Christian Kjaer is a senior vice president and head of liquid markets at ATP. He joined ATP in 2015 as a portfolio manager. Prior to joining ATP, Christian was head of inflation trading in Nordea Markets. Before that he held positions in the insurance and pension solutions group at Credit Suisse. Christian holds an MSc in Economics and a PhD in Economics (Game Theory) from the University of Aarhus, Denmark.
The newest addition to the EQD series connects Japanese investors with local and global thought leaders to explore cutting-edge multi-asset, quantitative investment and cross-asset derivatives strategies. A platform for education and collaboration on the latest investment innovations.
Investor EQD - Abu Dhabi 2024, The Global Quantitative Research Forum taking place in November, is a unique gathering of institutional investors active in multi-asset, quantitative and absolute return strategies.
EQD Investor Network attendance is complimentary and for network members and sponsors only. You must register to secure a spot in the room. Registrations are subject to approval.
This event was originally scheduled for January 24-25, 2022.
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.
Registration for this event is now closed. For questions regarding access, please contact events@eqderivatives.com.
Day I | Morning Session: October 21, 7:50 AM - 9:40 AM GMT
Day I | Afternoon session: October 21, 2:50 PM - 4:40 PM GMT
Day II | Morning Session: October 22, 7:50 AM - 9:40 AM GMT
Day II | Afternoon Session: October 22, 2:50 PM - 4:40 PM GMT
Pre-registration is closed. Walk-in registrations may be accepted.
Multi-Asset ¦ Risk Premia ¦ Volatility ¦ ESG ¦ Fixed Income ¦ Global Macro ¦ Alternatives
Year after year, global allocators increasingly seek meetings with ATP’s Christian Kjaer, drawn by his expertise in multi-asset investing, derivatives markets and quantitative implementation, as well as the depth of his research and insights.
Christian Kjaer, head of liquid markets at USD104 billion ATP in Copenhagen, told attendees at Investor EQD in Abu Dhabi that alpha strategies are exciting but secondary to beta for effective portfolio management and driving returns.
ATP officials have developed a fixed income carry strategy that will be implemented as part of the carry bucket in the pension's alternative risk premia and quantitative investment strategies.
ATP’s inflation portfolio, that is long inflation through swaps and commodities, has been the best performing portfolio on a risk adjusted basis at the pension plan.
ATP has implemented a new cross-asset trend strategy that trades 34 liquid instruments in equity, fixed income, commodities and currencies, replacing its standalone trend strategies.
