Conference Day Two

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9am
Chairman's opening remarks
9.10am
The pension fund shift into alternatives: The how, where and why
Mr Tokihiko Shimizu at Quant Invest Asia

Mr Tokihiko Shimizu

Tokihiko Shimizu is Director-General of Research Department & Investment Policy Actuary at Government Pension Investment Fund (GPIF), Japan. He is responsible for Designing and implementing the strategic asset allocation. He also lectures the...

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EMERGING MARKETS & ASIAN STRATEGIES

9.40am
The grand debate: Man vs. Machine and everything in between
Ms Judith Posnikoff at Quant Invest Asia

Ms Judith Posnikoff

Judith Posnikoff, PhD is a Managing Director and a Founding Partner of Pacific Alternative Asset Management Company, LLC (PAAMCO), a leading provider of hedge fund portfolios to sophisticated global institutional investors. As chair of PAAMCO’s...

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Mr Richard Waddington at Quant Invest Asia

Mr Richard Waddington

Richard Waddington is a founding partner and the CEO of The Sherpa Funds, a systematic FX Trading business based in Singapore. Richard has been a Trader and Derivatives professional for 20 years, running sell-side global trading businesses, as well...

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Hao Sun at Quant Invest Asia

Hao Sun

Hao Sun, Senior Financial Engineer at Ketchum Trading, a subsidiary of Hull Investments, is responsible for researching and developing strategies in high frequency futures and options trading. Before taking this role he served as Financial Engineer...

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10.20am
The statistics behind the success of ‘trend following’
Mr Felix Gasser at Quant Invest Asia

Mr Felix Gasser

Felix Gasser manages at Man Investments’ multi-manager business in Switzerland $2bln in client portfolios across managed futures and global macro portfolios. Prior he was Head of Managed Futures Hedge Fund Research at Man/RMF, in charge of manager...

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10.40am
Morning refreshments
11.10am
Hong Kong's development as an offshore RMB centre and Asia's premier asset management centre
Mr Enoch Fung at Quant Invest Asia

Mr Enoch Fung

Mr Fung joined the Market Development Division of Hong Kong Monetary Authority in 2011. His main responsibilities include the development of marketing and outreach efforts to promote Hong Kong's asset management business, together with the...

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HEDGE FUND SELECTION

11.40am
Asian family office’s allocation to hedge funds: Overcoming the Asian preference for direct investments
Mr William Chan at Quant Invest Asia

Mr William Chan

Mr. William Chan is Founder and CEO of Stamford Priveẽ, a full service Multi-family office and fund management co. Stamford Management where they help business owning or wealth owning families to execute investment management and asset allocation;...

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12.10pm
HNWI Panel: Assessing the rationale behind the allocation decisions of HNW investors
Mr John Maragiannis at Quant Invest Asia

Mr John Maragiannis

John Maragiannis is a Managing Director and Co-Founder of Axius Partners. Axius Partners is a Third Party Marketing, Funds Management Advisory and Capital Advisory firm. Axius is headquartered in Sydney with representative offices in Chicago and...

Mr Thor Monsen at Quant Invest Asia

Mr Thor Monsen

Thor Monsen is the Hedge Fund Strategy Head in Asia for Citi Private Bank (CPB). Thor has eleven years experience in hedge fund investing. Prior to joining Citi, he was a Director at Cadogan Management based in Hong Kong where he selected and...

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Mr Didier Brizard at Quant Invest Asia

Mr Didier Brizard

Didier Brizard is Tiaré Groupe’s Representative for the Asia Pacific Rim. He is representing the group at some public speaking events and manages the company PR campaigns in Asia with the objectives of developing the clientele portfolio of Tiaré...

Mr Bryan Goh at Quant Invest Asia

Mr Bryan Goh

Bryan is the Head of Alternatives at DBS Bank. Prior to DBS Bank, Bryan was responsible for due diligence and research at First Avenue. He focused primarily on the hedge fund practice and was responsible for manager sourcing, selection and due...

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12.40pm
Networking Lunch

EMERGING MANAGERS FUND SHOWCASE

Each fund presents to a full audience for 15 minutes followed by a 5 minutes Q&A
This will be moderated by Bloomberg TV presenter, John Dawson
 

1.40pm
The American economy and how to play the recovery
Ms Judith Sciamma-Sabbah at Quant Invest Asia

Ms Judith Sciamma-Sabbah

Judith joined WyeTree in September 2007 to launch the residential mortgage and residential real estate platform and develop risk analytics. She brings with her a wide variety of experience in asset selection and analysis. Prior to WyeTree, Judith...

• A bottoming housing market
• US RMBS: a distressed asset class to play the recovery
• Structured credit: complex asset classes still offer upside
• Specialist managers are key to capture this upside
 

  • › Ms Judith Sciamma-Sabbah, Portfolio Manager, WyeTree Asset Management
2.05pm
Reserved for Aurium Capital
Mr Alexandre de Vaivre at Quant Invest Asia

  • › Mr Alexandre de Vaivre, Partner, Aurium Capital

QUANTITATIVE INVESTMENT STRATEGIES

2.30pm
Building a successful quant based strategy for the Indian market
Mr Sandeep Tyagi at Quant Invest Asia

Mr Sandeep Tyagi

Sandeep Tyagi is the Chairman and Managing Director of Estee Advisors. He is responsible for setting the firm’s direction, sustaining a winning culture and developing profitable investment strategies. Prior to Estee Advisors, Mr. Tyagi was the CEO ...

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2.30pm
Data modelling and back testing in Asian quant funds
Giovanni Beliossi at Quant Invest Asia

Giovanni Beliossi

Giovanni is Managing Partner at FGS Capital LLP, where he has been CEO and responsible for portfolio management since co-founding the firm in 2002. Previously he was Associate Director of hedge funds at First Quadrant Ltd, where he set up and...

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Ms Sheedsa Ali at Quant Invest Asia

Ms Sheedsa Ali

Ms. Ali joined the firm in 2005 and is part of the investment team for the Research Enhanced products. Ms. Ali is responsible for quantitative model research, developments and enhancements, portfolio construction R&D for global enhanced index...

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Hao Sun at Quant Invest Asia

Hao Sun

Hao Sun, Senior Financial Engineer at Ketchum Trading, a subsidiary of Hull Investments, is responsible for researching and developing strategies in high frequency futures and options trading. Before taking this role he served as Financial Engineer...

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Mr Karsten Schroeder at Quant Invest Asia

Mr Karsten Schroeder

Karsten is the Executive Chairman of Amplitude Capital and the portfolio manager for Amplitude’s range of funds. He oversees all the key decisions related to product development, research and strategy. Together with his partners he founded Amplitude ...

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3.10pm
Afternoon refreshments
3.40pm
Generating alpha returns systematically: Opening the black box of quant trading
Mr Richard Waddington at Quant Invest Asia

Mr Richard Waddington

Richard Waddington is a founding partner and the CEO of The Sherpa Funds, a systematic FX Trading business based in Singapore. Richard has been a Trader and Derivatives professional for 20 years, running sell-side global trading businesses, as well...

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4.05pm
How to implement quantitative equity strategies in the global stock markets including Asia
Mr Frank Holle at Quant Invest Asia

Mr Frank Holle

Education 1984-1989 University of Utrecht – Masters Dutch Corporate Law Professional Experience 1989-1990 University of Utrecht- Academic Researcher Corporate Law Department 1990-1992 Abn Amro Bank, Amsterdam – International Investment Banking...

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4.30pm
Building a successful quant based strategy for the Indian market
Mr Sandeep Tyagi at Quant Invest Asia

Mr Sandeep Tyagi

Sandeep Tyagi is the Chairman and Managing Director of Estee Advisors. He is responsible for setting the firm’s direction, sustaining a winning culture and developing profitable investment strategies. Prior to Estee Advisors, Mr. Tyagi was the CEO ...

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4.55pm
Closing remarks from chairman and close of Day Two
Sponsors
gold sponsor
Deutsche Bank AG at Quant Invest Asia
silver sponsor
Bloomberg at Quant Invest Asia
silver sponsor
Tangerine Investment Management at Quant Invest Asia
fund showcase
Aurium at Quant Invest Asia
fund showcase
Structured Credit Research LLP at Quant Invest Asia
associate sponsor
eVestment Alliance at Quant Invest Asia
associate sponsor
Invest Hong Kong at Quant Invest Asia