The Registration form for meeting '2019 Macro Quantitative Conference - Hong Kong' is no longer available for completion as of Friday, March 08, 2019 10:00 AM (GMT).


Macro Quantitative Conference 2019, Hong Kong

Risk Premia & Alternative Data Investing

Monday March 11, 2019


Thank you very much for participating in the J.P Morgan Macro Quantitative Conference 2019. It was a pleasure hosting you in Hong Kong and we hope that you found your involvement worthwhile.

Approved speakers presentations from the conference can be viewed at Agenda/Presentations.

We would welcome your feedback on the conference and please send your comments to

Thank you,

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

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

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

Brian Bigos
Prime Finance
Tel: +852 2800 7872

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


Kazuhiro Shimbo

Kazuhiro Shimbo
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

Ryan Korinke

Ryan Korinke, CFA
Global Head of Quantitative Strategies

Vinesh Jha

Vinesh Jha
Founder & CEO

Chang Hwan Sung PhD

Chang Hwan Sung, CFA
Director of Solutions Research

Jesse C Huang

Jesse C Huang, CFA
Head of Asia Pacific

Ilya A. Figelman

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

Ritirupa Samanta

Ritirupa Samanta PhD
Head of Systematic Fixed Income and Currency Strategy

Niall Hurley

Niall Hurley
Head of Business Development
Eagle Alpha

Prashant B. Bhuyan

Prashant B. Bhuyan
Founder & CEO

Christopher S. Lee, CFA

Christopher Lee
Zentific Investment Management

Thanh-Long Huynh

Thanh-Long Huynh
CEO & Co-Founder
QuantCube Technology


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 Samanta 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. The Use Case for Risk Parity in a Low Return and Negative Cash Yield Environment
PanAgora, Jesse Huang, CFA, Head of Asia Pacific
1:30 p.m. Local Data Application, China and Beyond
Zentific, Christopher Lee, CIO
2:00 p.m. Natural Language Processing and Factor Investing
Allianz Global Investors, Kuang-Ting Chen PhD, Portfolio Manager
2:30 p.m. Data Discovery Sessions
Accrete.AI, Prashant B. Bhuyan, Founder & CEO
Eagle Alpha, Niall Hurley, Head of Business Development
ExtractAlpha, Vinesh Jha, Founder & CEO
Quant Cube, Thanh-Long Huynh, Founder & CEO
Ravenpack, Peter Hafez, Chief Data Scientist
4:00 p.m. Closing Remarks & Cocktail Reception