Quantitative Investment Strategies Conference 2009
Tuesday, June 16 2009

Agenda

Agenda for the Global Quantitative Investment Strategies Conference 2009

Tuesday, June 16, 2009 - Grand Hyatt New York - Park Avenue at Grand Central - New York, NY 10017

  Everything Has Changed/Nothing Has Changed

Tuesday, June 16 2009
 
8.15 - 9.00    Registration and Breakfast- Grand Hyatt Manhattan Ballroom
 
9.00 - 9.05    Opening Remarks audio Audio
 
9.05 – 9.40   Joseph Mezrich, Managing Director, Head of Quantitative Research
Nomura Securities International, Inc. (New York)
"Investing during the era of unintended bets"
pdf View presentation document audio Audio
 
9.40 – 10.15     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"
pdf View presentation document audio Audio
 
10.15 – 11.00      Robert C. Jones, Managing Director, Investment Management Division
Goldman Sachs Asset Management
"Maybe It Really Is Different This Time"
pdf View presentation document audio Audio
 
11.00 - 11.20    Coffee Break
 
11.20 - 12.00   Marc Reinganum:
"When Average is Just Not Good Enough:  Actively Managing Factor Exposures in a Dynamic Framework"
pdf View presentation document audio Audio
 
12.00 - 1.15   Buffet Lunch- Grand Hyatt Ballroom A
 
1.15 - 1.50   David H. Resler, Managing Director and Chief Economist
Nomura Securities International, Inc. (New York)
"US Economic Outlook"
pdf View presentation document audio Audio
 
1.50 - 2.25   Michael Bos, Managing Director; Rahul Malhotra, Sr. Associate- Systematic Trading/Liquid Markets Analytics
Nomura Securities International, Inc. (New York)
"Risk Models for Changing Markets"
pdf View presentation document audio Audio
 
2.25 - 2.45   Coffee Break
 
2.45 - 3.30     Rick Bookstaber- Author of “A Demon of Our Own Design” 
"What Will We Learn When the Dust Settles?" audio Audio
 
3.30 - 4.55  

Panel Discussion: Everything Has Changed/Nothing Has Changed audio Audio

Melissa Brown, Managing Director- Wayne Hummer Asset Management Company
pdf View presentation document

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)
pdf View presentation document

Eric N. Remole, Head of Quantitative Research, U.S. Equity- JP Morgan Asset Management
pdf View presentation document
 
4.55 - 5.00   Closing Remarks
 
5.00 - 7.00    Cocktail Reception- Grand Hyatt Manhattan Sky Restaurant

Agenda is subject to change.  Please refresh your browser each time you enter the conference website for the most up to date information.