BNP Paribas Quant Forum 2019

Taipei

Quant meets Tech 

Full Day Seminar
Venue: W Taipei, Megaroom 2, Level 8
10 Zhongxiao East Road, Sec. 5, Xinyi District, Taipei, Taiwan
地址: 台北 W 饭店, Megaroom 1, 8樓
台北信義區忠孝東路5段10號

Friday 6 December 2019
TimeDescription
08:30-08:50

Door Open & Registration

08:50-09:00

Opening Remarks

Vincent Liu
Head of Global Markets, BNP Paribas, Taipei Branch

09:00-09:35

Incorporating Mega Trends in a Multi-Asset Portfolio

Robert Ronneberger, CFA
Asia Lead Strategist for ETF Model Portfolios and Defined Contribution Solutions, BlackRock

Related reading: 

Megatrends in action: find out more about the 5 megatrends shaping our investment thinking

Megatrends white paper: structural shifts in the global economy and how they affect our investment thinking

09:35-10:35

BNP Paribas global macro views and implication on the outlook risk premia

Michael Sneyd
Head of Macro Quant & Derivative Strategy, BNP Paribas London Branch

Presentation: Click here

Related reading:

Q1 2020 - Positioning for the tide

Jason Lui, CFA
Head of Equity & Derivative Strategy Global Markets APAC, BNP Paribas

Presentation:Click here


10:35-10:50

Coffee Break

10:50-11:25

Leveraging AI to dynamically adapt asset allocation strategy

Laurent Carlier
Head of AI Lab, BNP Paribas

11:25-12:00

Knowledge Graphs in Thematic Investments

Bernardo Bravo
Senior Quantitative Finance Analyst, Yewno, Inc.

Presentation: Click here

12:00-13:00

Lunch

13:00-13:50

Panel Discussion

Moderator:
Jeffrey JUAN
Head of EQD Sales, Greater China, Global Markets, BNP Paribas

Panelists:
Distinguished Professor George KUO
Department of International Business, National Chengchi University
Susan LIN
Managing Director, FTSE Russell Taiwan

13:50-14:25

Effective Use of Options in Managing Downside Protection

Etienne Grisey
Head of Equity Derivatives Structuring, APAC, Global Markets, BNP Paribas

Presentation: Please contact Etienne Grisey, email: etienne.grisey@asia.bnpparibas.com

14:25-14:40

Coffee Break

14:40-15:15

Beyond Carry and Momentum in Government Bonds

Julien Turc
Head of QIS Lab, BNP Paribas

Presentation: Click here

15:15-15:50

MSCI

Karen Chen
Vice President, Client Coverage, MSCI

Presentation: Click here

15:50-16:05

Closing Remarks

Etienne Grisesy
Head of Equity Derivatives Structuring, APAC, Global Markets, BNP Paribas

16:05-18:00

Networking Drinks

Wet Bar

Contact

Conference General Enquiries
Cecile Leung • T +85231973570
Email contact