Global Quantitative Equity Conference

Wednesday 29 May 2013

Global Quantitative Equity Conference

Wednesday 29 May 2013

About the Nomura Global Quantitative Equity Conference in London 2013

You are cordially invited to attend the Nomura Global Quantitative Equity Conference to be held at our offices in London on 29 May 2013.

The conference will include a wide range of speakers from distinguished practitioners, academics, to end-asset owners.

External speakers will include Rob Arnott, Chairman, Research Affiliates Llc, who will discuss investing in a low-yield, slow-growth, low-return world and the emergence of Alternative Beta. We also have a number of buy side speakers including Dr Michael Heldmann, Senior Portfolio Manager, Allianz Global Investors on style investing against min vol benchmarks. From the academia space we have Dr Sohnke Bartram, Warwick Business School, who will be speaking on interesting new ideas using data that have become recently available to quants.

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 one of the fastest-growing areas of fund management – Alternative Beta. To round of this theme we will have Nomura’s Head of Fixed Income quant, Anthony Morris presenting. 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 opportunity for networking.

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

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Agenda

Nomura Global Quantitative Equity Conference in London

Wednesday 29 May 2013

08:00

Registration and Breakfast

08:30

Introduction and Overview of Quant Performance
Inigo Fraser-Jenkins
Global Head of Quantitative Strategy, Nomura

09:15

US Quantitative Strategy
Joseph Mezrich
Head of US Quantitative Analysis, Instinet

10:00

Do adaptors of new knowledge earn excess returns? The case of factor investing
Joop Huji
Vice President, Robeco

10:45

Coffee Break

11:00

Managing Diversified Style Portfolios against Minimum Volatility Benchmarks
Dr. Michael Heldmann
Senior Portfolio Manager, Allianz Global Investors

11:45

Asian Quantitative Strategy
Sandy Lee
Head of Asia Quantitative Strategy, Nomura

12:15

Lunch

13:15

Panel Discussion
Ronald Van Dijk, Head of Equities – Developed Markets, APG Asset Management
Dr Michael Heldmann, Senior Portfolio Manager, Allianz Global Investors
Raul Leote De Carvalho, Head of Quantitative Strategies and Research, BNP Paribas Investment Partners

14:00

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

14:30

How Important are Foreign Ownership Linkages for International Stock Returns?
Dr. Sohnke Bartram
Warwick Business School

15:15

Coffee Break

15:30

Investing in a Low-Yield, Slow-Growth, Low-Return World & Alternative indices
Rob Arnott, via interactive video conference
Chairman, Research Affiliates

16:30

Fixed Income Quantitative Strategies
Anthony Morris
Global Head of Quantitative Strategies – Fixed Income, Nomura

17:15

Statistical Arbitrage Trading: how to diversify to generate alpha
Giancarlo Cobino
Portfolio Manager, TRZ Funds

18:00

Closing Comments: Survey Feedback

18:30

Drinks Reception on Nomura Roof Terrace

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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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Contact

For any queries, please contact:

Zehra Close
Corporate Events, EMEA
Phone: +44 (0)20 7102 2288
Email: zehra.close@nomura.com

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

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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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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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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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Client Registration

Global Quantitative Equity Conference in London - Client Registration

Nomura are delighted to welcome you to the 2013 Global Quantitative Equity Conference in London.

If you have any questions regarding registration, please contact Zehra Close, Corporate Events zehra.close@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

 

The Nomura Quant team is pleased to confirm your attendance at the Global Quantitative Equity Conference in London

Wednesday 29 May 2013
08.30 – 19.30

Nomura
One Angel Lane
London  EC4R 3AB

We look forward to welcoming you at the event.

Zehra Close
Corporate Events
Phone: +44 (0) 20 7102 2288
Email: zehra.close@nomura.com

Employee Registration

Global Quantitative Equity Conference in London - Employee Registration

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

  • 1 Your Information
  • 2 Review
  • 3 Confirmation

Your Information

I will attend the Conference on

 

The Nomura Quant team is pleased to confirm your attendance at the Global Quantitative Equity Conference in London

Wednesday 29 May 2013
08.30 – 19.30

Nomura
One Angel Lane
London  EC4R 3AB

We look forward to welcoming you at the event.

Zehra Close
Corporate Events
Phone: +44 (0) 20 7102 2288
Email: zehra.close@nomura.com

Please note that your participation in this survey is completely anonymous

  • 1 Survey
  • 2 Review
  • 3 Confirmation

GENERAL

RISK

FACTORS

IMPLEMENTATION

ALTERNATIVE BETA

 

Thank you for registering.

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

Zehra Close

Email: zehra.close@nomura.com