Overview – Tuesday – September 17

2:30pm – 2:45pm

REGISTRATION AND AFTERNOON TEA

2:45pm – 3:00pm

WELCOME

3:00pm – 4:00pm

THE ROLE AND EXPECTATIONS FOR ABSOLUTE RETURN

  • Why have asset owners been disappointed with absolute return strategies? What should the expectations be in terms of drawdowns, achievable Sharpe ratios, and equity risk?
  • How to deter whether an absolute returns strategy is a meaningful contribution to the portfolio in terms of benchmarking returns and both absolute and relative risk?
  • Should absolute return strategies be used to complete a portfolio? What strategies are best suited to this objective and how should various strategies, such as directional, market neutral, individual premia and multi-strategy allocations be incorporated?

Anastassia Juventin

Portfolio manager, hedge funds and alternative strategies, AMP Capital

Guneet Rana

Senior investment manager, FirstChoice Investments, Colonial First State

Neil Williams

Chief strategist, global multi-asset team, QIC

Chair

Robert Graham-Smith

Senior investment analyst, Mine Super

4:00pm – 4:45pm

INTUITION AND MACHINE LEARNING OR ARTIFICIAL INTELLIGENCE

  • What are the misunderstandings and limitations of the current narrative of artificial intelligence – and how to assess what you are being told about its sophistication?
  • How can machine learning assist the investment decision-making process?
  • What applications of artificial intelligence or machine learning are asset owners best placed to take advantage of today?

Michael Kollo

General manager, quantitative solutions and risk, HESTA

Alan Marantz

Managing director, FORT Investment Management

Alistair Rew

Global head of investment technology, public markets, AMP Capital

Chair

Alex Proimos

Conference content producer, Conexus Financial

4:45pm – 5:45pm

RISK TAKING, SKIN IN THE GAME, CULTURE AND OVERCOMING THE UNKNOWN

On 3 October 1984, Greg was one of first two Australians to climb Mount Everest without oxygen. He would go on to climb K2, Chongtar Kangri and Annapurna II, again with supporting oxygen. In this keynote, Greg give a visual presentation on intuition in mountaineering, perceiving risk as vexatious, preparing for the unknown, the over reliance on safety equipment and the importance of an exit strategy.

Greg Mortimer OAM

Australian mountaineer

Chair

Colin Tate

Chief executive, Conexus Financial

5:45pm

EVENT CONCLUDES

6:30pm – 9:30pm

OFFICIAL CONFERENCE DINNER

Day 2 – Wednesday – September 18

8:30am – 9:00am

REGISTRATION

9:00am – 9:15am

WELCOME

9:15am – 9:50am

MACROECONOMIC FACTORS AND RISK PREMIA BASED STRATEGIES

  • What is the role of behavioural factors in a systematic investment philosophy?
  • Can macroeconomic fundamentals assist in determining factor exposures and timings?
  • How does behavioural bias, price momentum and liquidity influence asset allocation?

Sushil Wadhwani

Chief investment officer, QMA Wadhwani

Chair

Alex Proimos

Conference content producer, Conexus Financial

9:50am – 10:30am

THE EVOLUTION OF GLOBAL MACRO INVESTING

  • How has macro investing changed over the last 10 years and how is global macro distinct or aligned to risk premia strategies?
  • How should investors interpret the expected and empirical distribution of returns – and its correlation to long equities? What does portfolio construction look like?
  • Can alternative data address investor concerns about overcrowding and alpha decay?

Asif Noor

Portfolio manager, global macro and FX, Aspect Capital

Travis Schoenleber

Managing director, Cambridge Associates

Chair

Alex Proimos

Conference content producer, Conexus Financial

10:30am – 11:00am

MORNING TEA

11:00am – 11:40am

MARKET NARRATIVES AND TRADING MOMENTUM

  • How does news, narratives and sentiment influence the distribution of markets returns?
  • What metrics predictive for measures of sentiment, volatility and systemic risk?
  • How to construct portfolios in markets influenced by market narratives?

Philippe Jordan

President, CFM

Chair

Alex Proimos

Conference content producer, Conexus Financial

11:40am – 12:40pm

REFLEXIVITY: CREATING OPPORTUNITIES IN RISING AND FALLING MARKETS

  • Is it possible to blend downside risk management with return enhancements?
  • What investment strategies and financial instruments should be employed to capture expected volatility spikes? Does the cost of carry prohibit these types of strategies for long term investors?
  • How effective are these strategies in systemically distressed markets?

Andrea DiCenso

Vice president, portfolio manager and strategist, Loomis

Vimal Gor

Head of bond, income and defensive strategiesPendal Group

Thomas Zimmerer

Global co-head of multi asset, Allianz Global Investors

Chair

Sue Wang

Principal, senior fixed income specialist, Mercer

12:40pm – 1:40pm

LUNCH

1:40pm – 2:20pm

CREDIT, LIQUIDITY AND THE UNDERLYING FUNDAMENTALS

  • How to apply systematic and discretionary investment decision-making to credit?
  • What is the role of standardised credit and interest rate derivatives in taking an active market exposure? Where does alpha exist in credit – and is it scalable?
  • Has low liquidity in credit markets artificially suppressed the volatility and correlation?

Linda Gründken

Senior scientist, GAM Systematic

Craig Scordellis

Head of long-only multi asset credit, CQS

Chair

Michael Sommers

Principal consultant, Frontier Advisers

2:20pm – 2:40pm

SUNSUPER CASE STUDY: BUILDING ABSOLUTE RETURNS FROM THEMATICS

In this case study, we will hear how Sunsuper has evolved its thinking around thematics and recast its opportunity set for deriving absolute return like outcomes.

Bruce Tomlinson

Portfolio manager, Sunsuper

Chair

Colin Tate

Chief executive, Conexus Financial

2:40pm – 3:20pm

THE BEST IS YET TO COME – THE CASE FOR ABSOLUTE RETURN STRATEGIES IN TODAY’S DISTORTED WORLD

  • Over the years there have been a proliferation of products with varying approaches, many of which have failed and disappointed their clients. But what is the true objective of these strategies and how should asset owners think of them?
  • How can a themes based investment approach help navigate the backdrop?
  • Is integrated ESG a tax on performance or an essential tool to improve risk adjusted returns?

Aron Pataki

Portfolio manager, real return, Newton Investment Management

Chair

Gerard Parlevliet

chair, investment committee, Prime Super; La Trobe Financial

3:20pm – 4:00pm

INTERNATIONAL ASSET OWNER: ABSOLUTE RETURNS IN THE PORTFOLIO

Texas ERS is a $28 billion fund who are currently deploying capital away from public markets into alternatives. In this Q&A, we will learn about their investment philosophy, market expectations, structuring their investment team, the role of consultants and the evolution of their portfolio construction. We will also hear how his investment decision making process evaluates alternatives and the strategies he favours in building a more robust portfolio.

Tom Tull

Chief investment officer, Employees Retirement System of Texas

Chair

Amanda White

Director of institutional content, Conexus Financial

4:00pm

EVENT CONCLUDES

Day 1 – Tuesday – September 17

2:30pm – 2:45pm

REGISTRATION AND AFTERNOON TEA

2:45pm – 3:00pm

WELCOME

3:00pm – 4:00pm

THE ROLE AND EXPECTATIONS FOR ABSOLUTE RETURN

  • Why have asset owners been disappointed with absolute return strategies? What should the expectations be in terms of drawdowns, achievable Sharpe ratios, and equity risk?
  • How to deter whether an absolute returns strategy is a meaningful contribution to the portfolio in terms of benchmarking returns and both absolute and relative risk?
  • Should absolute return strategies be used to complete a portfolio? What strategies are best suited to this objective and how should various strategies, such as directional, market neutral, individual premia and multi-strategy allocations be incorporated?

Anastassia Juventin

Portfolio manager, hedge funds and alternative strategies, AMP Capital

Guneet Rana

Senior investment manager, FirstChoice Investments, Colonial First State

Neil Williams

Chief strategist, global multi-asset team, QIC

Chair

Robert Graham-Smith

Senior investment analyst, Mine Super

4:00pm – 4:45pm

INTUITION AND MACHINE LEARNING OR ARTIFICIAL INTELLIGENCE

  • What are the misunderstandings and limitations of the current narrative of artificial intelligence – and how to assess what you are being told about its sophistication?
  • How can machine learning assist the investment decision-making process?
  • What applications of artificial intelligence or machine learning are asset owners best placed to take advantage of today?

Michael Kollo

General manager, quantitative solutions and risk, HESTA

Alan Marantz

Managing director, FORT Investment Management

Alistair Rew

Global head of investment technology, public markets, AMP Capital

Chair

Alex Proimos

Conference content producer, Conexus Financial

4:45pm – 5:45pm

RISK TAKING, SKIN IN THE GAME, CULTURE AND OVERCOMING THE UNKNOWN

On 3 October 1984, Greg was one of first two Australians to climb Mount Everest without oxygen. He would go on to climb K2, Chongtar Kangri and Annapurna II, again with supporting oxygen. In this keynote, Greg give a visual presentation on intuition in mountaineering, perceiving risk as vexatious, preparing for the unknown, the over reliance on safety equipment and the importance of an exit strategy.

Greg Mortimer OAM

Australian mountaineer

Chair

Colin Tate

Chief executive, Conexus Financial

5:45pm

EVENT CONCLUDES

6:30pm – 9:30pm

OFFICIAL CONFERENCE DINNER

Day 2 – Wednesday – September 18

8:30am – 9:00am

REGISTRATION

9:00am – 9:15am

WELCOME

9:15am – 9:50am

MACROECONOMIC FACTORS AND RISK PREMIA BASED STRATEGIES

  • What is the role of behavioural factors in a systematic investment philosophy?
  • Can macroeconomic fundamentals assist in determining factor exposures and timings?
  • How does behavioural bias, price momentum and liquidity influence asset allocation?

Sushil Wadhwani

Chief investment officer, QMA Wadhwani

Chair

Alex Proimos

Conference content producer, Conexus Financial

9:50am – 10:30am

THE EVOLUTION OF GLOBAL MACRO INVESTING

  • How has macro investing changed over the last 10 years and how is global macro distinct or aligned to risk premia strategies?
  • How should investors interpret the expected and empirical distribution of returns – and its correlation to long equities? What does portfolio construction look like?
  • Can alternative data address investor concerns about overcrowding and alpha decay?

Asif Noor

Portfolio manager, global macro and FX, Aspect Capital

Travis Schoenleber

Managing director, Cambridge Associates

Chair

Alex Proimos

Conference content producer, Conexus Financial

10:30am – 11:00am

MORNING TEA

11:00am – 11:40am

MARKET NARRATIVES AND TRADING MOMENTUM

  • How does news, narratives and sentiment influence the distribution of markets returns?
  • What metrics predictive for measures of sentiment, volatility and systemic risk?
  • How to construct portfolios in markets influenced by market narratives?

Philippe Jordan

President, CFM

Chair

Alex Proimos

Conference content producer, Conexus Financial

11:40am – 12:40pm

REFLEXIVITY: CREATING OPPORTUNITIES IN RISING AND FALLING MARKETS

  • Is it possible to blend downside risk management with return enhancements?
  • What investment strategies and financial instruments should be employed to capture expected volatility spikes? Does the cost of carry prohibit these types of strategies for long term investors?
  • How effective are these strategies in systemically distressed markets?

Andrea DiCenso

Vice president, portfolio manager and strategist, Loomis

Vimal Gor

Head of bond, income and defensive strategiesPendal Group

Thomas Zimmerer

Global co-head of multi asset, Allianz Global Investors

Chair

Sue Wang

Principal, senior fixed income specialist, Mercer

12:40pm – 1:40pm

LUNCH

1:40pm – 2:20pm

CREDIT, LIQUIDITY AND THE UNDERLYING FUNDAMENTALS

  • How to apply systematic and discretionary investment decision-making to credit?
  • What is the role of standardised credit and interest rate derivatives in taking an active market exposure? Where does alpha exist in credit – and is it scalable?
  • Has low liquidity in credit markets artificially suppressed the volatility and correlation?

Linda Gründken

Senior scientist, GAM Systematic

Craig Scordellis

Head of long-only multi asset credit, CQS

Chair

Michael Sommers

Principal consultant, Frontier Advisers

2:20pm – 2:40pm

SUNSUPER CASE STUDY: BUILDING ABSOLUTE RETURNS FROM THEMATICS

In this case study, we will hear how Sunsuper has evolved its thinking around thematics and recast its opportunity set for deriving absolute return like outcomes.

Bruce Tomlinson

Portfolio manager, Sunsuper

Chair

Colin Tate

Chief executive, Conexus Financial

2:40pm – 3:20pm

THE BEST IS YET TO COME – THE CASE FOR ABSOLUTE RETURN STRATEGIES IN TODAY’S DISTORTED WORLD

  • Over the years there have been a proliferation of products with varying approaches, many of which have failed and disappointed their clients. But what is the true objective of these strategies and how should asset owners think of them?
  • How can a themes based investment approach help navigate the backdrop?
  • Is integrated ESG a tax on performance or an essential tool to improve risk adjusted returns?

Aron Pataki

Portfolio manager, real return, Newton Investment Management

Chair

Gerard Parlevliet

chair, investment committee, Prime Super; La Trobe Financial

3:20pm – 4:00pm

INTERNATIONAL ASSET OWNER: ABSOLUTE RETURNS IN THE PORTFOLIO

Texas ERS is a $28 billion fund who are currently deploying capital away from public markets into alternatives. In this Q&A, we will learn about their investment philosophy, market expectations, structuring their investment team, the role of consultants and the evolution of their portfolio construction. We will also hear how his investment decision making process evaluates alternatives and the strategies he favours in building a more robust portfolio.

Tom Tull

Chief investment officer, Employees Retirement System of Texas

Chair

Amanda White

Director of institutional content, Conexus Financial

4:00pm

EVENT CONCLUDES