Agenda

Global Quantitative Investment Strategies Conference 2010 - New York City

Tuesday, June 15, 2010 - The Pierre Hotel - Fifth Avenue at 61st Street - New York, NY 10065

8.15

Registration and Continental Breakfast - Garden Foyer

9.00

Opening Remarks - Grand Ballroom

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9.15

Joseph Mezrich, Managing Director, Head of U.S. Quantitative Research
Nomura Securities International, Inc. (New York)
"Quant Investing- Paradigm in Motion"
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10.00

Josef Lakonishok, CEO and CIO
LSV Asset Management
"Quantitative vs. Fundamental Institutional Money Management – An Empirical Analysis"
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10.45

Coffee Break - Garden Foyer

11.00

Sandy Lee, Executive Director, Head of Equity Quantitative Strategies, Asia ex-Japan
Nomura International (Hong Kong) Limited
"Quantitative Outlook in Asia and the New Quant Idea for Asian Equities"
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11.45

Hiromichi Tamura, Managing Director, Head of Equity Quantitative Research, Japan
Nomura Securities Co., Ltd. (Tokyo)
"Current Quant Investment Environment in Japan and the New Quant Idea for Japanese Equities"
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12.15

Lunch - Cotillion Room

1.30

Inigo Fraser-Jenkins, Managing Director, Head of European Quantitative Strategy
Nomura International Plc. (London)
"The Outlook for Quant and Current Factor Allocations"
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2.15

Michael Bos, Managing Director, Systematic Trading/Liquid Markets Analytics
Nomura Securities International, Inc. (New York)
"ETF Liquidity"
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3.00

Coffee Break - Garden Foyer

3.15

Bob Litterman, Former Chairman of the Quantitative Investment Strategies Group
Formerly of Goldman Sachs Asset Management
"The Future of Quant"

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4.00

Panel Discussion: Emergent Paradigms

Dan Bienvenue, Senior Portfolio Manager - CalPERS Investment Office
Steve Galbraith, Partner - Maverick Capital
Gus Sauter, Chief Investment Officer - Vanguard Group, Inc.
Eric Sorensen, President/CEO - PanAgora Asset Management

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4.55

Closing Remarks

5.00

Cocktail Reception - Two E

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