Events

Dr. Patrick Welton Speaking at the 2020 J.P. Morgan Macro Quantitative and Derivatives Conference

By June 10, 2020 No Comments

Event has passed, however, presentation is available by request to: inquiries@welton.com.

Date:

Wednesday, June 10, 2020

Location:

Virtual

Agenda:

08:00 – 08:10AM Welcome and Opening Remarks

Marko Kolanovic – Global Head of Macro Quantitative & Derivatives Strategy, J.P. Morgan

Dubravko Lakos – Head of Equity Strategy & Quant Research, J.P. Morgan

08:10 – 09:20AM Keynote Presentation and Discussion

Nassim Nicholas Taleb – Renowned Author, Researcher, and Scientific Advisor to Universa Investments

09:20 – 09:50AM The 3 Enduring Benefits of Systematic Macro; Will They Survive a QE Forever World?

Pat Welton – Founder and CIO, Welton

09:50 – 10:20AM Tail Hedging: Cost, Reliability, Decay and the Need for Diversification

Roxton McNeal – Director, Head of Multi-Asset Investment Strategy & Allocation, UPS Pension

10:20 – 10:50AM Weathering Covid-Crisis Turbulence – Multi-Strategy Fund Approach

Marc-André Soublière – Senior VP Fixed Income and Derivatives, Trans-Canada Capital

10:50 – 11:20AM Breakout Sessions & Networking

11:20 – 11:50AM The AI Awakening: Implications for the Economy and Investors

Erik Brynjolfsson – Professor, Director of Digital Economy Lab, Stanford

11:50 – 12:40PM Big Data Panel: Alternative Data in Investing During COVID-19 Crisis

Founders/CEOs of Bogan Associates, QuantCube, Ravenpack, 1010 Data

Moderated by: Peng Cheng, Macro Quantitative & Derivatives Strategy, J.P. Morgan

12:40 – 01:00PM Investors Survey on Market, Quant & Alternative Data Survery

Conducted by: Dubravko Lakos, Head of Equity Strategy & Quant Research, J.P. Morgan

01:00 – 01:30PM ARP Risk Management – Theory vs Practice

Matthew Schwab & Federico Gilly – Co-Heads of Research, Portfolio Management and Portfolio Construction for Alternative Investment Strategies, GSAM

01:30 – 02:00PM Intangible Capital and the Value Factor: Has Your Value Definition Just Expired?

Felix Goltz Research Director, Member EDHEC Research Chair, Scientific Beta

02:00 – 02:30PM Breakout Sessions & Networking

02:30 – 03:00PM Investing in Risk Premia in the Face of Increasing Uncertainty

Kazuhiro Shimbo – CIO, Quantitative Strategies, AM One

03:00 – 03:30PM Antifragile Currencies

Gustavo Soares – Asset Allocation Team, BWGI

03:30 – 04:15 PM Afternoon Keynote Presentation

Sandy Rattray – CEO/CIO, Man AHL

Interviewed by Marko Kolanovic – Global Head of Macro Quantitative & Derivatives Strategy, J.P. Morgan

04:15 – 04:30 PM Closing Remarks

The information contained herein is not for retail investors but intended for use by institutional and professional investors including “Qualified Purchaser” within the meaning of the 1940 Act which also qualifies it for the status of “Qualified Eligible Person” under CFTC Regulation 4.7. Alternative investments are speculative, involve substantial risks and are not suitable for all investors. This information is not a solicitation for investment. Such investment is only offered on the basis of information and representations made in the appropriate offering documentation. Past performance is not necessarily indicative of future results. Welton Investment Partners LLC is a Delaware limited liability company that provides investment advisory and day-to-day operational services previously assumed by Welton Investment Corporation, its predecessor, which itself merged from a California corporation originally formed in 1988.

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