director, Teacher Retirement System of Texas
• Mohamed Ellouze, senior multi-asset strategist, USS
• Keith Haydon, CIO, Man Group
• Duncan Moir, senior investment manager, Aberdeen Standard Investments
• Henrik Nordestgaard, chief portfolio manager, PFA
• Lea Vaisalo, lead strategist – asset allocation, Nordea

2:00 pm — Forum Concludes