Global EQD 2019

The 5th annual gathering of quant, volatility, machine learning and alternative risk premia buysiders, asset owners and sellsiders took place at the Wynn Las Vegas on May 22-23, 2019. Global EQD connects the best minds in cross-asset volatility and alternative risk premia. The intensive two-day event targets U.S. and global themes across all areas of quantitative investment strategies. 

The agenda for Global EQD 2019 can be downloaded here or viewed below. 

If you are interested in sponsoring next year's Global EQD, please contact Pete Juncaj at juncaj@eqderivatives.com. For general event inquiries, please contact events@eqderivatives.com

Global EQD 2019

Day 1


Pre-Event Session


10.45am-12:00pm: Portfolio Derivative Strategy Session

For asset allocators and insurers only, contact Dennis Kesolitz for details.


Main Conference

12:00pm: Registration Opens

12:45pm: Opening Address: After The 2018 Rollercoaster, Where Next For The Volatility Market?

Michael Green, portfolio manager, Thiel Macro, Benn Eifert, chief investment officer, QVR


1:15pm: Volatility Outlook And Opportunities

Moderator: Jason Cuttler, global head of equity derivative strategy, Citigroup

Panelists: Katherine Molnar, chief investment officer, Fairfax County Police Officers Retirement System, Mohamed Elkordy, senior portfolio manager, Texas Treasury Safekeeping Trust Company, Joseph L. Aiken, co-founder and managing partner, Malachite Capital Management


1:55pm: The Secret Unofficial Pact To Destroy U.S. Equity Volatility

Andrew Scott, head of flow strategy and solutions, Americas, Société Générale


2.25pm: Networking Coffee Break sponsored by Real Time Risk Systems


2:55pm: From Total-Return Futures To Select Sectors And Factors – The Exchange Perspective

Moderator: Georgia Reynolds, senior reporter, EQDerivatives

Panelists: Rob Hocking, head of derivatives strategy, Cboe, Rachna Mathur, head of equity and index sales for the Americas, Eurex and Tim McCourt, global head of equity index products, CME Group

3:30pm: The Volatility Risk Premium Across Markets And Asset Classes

Francisco Blanch, global head of commodities and derivatives research, Bank of America Merrill Lynch, Roni Israelov, principal, AQR Capital Management and Si Chen, senior vice president, PIMCO

4:10pm: Networking Coffee Break sponsored by FT Options


4:30pm: What's Working And What's Not: Trading Volatility In 2019

Moderator: Matt Gadd, equity derivatives sales, BNP Paribas

Panelists: Vishnu Kurella, portfolio manager, Yann Le Her, senior portfolio manager, LFIS, Ryan McRandal, portfolio manager, One River Asset Management, and Kaveh Tehrani, portfolio manager, Canada Pension Plan Investment Board (CPPIB)


5:10pm: Adjusting Expectations Of Volatility As An Asset Class

Moderator: Megan Morgan, global head of sales, Eurex Exchange

Panelists: Mikhail Krayzler, portfolio manager, Allianz GI, Matt Rowe, managing partner, Headwaters Solutions, Nitin Tuteja, portfolio manager, Geode Capital, Stefan Wintner, vice president, Dunn Capital Management


5:50pm: Cocktail Reception sponsored by OptionMetrics


Day 2


8:00am: Networking Breakfast


8:50am: The Quant Extension: From Volatility And Risk Premia To Machine Learning

Peter Thompson, president and co-founder, EQDerivatives


9:00am: EQD Research Update: Volatility And Alternative Risk Premia

Pat Fay, head of research and consulting, EQDerivatives


9:10am: Case Study: Designing Synthetic Private Equity Exposure

Nicholas Leeper, principal, RJA Asset Management and Michael Griswold, managing director of strategy and risk management, Ascension Investment Management


9.40am: Keynote Address: Challenging Our Assumptions

Pav Sethi, founder and CIO, Gladius Capital Management


10:20am: Refresh And Recharge Break sponsored by HSBC


10:50am: New Trends In Alternative Risk Premia Investing

Yannick Daniel, head of multi-asset quantitative investment strategies, BNP Paribas


11:30am: Treasury Volatility For Equities

Garrett DeSimone, head of quantitative research, OptionMetrics


12:00pmLunch


1:00pm: Context Alpha: How Investors Can Use ARP To Design And Implement Context-Aware Investments

Andrew Baehr, managing director, Risk Premium Investments


1:40pm: A Framework For Risk Premia Investing: Is There Anywhere To Hide?

Kari Vatanen, director and head of cross assets and allocation, Varma Mutual Pension Insurance Company


2:20pm: Networking Coffee Break sponsored by FTSE Russell


2:50pm: Opportunities Beyond Fama-French

Tony Morris, global head of quantitative strategies, Nomura


3:30pmMachine Learning And Signals In Volatility Investing

Moderator: Sandrine Ungari, head of cross-asset quant research, Société Générale

Panelists: Robert Gingrich, manager of derivatives and alternatives risk and the QIS group, Western Asset Management, Kambiz Kazemi, portfolio manager, La Financiere Constance, and Josh Segal, portfolio manager, Paloma Partners


4:15pm: Conference Concludes

Agenda

A PDF version of the 2019 agenda can be accessed here.

2019 Sponsors

Platinum

   

   

Gold Asset Manager


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Lead Exchange

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Gold

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Program   

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