| |
|
|
|
Please note the agenda is subject to change.
Remember to refresh your internet browser to view agenda updates.
|
|
|
|
|
|
|
| Tuesday, 13 November 2018 |
| |
|
| 11:00 - 11:30 |
Registration and refreshments
|
|
|
| 11:30 - 11:35 |
Opening remarks
Stephen Dainton, Global Head of Equities, Barclays |
|
|
|
11:35 - 12:15 |
Exploiting trade networks to forecast country returns
Professor Christopher Polk, Head of Department and Professor of Finance, London School of Economics |
|
|
| 12:15 - 13:00 |
Conference lunch |
|
|
| 12:30 - 13:00 |
Mining the equity volatility risk premium panel discussion
Presenter: Christian Kober, Head of European Equity Derivatives Strategy, Barclays
Moderator: Dhvani Gupta, Quantitative Investment Strategies Team, Barclays
Patrick Bartholet, Strategist, Aviva Investors Global Services Ltd
Vinod Nehra, Head of the Systematic Investments Group, Coutts & Co AG
|
|
|
13:00 - 13:45 |
Using artificial intelligence, machine learning & big data for QIS investing panel discussion
Moderator: Asita Anche, Head of Markets Quantitative eTrading and Data Science, Barclays
Luca Angelini, Software Engineer, Novus Partners Inc
Arne Staal, Head of Multi-Asset Quantitative Strategies, Standard Life Investments
Joe Gits, Chief Executive Officer & Co-Founder, Social Market Analytics
|
|
|
| 13:45 - 14:30 |
The evolution of fixed income smart beta panel discussion
Moderator: Jay Watson, Quantitative Investment Strategies Team, Barclays
Aniket Das, Senior Investment Strategist, Solutions Strategy, Legal & General Investment Management
Athanasios Bolmatis, Head of Quantitative Investments & Strategies, CdR Capital Ltd
Kate Hollis, Director Investment, Willis Towers Watson
Simon Polbennikov, Quantitative Portfolio Strategy Team, Barclays
|
| | |
| 14:30 - 14:55 |
Coffee Break
|
| | |
| 14:55 - 15:35 |
Narrative economics
Professor Robert Shiller, Professor of Economics, Yale University |
| |
|
| 15:35 - 16:20 | Pitfalls of risk premia strategy design panel discussion
Moderator: David Haefliger, Quantitative Investment Strategies Team, Barclays
Berouz Fatemi, Partner and Head of Risk Premia, Tages Capital LLP
Boris Molls, Head of Markets, BT Pension Scheme Management Ltd
Karim Bennani, Chief Executive Officer, Quantum Investing Limited
| | | | | 16:20 - 16:45 | Coffee Break | | | |
| 16:45 - 17:30 |
Portfolio construction and macro factor analysis panel discussion
Presenter: Farouk Jivraj, Quantitative Investment Strategies Team, Barclays
Moderator: Ben Redmond, Quantitative Investment Strategies Team, Barclays
Jean-Philippe Royer, Chief Executive Officer, Nomura Alternative Investment Management
Dr Toby Goodworth, Head of Risk & Diversifying Strategies, bfinance |
| |
|
| 17:30 - 18:10 |
Geopolitics: future perfect or future tense
Rear Admiral Chris Parry CBE PhD |
| |
|
| 18:10 - 18:15 |
Closing remarks
Fabien Labouret, Managing Director, Global Head of Equities Structuring, Barclays |
| |
|
| 18:15 - 20:30 |
Dinners
1) Crowded trading with Professor Christopher Polk, Head of Department and Professor of Finance, London School of Economics
2) What does the future hold for the Asia Pacific region? with Rear Admiral Chris Parry CBE PhD
3) Momentum - Here we go again... with Professor Andrea Buraschi, Chair in Finance, Imperial College London Business School |
| |
|
| |
Conference moderated by Lukas Steyn, UK & Ireland Cross-Asset Solutions Sales, Barclays |
|
|
|
|
|
|
|
