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 preliminary agenda for Global EQD 2019 is 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
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: From Risk Recycling To Overlays – The Investor Perspective
Moderator: Jason Cuttler,global head of equity derivative strategy, Citigroup
Panelists: Katherine Molnar, Fairfax County Police Officers Retirement System
Mohamed Elkordy, Texas Treasury Safekeeping Trust Company, others to be announced
1:55pm: [Topic To Be Announced]
BNP Paribas and Yann Le Her, La Francaise Investment Solutions
2:25pm:From Total-Return Futures To Select Sectors And Factors – The Exchange Perspective
Moderator: Georgia Reynolds, reporter, EQDerivatives
Panelists: Rob Hocking, head of derivatives strategy, Cboe, Tim McCourt, global head of equity index products, CME Group, and Eurex official to be announced
3:05pm: Networking Coffee Break
3.30pm: [To Be Announced – on cross-asset volatility]
Bank of America Merrill Lynch
4.10pm: [To Be Announced]
Devin Anderson, Deutsche Bank
4:40pm: The Portfolio Managers’ Panel: Challenges And Opportunities In 2019’s Volatility Regime
Moderator: Megan Morgan, global head of sales, Eurex Exchange
Panelists: Vishnu Kurella, portfolio manager, Mikhail Krayzler, portfolio manager, Allianz GI, Nitin Tuteja, portfolio manager, Geode Capital, Stefan Wintner, Dunn Capital Management
5:30pm: Cocktail Reception
7:30am – 8:30am: Networking Breakfast
8:30am: From Volatility And Risk Premia To Machine Learning
Peter Thompson, president and co-founder, EQDerivatives
8:40am: [To Be Announced]
9:20am: 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
9:50am: Networking Coffee Break
10:20am: [To Be Announced]
Moderator: BNP Paribas
Panelists: Paul R T Johnson Jr, formerly a trustee of Illinois SURS, others to be announced
11:00am: Treasuries And Equity Implied Volatility
Garrett DeSimone, head of quantitative research, OptionMetrics
11:30am: [Société Générale To Be Announced]
1:00pm: Context Alpha – Risk Premia Structuring For The Big Picture
Maarten Nederlof, chief investment officer, RPI, and others to be announced
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
2:10pm: Networking Coffee Break
2:40pm [To Be Announced]
Tony Morris, global head of quantitative strategies, Nomura
3:20pm [To Be Announced]
3.40: Machine Learning And Signals In Volatility Investing
Moderator: Sandrine Ungari, Société Générale
Panelists: Kambiz Kazemi, portfolio manager, La Financiere Constance, Josh Segal, portfolio manager, Paloma Partners, others to be announced
4:30pm: Conference Concludes
A PDF version of the 2018 agenda can be accessed here.
Discounted accommodation at the Wynn is available for a limited time through the private link here.
Register for 2019 conference here.
Asset owners and managers should contact Dennis Kesolitz for special rates at email@example.com
Gold Asset Manager