Event has passed, however, presentation is available by request to: [email protected].
Date:
Wednesday, June 10, 2020
Location:
Virtual
Agenda:
08:00 – 08:10AM Welcome and Opening Remarks
Marko Kolanovic – Global Head of Macro Quantitative & Derivatives Strategy, J.P. Morgan
Dubravko Lakos – Head of Equity Strategy & Quant Research, J.P. Morgan
08:10 – 09:20AM Keynote Presentation and Discussion
Nassim Nicholas Taleb – Renowned Author, Researcher, and Scientific Advisor to Universa Investments
09:20 – 09:50AM The 3 Enduring Benefits of Systematic Macro; Will They Survive a QE Forever World?
Pat Welton – Founder and CIO, Welton
09:50 – 10:20AM Tail Hedging: Cost, Reliability, Decay and the Need for Diversification
Roxton McNeal – Director, Head of Multi-Asset Investment Strategy & Allocation, UPS Pension
10:20 – 10:50AM Weathering Covid-Crisis Turbulence – Multi-Strategy Fund Approach
Marc-André Soublière – Senior VP Fixed Income and Derivatives, Trans-Canada Capital
10:50 – 11:20AM Breakout Sessions & Networking
11:20 – 11:50AM The AI Awakening: Implications for the Economy and Investors
Erik Brynjolfsson – Professor, Director of Digital Economy Lab, Stanford
11:50 – 12:40PM Big Data Panel: Alternative Data in Investing During COVID-19 Crisis
Founders/CEOs of Bogan Associates, QuantCube, Ravenpack, 1010 Data
Moderated by: Peng Cheng, Macro Quantitative & Derivatives Strategy, J.P. Morgan
12:40 – 01:00PM Investors Survey on Market, Quant & Alternative Data Survery
Conducted by: Dubravko Lakos, Head of Equity Strategy & Quant Research, J.P. Morgan
01:00 – 01:30PM ARP Risk Management – Theory vs Practice
Matthew Schwab & Federico Gilly – Co-Heads of Research, Portfolio Management and Portfolio Construction for Alternative Investment Strategies, GSAM
01:30 – 02:00PM Intangible Capital and the Value Factor: Has Your Value Definition Just Expired?
Felix Goltz – Research Director, Member EDHEC Research Chair, Scientific Beta
02:00 – 02:30PM Breakout Sessions & Networking
02:30 – 03:00PM Investing in Risk Premia in the Face of Increasing Uncertainty
Kazuhiro Shimbo – CIO, Quantitative Strategies, AM One
03:00 – 03:30PM Antifragile Currencies
Gustavo Soares – Asset Allocation Team, BWGI
03:30 – 04:15 PM Afternoon Keynote Presentation
Sandy Rattray – CEO/CIO, Man AHL
Interviewed by Marko Kolanovic – Global Head of Macro Quantitative & Derivatives Strategy, J.P. Morgan
04:15 – 04:30 PM Closing Remarks
