2009

Quantitative Investment Strategies Conference 2009

The Third Annual Nomura Global Quantitative Investment Strategies Conference was held at the Grand Hyatt Hotel in New York City on Tuesday, June 16th, 2009.

This continues to be a confusing time for investors, quantitative and otherwise. Some consider the crisis that we have been passing through to be a structural event, marking a dramatic regime change in investment practices; they believe that future success will require doing things differently. Yet others view the crisis as a more temporary interruption; they believe that we will soon return to business as usual and that this period of uncertainty will present huge opportunities to those who maintain their discipline.

In the light of these contrasting viewpoints, the theme for this year's Global Quantitative Investment Strategy Conference was “Everything has changed /Nothing has changed”. And to explore this dichotomy in greater depth, we assembled a renowned group of speakers and panelists with diverse perspectives to help us examine the various frameworks from which to best approach this challenging environment.

Opening Remarks		Audio
Joseph Mezrich, Managing Director, Head of Quantitative Research Nomura Securities International, Inc. (New York) "Investing during the era of unintended bets"		Presentation  Audio
Amit Manwani, Managing Director; Dragan Dacic, Sr. Associate- Systematic Trading/Liquid Markets Analytics Nomura Securities International, Inc. (New York)  "Timing is Money: the Value of Execution Scheduling"		Presentation  Audio
Robert C. Jones, Managing Director, Investment Management Division  Goldman Sachs Asset Management "Maybe It Really Is Different This Time"		Presentation  Audio
Marc Reinganum: "When Average is Just Not Good Enough: Actively Managing Factor Exposures in a Dynamic Framework"		Presentation  Audio
David H. Resler, Managing Director and Chief Economist Nomura Securities International, Inc. (New York) "US Economic Outlook"		Presentation  Audio
Michael Bos, Managing Director; Rahul Malhotra, Sr. Associate- Systematic Trading/Liquid Markets Analytics Nomura Securities International, Inc. (New York)  "Risk Models for Changing Markets"		Presentation  Audio
Rick Bookstaber- Author of “A Demon of Our Own Design”  "What Will We Learn When the Dust Settles?"		Audio
Panel Discussion: Everything Has Changed/Nothing Has Changed:		Audio
	Melissa Brown, Managing Director- Wayne Hummer Asset Management Company	Presentation
	Ross Garon, Managing Director, Quantitative Strategies- SAC Capital Advisors, LLC.
	Ulrike Hoffman-Burchardi, Portfolio Manager- Tudor Investment Corporation
	Yasuyuki Kato, Global Quantitative Research, Senior Executive Officer- Nomura Securities Co., Ltd. (Tokyo)	Presentation
	Eric N. Remole, Head of Quantitative Research, U.S. Equity- JP Morgan Asset Management	Presentation

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