Macro Quantitative Conference 2019, Hong Kong

Risk Premia & Alternative Data Investing

Monday March 11, 2019

Register Now

Welcome

The J.P. Morgan Global Quantitative and Derivatives Strategy team and J.P. Morgan Prime Finance are pleased to announce our 18th Quantitative Conference globally to be held on Monday, March 11, 2019 at the Four Seasons Hong Kong. Please RSVP using the registration tab at the top of this page by Monday, February 25.

The conference offers a unique opportunity to hear the latest topics in the field of quantitative research, with a focus on Big Data, Machine Learning and Alternative Risk Premia investing.

As space is limited, we advise you to register early or contact your J.P. Morgan representative. Please remember that this event is strictly by invitation only and invitation is non-transferable.

We encourage you to visit the event site periodically for updates and to access the latest agenda. We look forward to welcoming you at this event. For further queries, please contact your J.P. Morgan representative or email jpm.asia.conferences@jpmorgan.com

Regards,

Marko Kolanovic
Global Quantitative and Derivatives Research
Tel: +1 212 272 1438
Email

Dubravko Lakos
Global Quantitative Research
Tel: +1 212 622 3601
Email

Robert Smith
Asia Pacific Quantitative Research
Tel: +852 2800 8569
Email

Brian Bigos
Prime Finance
Tel: +852 2800 7872
Email

Stephen W. Kelly
Prime Finance
Tel: +852 2800 7745
Email

Speakers

Kazuhiro Shimbo

Kazuhiro Shimbo
PhD, CFA, CAIA
Chief Investment Officer
Mizuho Alternative Investments, LLC

Kuang-Ting Chen

Kuang-Ting Chen
Assistant Vice President
Portfolio Manager
Best Styles Systematic Equity
Allianz Global Investors

Steve Shepherd

Steve Shepherd
Managing Director; Head of Asia-Pacific
Capital Fund Management

Peter Hafez

Peter Hafez
Chief Data Scientist
RavenPack

Ryan Korinke

Ryan Korinke, CFA
Global Head of Quantitative Strategies
PIMCO

Vinesh Jha

Vinesh Jha
Founder & CEO
Extract Alpha

Chang Hwan Sung PhD

Chang Hwan Sung PhD
Director, Head of Quantitative Investment
Invesco

Jesse C Huang

Jesse C Huang, CFA
Head of Asia Pacific
PanAgora

Ilya A. Figelman

Ilya A. Figelman, CFA
Senior Vice President, Director
Multi Asset Class Strategies
Acadian

Ritirupa Samanta

Ritirupa Samanta PhD
Head of Systematic Fixed Income and Currency Strategy
GMO

Agenda

Download a PDF agenda here.

7:45 a.m. Registration and Light Breakfast
Venue: Grand Ballroom, Level 2, Four Seasons Hong Kong, Central
8:15 a.m. Welcome Remarks
8:30 a.m. Is Risk Premia Investing Broken?
PIMCO, Ryan Korinke MBA, Global Head of Quantitative Strategies
9:00 a.m. Great Expectations: Unpacking Expected Returns
Capital Fund Management, Steve Shepherd, Managing Director, Head of Asia Pacific
9:30 a.m. When Market Betas Fail – A Diversified Multi-Asset Approach
Acadian, Ilya Figelman CFA, Head of Multi-Asset Class Strategies
10:00 a.m. Polling Questions & Morning Break
10:30 a.m. Quality and ESG Elements as a Spanning Factor in Credit and Equity Portfolios
GMO, Riti Samata PhD, Head of Systematic Fixed Income and Currency Strategy
11:00 a.m. Alternative Risk Premia: Navigating Uncertain Markets with Sound Research Practices
Mizuho Alternative Investments, Kazuhiro Shimbo PhD, CIO
11:30 a.m. Capital Market Assumptions for Asian markets and their Applications
Invesco, Chang Hwan Sung PhD,Director, Solutions Research APAC
12:00 p.m. Polling Questions & Buffet Lunch
1:00 p.m. Natural Language Processing and Factor Investing
Allianz Global Investors, Kuang-Ting Chen PhD, Portfolio Manager
1:30 p.m. The Use Case for Risk Parity in a Low Return and Negative Cash Yield Environment
PanAgora, Jesse Huang, CFA, Head of Asia Pacific
2:00 p.m. Data Discovery Sessions
Accrete.AI, Prashant B. Bhuyan, Founder & CEO
Eagle Alpha
Extract Alpha, Vinesh Jha, Founder & CEO
Quant Cube, Thanh-Long Huynh, Founder & CEO
Ravenpack, Peter Hafez, Chief Data Scientist
3:30 p.m. Closing Remarks & Cocktail Reception

Meeting Venue

Four Seasons Hong Kong
Venue

Grand Ballroom, Level 2
Four Seasons Hong Kong
8 Finance Street
Central, Hong Kong

Hotel Website, Directions & Maps

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