Global EQD 2019
The 5th annual gathering of quant, volatility, machine learning and alternative risk premia buysiders, asset owners and sellsiders will take 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. For sponsorship enquiries, please contact Dennis Kesolitz: email@example.com. For enquiries related to speaking and the agenda, please contact Elinor Comlay: firstname.lastname@example.org.
Global EQD 2019
10.45am-12:00pm: Portfolio Derivative Strategy Session
For asset allocators and insurers only, contact Dennis Kesolitz for details.
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
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
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
3:30pm: Machine 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
A PDF version of the 2019 agenda can be accessed here.
The deadline for discounted accommodations has passed, to book a room, please contact the Wynn directly at (702) 770-7100.
Registration for the 2019 Global EQD is now closed. Walk-in registrations may be accepted, the fee is $3,150.
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