Over breakfast on Friday, 12 June our Keynote Speaker, Robert Peston, Broadcaster and Business Editor provided his insight into current markets.
It was Peston who revealed that Northern Rock was close to technical insolvency and had approached the Bank of England for emergency support, the consequences of which are still reverberating around the City and in Government.
Peston's latest book, Who Runs Britain? How the Super-Rich are Changing our Lives explains the nature of the boom, and why we’re now having to pay the price for excess. Peston is also author of Brown’s Britain, a biography of the then Chancellor which was heralded by Sir Howard Davies. |
Concurrent portfolio and quantitative management presentations are designed to help investment professionals explore how to more effectively construct portfolios, evaluate portfolio results and convey those results to clients, focusing on issues relevant to risk analysis and challenges faced while developing internal analytical applications for quantitative or financial analysis. Individual sessions last 45 minutes, with a 15 minute break between sessions.
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.
Held on Thursday,11 June, the networking lunch offers a chance to meet, discuss and develop creative investment solutions with other FactSet users.
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7:30 p.m.
onwards
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Welcome Reception - Barbecue and
Drinks, Walled Gardens |
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8:00 -
10:00 a.m.
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Registration
and Breakfast, Amber Foyer
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10:00 -
10:30 a.m.
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Welcome Address, Martin Gijssel, Managing Director, FactSet
Opening Keynote Address, Mike DiChristina, President, FactSet
Amber Suite
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Track 1
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Track 2
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Track
3: Hands-on Training
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10:30 -
11:15 a.m.
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Risk And Return In Rapidly Changing Markets
Edward Fishwick, BlackRock
 View Presentation |
Do You
Really Need A Strategic Asset Allocation?
Dieter
Konrad, Union Investment Institutional GmbH
View Presentation |
Enhance Your Research And Analysis With FactSet Content
John Flemming, Federica Kralj, FactSet
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11:30 a.m.
-
12:15 p.m.
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The Volatility Effect: Lower Risk Without Lower Return
Willem
Jellema, Robeco Quantitative Strategies
View Presentation |
Artificial
Intelligence And Machine Learning: Alpha Generation Using Text Mining
Techniques On Financial Statements
Rob Cornish, GAM
View Presentation |
A Comparison of Fixed
Income Attribution Approaches
Sven
Hedrich, FactSet |
12:30-
1:15 p.m.
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 Short Selling Intelligence: How to Generate Alpha and Mitigate Risk for Investment Managers
Charlotte Wall, Data Explorers
View Presentation
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Fighting
Post-Bonus Depression
Dr. Bernd
Scherer, Morgan Stanley
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Fund of
Funds Analytics
Bryan Hoefs, FactSet
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1:15-
2:15 p.m.
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Networking Lunch, Amber Foyer |
2:30 -
3:15 p.m.
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Value, Growth... And The Future?
Nicholas
Sheridan,
Henderson Global Investors
View Presentation |
Asymmetric Style
Adam Strudwick, Senior Quantitative Analyst, Macquarie (Europe)
View Presentation |
Incorporating Stress Testing Into The Risk Process
Sean
Carr, FactSet
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3:30 –
4:15 p.m.
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Featured Speaker:
A European Investment Outlook For Asset Classes, Investment Styles and Sectors
Khuram Chaudhry, Banc of America Securities-Merrill Lynch, introduced by Yiannis Yianni, Regional Director, FactSet
View Presentation
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4:30 -
6:30 p.m.
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Networking
Activity
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7:30 p.m.
onwards
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Evening
Reception, Stables Restaurant |
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8:00 -
9:00 a.m.
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Breakfast, Amber Foyer
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9:00 -
10:00 a.m.
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Keynote
Address
Robert Peston, Broadcaster and Business Editor , introduced by Yiannis Yianni, Regional Director, FactSet,
Amber Suite |
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Track 1
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Track 2
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Track
3: Hands-on Training
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10:15 -
11:00 a.m.
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The Market's Gone Wild - Do You Know How Your Bets Are Misbehaving?
Jason MacQueen, R-Squared
View Presentation |
Reflecting On Contemporary Quantitative Investing: From Academic Research To Empirical Implementation
Spyros
Mesomeris, Citigroup Investment Research
View Presentation |
Introducing The Next Generation FactSet Workstation
Greg King, FactSet |
11:15 a.m.
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12:00 p.m.
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Liquidity, Credit And Corporate Finance
Con Keating, Head of Research, BrightonRock Insurance
View Presentation
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Portfolio Risk Analysis: Short vs. Long Term
Chris
Ellis, FactSet
View Presentation |
Incorporating Alpha Factors And Historical Risk Modelling In Your Portfolio Construction And Performance Decomposition
Matthew
Van Der Weide, FactSet
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12:00 -
1:30 p.m.
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Closing Lunch
Scott Beyer, Director of International Operations, FactSet
Ballroom |
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