J.P. Morgan Macro Quantitative Conference 2019

February 1, 2019

Accrete were cordially invited by J.P. Morgan to participate in the 'Data Discovery Sessions' hosted by J.P. Morgan at the Macro Quantitative Conference, "Risk Premia & Alternative Data Investing" in Hong Kong, March 11th, 2019.


7:45am - Registration and breakfast

8:15am - Welcome remarks

8:30am - Is risk premia investing broken?
PIMCO, Ryan Korinke MBA, Global Head of Quantitative Strategies

9:00am - Great Expectations: Unpacking Expected Returns
Capital Fund Management, Steve Shepherd, Managing Director, Head of Asia Pacific

9:30am - When Market Betas Fail – A Diversified Multi-Asset Approach
Acadian, Ilya Figelman CFA, Head of Multi-Asset Class Strategies

10:00am - Polling Questions and Morning Break

10:30am - 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

11:00am - Alternative Risk Premia: Navigating Uncertain Markets with Sound Research Practices
Mizuho Alternative Investments, Kazuhiro Shimbo PhD, CIO

11:30am - Capital Market Assumptions for Asian markets and their Applications
Invesco, Chang Hwan Sung PhD, Director, Solutions Research APAC

12:00pm - Polling Questions and Buffet Lunch

1:00pm - The Use Case for Risk Parity in a Low Return and Negative Cash Yield Environment
PanAgora, Jesse Huang, CFA, Head of Asia Pacific

1:30pm - Local Data Application, China and Beyond
Zentific, Christopher Lee, CIO

2:00pm - Natural Language Processing and Factor Investing
Allianz Global Investors, Kuang-Ting Chen PhD, Portfolio Manager

2:30pm - Data Discovery Sessions
Accrete, Prashant B. Bhuyan, Founder and CEO
Eagle Alpha, Niall Hurley, Head of Business Development
ExtractAlpha, Vinesh Jha, Founder and CEO
Quant Cube, Thanh-Long Huynh, Founder and CEO
Ravenpack, Peter Hafez, Chief Data Scientist

4:00pm - Closing Remarks and Cocktail Reception


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