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Agenda
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Wednesday 25 June
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8:00
p.m.
onwards
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Welcome Reception, Ballroom
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Thursday 26 June
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8:00 -
10:00 a.m.
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Registration and Breakfast,
Ballroom
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10:00 -
10:30 a.m.
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Welcome Address, Ballroom
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Track 1: Portfolio & Quantitative Management
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Track 2: Market Trends
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Track 3: Hands-on Training
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10:30 -
11:15 a.m.
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 Relative Value Analysis in Fixed Income Markets: Asset-Swap Spreads and the Cash-Synthetic Basis
Professor Moorad Choudhry, London Metropolitan University
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The Market for External Research
Glenn
Bedwin, Fidelity International |
How
To Take Your Factor Analysis To The Next Level
Michael
Joel, FactSet
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11:15
a.m. -
12:00 p.m.
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Developing
an Emerging Markets Quantitative Country Selection Model
Peter
Mennie, MFC Global Investment Management
(Europe) Limited
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Integrating
ESG Factors Into Investment Management
Graham
Sinclair, ESG Architect and Investment Strategist
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Fixed
Income Portfolio Analysis
Sven Hedrich, FactSet
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12:00 -
12:15 p.m.
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Coffee Break, Ballroom foyer |
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12:15-
1:00 p.m.
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Re-examining
Risk Measurement Following UCITS III
Dan
Satchkov, FactSet
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A
European Investment Outlook for Asset Classes, Investment Styles and Sectors
Khuram Chaudhry,
Merrill Lynch
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The Research Management Process in Practice
Greg
King, FactSet
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1:00-
2:15 p.m. |
Lunch, Ballroom foyer |
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2:15 -
3:00 p.m.
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To What
Extent Have Quantitative Equity Models Failed During 2007/2008 Turbulence and
Could Dynamic Factor Weighting and/or Technical Overlay Have Helped?
Dr.
Stephen Rees, Schroders
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A Macro
Outlook: The Credit Crunch and Equity Markets
Michael
Taylor, Lombard Street Research
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Delivering
a Fully Supported Message: How to Simplify Portfolio Reporting
Calum Muskett, FactSet
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3:15 -
5:30 p.m.
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Afternoon Activities
Networking Activities, FactSet Content Workshops, or
One-on-One Training
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7:30
p.m.
onwards
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Evening Reception, Elvetham Hotel
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Friday 27 June
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8:00 -
9:00 a.m.
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Breakfast, Ballroom foyer
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9:00 -
10:00 a.m.
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Keynote
Address, sponsored by Dow Jones Newswires, Ballroom
Nicola
Horlick, Fund Management Guru and CEO of Bramdean Asset Management
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Track 1: Portfolio & Quantitative Management
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Track 2: Market Trends
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Track 3: Hands-on Training
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Stream A
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Stream B
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10:15 -
11:00 a.m.
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Global
Equity Market Timing
Spyros
Mesomeris, Citigroup Investment Research
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Obtaining a Clearer Picture of the Risks of a Portfolio
Geir Lode, Hermes Pension Management Limited
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Impact of the Credit Crunch and Global Economic Slowdown on Emerging Markets and the Rise of Sovereign Wealth Funds
Jan Randolph, Global Insight, Inc.
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Analysing
130-30, Market Neutral and Long-Short Strategies
Bryan
Hoefs, FactSet
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11:00 -
11:30 a.m.
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Coffee Break, Ballroom foyer
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11:30
a.m. -
12:15 p.m.
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Portable Alpha: Can This Concept Enrich Portfolios?
Dieter Konrad,
Union Investment Institutional GmbH
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The Market's Open: Do You Know Where YOUR Bets Are?
Richard Young, R-Squared Ltd.
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Lessons
in Transparency Post Credit Crisis
Arindam
Nag, Dow Jones Newswires
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Leveraging
Marquee: Your Real-Time Workflow
Carl
Wallander, FactSet
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12:15
-
1:30 p.m.
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Closing Lunch, Ballroom
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FactSet is registered with the CFA Institute as an Approved Provider of continuing education programmes. The Symposium Portfolio and Quantitative Management and Market Trends tracks are eligible for up to 6 CE credit hours as granted by CFA Institute. If you are a CFA Institute member, CE credit for your attendance at this event will be automatically recorded in your CE Diary.
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Your Guide to
Symposium Features
Keynote Session, sponsored by Dow Jones Newswires
Over breakfast on Friday, our Keynote Speaker, Nicola Horlick, CEO of
Bramdean Asset Management, will provide her insight into investment strategies
and opportunities.
"People are realising that being only in equities is in
itself a risky strategy."
Read a taster of what Nicola thinks now of the industry's move towards
alternative investments: alternatives:
ideal for the cautious investor, City Financial Communications.
Track Sessions Led by Industry Experts
Get
the most out of your time at the Investment Process Symposium by choosing
your own agenda from concurrent presentations. Individual sessions will
last 45 minutes, with a 15 minute break between sessions.
Portfolio and Quantitative Management sesions
will help you explore how you
can more effectively construct portfolios, evaluate portfolio results and convey
those results to your clients. Focus on issues relevant to risk analysis and
challenges faced while developing internal analytical applications for quantitative
or financial analysis.
Market Trends sessions let you discover the latest techniques for examining global markets and macro-level
topics. Benefit from your peers' experience by finding out which strategies led
to the best results.
Hands-On Training
Hands-on training offers more interaction than the general sessions. Each workshop addresses a specific question that many attendees face regularly. Led by a FactSet specialist, workshops will follow example scenarios to creatively find solutions, offer tests of beta applications and present opportunities to offer feedback.
Networking Lunch
Held on Thursday 26 June, the networking lunch offers a chance to meet, discuss and develop creative investment solutions with other FactSet users.
Content Workshops
These discussion-based sessions offer you a chance to exchange solutions with your peers and FactSet specialists in an informal setting. Discuss how you can better equip yourself to manage key data challenges. Plus, learn how FactSet collects estimates data and the methodology behind the numbers that form the basis of your financial modelling.
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