3rd Annual Systematic Investment Symposium 2018

About

The Systematic Investment Symposium offers and off-the-record meeting between Europe's biggest investors in QUANT-based strategies and experts from the asset management community. Through case studies, presentations of the very latest research, and working groups, the audience will expand their knowledge and understanding of how QUANT strategies deliver sustainable returns.

Those involved in allocating to, designing, and implementing quant or systematic investment strategies find their skills in unprecedented demand by investors. As returns across portfolios have faltered since the global financial crisis, ever more investors have begun to investigate the smart beta revolution, factor-based investing and systematic strategies in general. This two-day conference will bring together those involved in these strategies for high-level debate and presentations on the latest thinking in this field.

Advisory Board

We are grateful to the following asset owners for their advice and input on the agenda and content for our 2018 event:

Kari Vatanen, Head of Cross Assets and Allocation, Varma, Finland
Gerben De Zwart, Head of Quant Equities, APG, Netherlands
Ramon Tol, Fund Manager Equities, Blue Sky Group, Netherlands
Hemir Brand, Portfolio Manager, Balance Sheet Management, PGB Pension Fund, Netherlands
Bob Debi-Tewari, Head of Fundamental Equities, Shell Asset Management Company
Sally Bridgeland, Chair - Investments, Local Pensions Partnership, UK
Pedro Pardo, Investment Manager, Royal County of Berkshire Pension Fund, UK
John Jones, Chair Local Authority Pension Boards, MJ Hudson Allenbridge, UK
Antti Suhonen, Director of Investment Solutions, MJ Hudson Allenbridge, UK
Iivo Paukkeri, Treasury Manager, Aalto University, Finland
Simon Garfield, Senior Portfolio Manager, Aksia, UK
Steve van Jaarsveld, Chief Investment Officer, Methodical

Preliminary Agenda Topics

Assessing Both The Human And Systematic Element Of Investing
Systematic Strategy Selection – Understanding Implementation Risk
Sourcing and Monitoring The Strategies
Designing a Strategy for Multi-Asset Systematic Investing
Applying and Monitoring Systematic Strategies Across Multi-Asset Portfolios
Understanding the Risks in a Portfolio of Systematic Strategies
Disruptive Technologies and Digital Destinies
The Use and Abuse Of Momentum In Smart Beta
Smart Beta – Weapons of Wealth Destruction?
Using Bank Algos or Asset Managers – What Should Investors Know?
The Next Decade of Quant Investing – 10 Years After the Quant Quake, How Will the Sector Evolve?

2018 Agenda

To discuss the agenda, please contact Alex Beveridge.