Agenda

Agenda

AGENDA

08:00

REGISTRATION AND BREAKFAST

08:30

SG WELCOME ADDRESS

Jean-François Grégoire, Head of Global Markets, Societe Generale

08:35

CHAIR'S OPENING REMARKS

Duncan Wood, Global Editorial Director, RISK.NET

08:45

KEYNOTE ADDRESS: Brexit, the shifts in the European Union and what it means for financial markets

Robert Peston, Political Journalist and Editor

09:15

PANEL DISCUSSION:

GENERATING ALPHA IN A HIGH “VOL of VOL” WORLD: What are the roles of systematic and carry strategies?

Panelists:

Sandy Rattray, Chief Investment Officer, Man Group
Will Bartlett, Chief Executive Officer, Parallax Volatility Advisers
Arnaud Sarfati, CEO, LFIS

Moderator:

Laila Mukhey, European Head of Cross-Asset Macro Hedge Fund Coverage, Societe Generale

 

10:05

NETWORKING BREAK

10:30

PANEL DISCUSSION:

JAPANIFICATION OF EUROPE: Enhancing returns in a low yield environment

Panelists:

Aymeric Forest, Global Head Multi Asset Investing, Aberdeen Standard Investments
Gwilym Satchell, Multi Asset Portfolio Manager, Invesco
Peter Fitzgerald, Chief Investment Officer Multi-Assets & Macro, Aviva Investors
Alan Higgins, Chief Investment Officer, Coutts
Peter Tasker, Strategist and Co-Founder, Arcus Research LIVE by hologram

Moderator:

Cassandra Cox, Head of FX and Emerging Market Sales, Western Europe, Societe Generale

11:15

INTERACTIVE DEEP-DIVE SOLUTION WORKSHOPS

Presented by Societe Generale’s experts in derivatives

11:15               Session 1 *

CROSS ASSET RELATIVE VALUE OPPORTUNITIES

ETF SOLUTIONS AND STRATEGIES

INTRADAY TREND FOLLOWING

STRUCTURED INFLATION HEDGING

VALUE FACTOR IN FICC

IMPLEMENTING TAILORED ESG INVESTMENT STRATEGIES

11:45              Session 2 *

THE RISK OF 'RISK TRANSFER' FUNDS

OUTSOURCED EXECUTION

EM SOLUTIONS INVESTING IN AFRICA

COMMODITY CARRY

TAIL RISK HEDGING

CHASING YIELD IN THE MONEY MARKETS

12:15             Session 3 *

USD RATES: WHERE LONG VOL MEANS POSITIVE CARRY

BESPOKE AND STRUCTURED CREDIT TRADE OPPORTUNITIES

RATES TRADE IDEAS AS EUROPE TURNS JAPANESE

CROSS ASSET VOL OUTLOOK

THE WEAK VS STRONG BALANCE SHEET: USING EQUITIES TO SHORT CREDIT

DISPERSION STRATEGIES - RISK OFF, WITH POSITIVE CARRY

12:45

LUNCH AND NETWORKING

* Selected workshops maybe intended exclusively for subscribers to SG research and clients outside of the scope of the provisions on payment for investment research in Commission Delegated Directive (EU) 2017/593 of 7th April 2016 (the “MIFID II Delegated Directive”). By attending such sessions you confirm that you meet these criteria or agree to pay £100 to SG upon receipt of invoice, which will cover the cost of attending all workshops where SG Research are presenting at this derivatives themed conference.