DAY 1

UK local times stated

09:00

09:10

SOCIETE GENERALE WELCOME ADDRESS

Jean-François Grégoire, Head of Global Markets, Societe Generale

09:10

09:15

CHAIR'S OPENING REMARKS

Duncan Wood, Global Editorial Director, Risk.net

09:15

10:00

KEYNOTE ADDRESS: US election from a European perspective

Katty Kay, Lead Anchor, BBC World News America

**QUANT OUTLOOK

13:00

13:30

Andrew Lapthorne

Global Head of Quantitative Research, Societe Generale

Guillaume Arnaud 

Head of Quantitative Investment Strategies, Societe Generale

**INNOVATION IN PORTFOLIO ALLOCATION

13:30

14:00

Sandrine Ungari

Head of Cross Asset Quantitative Research, Societe Generale

Vincent Pfister 

Product Director

Raise Partner

14:05

14:50

Quantitative Investment Strategies Workshops – Session 1 

4 QIS workshops to choose from, presented by Societe Generale’s quant experts

**ESG and QUANT Panel: The Challenges & Opportunities
**Systematic Equity Volatility Strategies
Tail Risk And Hedging Frameworks
Value Investing In FIC
Managing Volatility, UMR Risk & ESG with New Listed Derivative Instruments
  • Nasdaq-100 Volatility Index (VolQ) futures

  • Brand new AIR Total Return futures

  • S&P 500 ESG index changes

  • Soon to be launched Nasdaq-100 Volatility Index (VolQ) futures.


Tim McCourt

Global Head of Equity Index and Alternative 

Investment Products,

CME Group

14:55

15:40

Quantitative Investment Strategies Workshops – Session 2 

4 QIS workshops to choose from, presented by Societe Generale and industry quant experts

** FX and Rates Volatility Risk Premia – Systematic Strategies
**What Next For Equity Factor Investors And Is Machine Learning Still Relevant?
Smart Beta In Rates
Thematic Allocation Using Natural Language Processing
Managing Volatility, UMR Risk & ESG with New Listed Derivative Instruments
  • Nasdaq-100 Volatility Index (VolQ) futures

  • Brand new AIR Total Return futures

  • S&P 500 ESG index changes

  • Soon to be launched Nasdaq-100 Volatility Index (VolQ) futures.


Tim McCourt

Global Head of Equity Index and Alternative 

Investment Products,

CME Group

PANEL DISCUSSION

UNCHARTED TERRITORY: How are Macro and geopolitical events really going to play-out?

Panellists:

16:35

17:25

Erin Browne

Asset Allocation

Portfolio Manager,

Pimco

Jae Yoon

Chief Investment Officer

New York 

Life Investment

Management

Georgina Taylor

Fund Manager

Multi-Asset

Invesco

Moderator:

Kokou Agbo-Bloua

Global Head of Economics

Cross-Asset &

Quant Research,

Societe Generale

Pierre Sarrau

Chief Investment Officer Multi-Asset Strategies

BlackRock

Suzanne Hutchins

Head of Real Return Funds

Newton

17:25

17:30

CLOSING REMARKS

Duncan Wood, Global Editorial Director, Risk.net

17:30

END OF DAY 1

** Selected workshops and presentations maybe intended exclusively for subscribers to SG research and clients outside of the scope of the provisions on payment for investment research in Commission Delegated Directive (EU) 2017/593 of 7th April 2016 (the “MIFID II Delegated Directive”). By attending such sessions you confirm that you meet these criteria or agree to pay £100 to SG upon receipt of invoice, which will cover the cost of attending all workshops where SG Research are presenting at this derivatives themed conference.