Agenda

8:00 AM - 9:15 AM

Registration and Breakfast

9:15 AM - 9:30 AM

Opening Remarks

9:30 AM - 10:00 AM

Default Risk Contagion: Modern Malady for Equities

Joe Mezrich, Head of Quantitative Investment Research, Nomura Securities International Inc.

10:00 AM - 10:30 AM

Picking Winner Funds

Joshua Livnat, Managing Director, Quantitative Management Associates, and Professor Emeritus, NYU

10:30 AM - 11:15 AM

Coffee Break

11:15 AM - 11:45 AM

Style Premia: Environments, Timing, Crowding

Antti Ilmanen, Principal, AQR Capital Management

11:45 AM - 1:00 PM

Lunch

1:00 PM - 1:30 PM

Japanese Quantitative Strategy

Akihiro Murakami, Chief Quantitative Strategist, Japan, Nomura Securities Co., Ltd

1:30 PM - 2:15 PM

Panel: Alternative Data Applications

Michael M. Beal, CEO, Data Capital Management

Gene Ekster, Ekster Consulting

Emmett Kilduff, CEO, Eagle Alpha

2:15 PM - 3:00 PM

Coffee Break

3:00 PM - 3:30 PM

Trading Without Regret

Michael Kearns, Professor of Computer and Information Science, University of Pennsylvania

3:30 PM - 4:00 PM

Risk Premia in Credit, Equity and Volatility given Deflation and Deleveraging

Anthony Morris, Global Head of Quantitative Strategies – Global Markets, Nomura International plc

Gerald Rushton, Executive Director, Quantitative Strategies –Global Markets, Nomura International plc

4:00 PM - 4:45 PM

Superforecasting

Phillip Tetlock, Annenberg University Professor, University of Pennsylvania (Wharton School and School of Arts and Sciences)

4:45 PM - 6:30 PM

Cocktail Reception

Registration

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