Nomura Global Quantitative Equity Conference

Thursday 8 May 2014

1 Angel Lane
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Nomura Global Quantitative Equity Conference

Thursday 8 May 2014

1 Angel Lane

About the Nomura Global Quantitative Equity Conference in London 2014

You are cordially invited to attend the Nomura Global Quantitative Equity Conference to be held at our offices in London on Thursday 8 May 2014.

The conference will be centred around a wide range of speakers from the buy side who will be speaking on interesting new ideas based on their recently published articles.

The Nomura speakers will be the heads of quant research in each region. We will present both models that we have developed and commentary on the business of the quant fund management industry. As the quant discipline is merging between the asset classes we will have our global head of fixed income quant presenting also. Last but not least, there will be a panel discussion with end-asset owners and practitioners in the quant investment space.

We hope that you will join us along with your fellow leaders in the field of quantitative investment at this special event for a stimulating session of learning and discussion.

In the evening we will also host a drinks reception and an opportunity for networking.

Inigo Fraser Jenkins
Global Head of Quantitative Strategy - Equity

Please check this site for agenda updates, and remember to use the refresh key for the most recent information.

 

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Nomura Global Quantitative Equity Conference

Thursday 8 May 2014

1 Angel Lane

Agenda

09:00 

Registration and Breakfast

09:30

Introduction
Inigo Fraser Jenkins
Global Head of Quantitative Strategy - Equities, Nomura

09:45

Factor Forecasting with Machine Learning
Joseph Mezrich
Head of Quantitative Investment Strategy, Nomura
 Presentation

10:15

Inter-temporal risk parity
Raul Leote De Carvalho
Head of Quant Strategies and Research, BNP Paribas
 Presentation

10:45

Coffee Break

11:00

Are the Fama-French factors really risk factors?
Wilma De Groot
Vice President, Quant Strategies, Robeco
 Presentation

11:30

Roni Israelov
Vice President, Head of Volatility and Short-Term Futures Strategies, AQR Funds
 Presentation

12:00

Lunch

13:00

How to market quant funds
Panel Discussion
David Buckle
Head of Quantitative Research, Fidelity 
Tim Wong
Executive Chairman, MAN AHL Diversified
Gerben De Zwart
Head of Quant Research, APG

13:45

Japan Quantitative Strategy
Akihiro Murakami
Japan Head of Equity Quantitative Research, Nomura
 Presentation

14:15

Factor Combination Methodologies
Florian Esterer
Head AM Equities, Bank J. Safra Sarasin
 Presentation

14:45

Coffee Break

15:00

Fixed Income Quantitative Strategies
Anthony Morris
Global Head of Quantitative Strategies – Fixed Income, Nomura
 Presentation (printed) / (screen)

15:30

Smart Index Strategies
Benedikt Henne
Co-CIO Systematic Equity, Allianz Global Investors
 Presentation

16:00

Fund Management
Inigo Fraser Jenkins
Global Head of Quantitative Strategy - Equities, Nomura
 Presentation

16:30

Closing Comments

16:45

Drinks Reception on Nomura Roof Terrace

 

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Nomura Global Quantitative Equity Conference

Thursday 8 May 2014

1 Angel Lane

Directions

The Global Quantitative Equity Conference will be held at our offices:

1 Angel Lane (cnr Upper Thames St)
London EC4R 3AB


Cannon Street and Monument underground stations are less than a 5 minute walk away.
Bank underground station is less than a 10 minute walk away.

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Nomura Global Quantitative Equity Conference

Thursday 8 May 2014

1 Angel Lane

Contact

For any queries, please contact:

Inigo Fraser Jenkins
Equity Research - Head of Quantitative Strategy
Phone: +44 (0)20 7102 4658
Email: inigo.fraser-jenkins@nomura.com

Quant Solutions Group
Phone: +44 (0) 20 7103 9988
Email: quant-eu@nomura.com

Lucy Devereux
Corporate Events, EMEA
Phone: +44 (0)20 7102 1868
Email: lucy.devereux@nomura.com

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Nomura Global Quantitative Equity Conference

Thursday 8 May 2014

1 Angel Lane

2013

To view the presentations please go the agenda page and click on the relevant speaker's title.

Agenda - Wednesday, 29 May 2013

To view the survey results please click here

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Nomura Global Quantitative Equity Conference

Thursday 8 May 2014

1 Angel Lane

2012

To view the presentations please go the agenda page and click on the relevant speaker's title.

Agenda - Tuesday, 22 May 2012

To view the survey results please click here

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Nomura Global Quantitative Equity Conference

Thursday 8 May 2014

1 Angel Lane

2011

To view the presentations please go the agenda page and click on the relevant speaker's title.

Agenda - Tuesday, 17 May 2011

To view the survey results please click here

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Nomura Global Quantitative Equity Conference

Thursday 8 May 2014

1 Angel Lane

2010

To view the presentations please go the required agenda page and click on the relevant speaker's title.

Agenda - Thursday, 20 May 2010

Agenda - Friday, 21 May 2010

To view the survey results please click here

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Nomura Global Quantitative Equity Conference

Thursday 8 May 2014

1 Angel Lane

Survey

We would be grateful if you could spare some time to fill in a short survey.

*** The survey is completely anonymous ***

Please click here to access the survey

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Nomura Global Quantitative Equity Conference

Thursday 8 May 2014

1 Angel Lane

Client Registration

Global Quantitative Equity Conference in London - Client Registration

Nomura are delighted to welcome you to the 2014 Global Quantitative Equity Conference in London.

If you have any questions regarding registration, please contact Lucy Devereux, Corporate Events lucy.devereux@nomura.com.

Please remember to click the "submit registration" button at the bottom of this form.

You will automatically receive a pop up confirmation that your message has arrived and is being dealt with.

  • 1 Your Information
  • 2 Review
  • 3 Confirmation

Nomura Contact

I will attend the conference on

Dietary Requirements

 

Thank you for registering.

The information you have provided will be forwarded to an appropriate Nomura contact.

Lucy Devereux

Phone: +44 (0) 20 710 21868
Email: lucy.devereux1@nomura.com